ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-213 |
118-190 |
-0-022 |
-0.1% |
118-102 |
| High |
118-222 |
118-238 |
0-015 |
0.0% |
119-000 |
| Low |
118-178 |
118-135 |
-0-042 |
-0.1% |
118-062 |
| Close |
118-200 |
118-145 |
-0-055 |
-0.1% |
118-207 |
| Range |
0-045 |
0-102 |
0-058 |
127.8% |
0-258 |
| ATR |
0-093 |
0-093 |
0-001 |
0.7% |
0-000 |
| Volume |
723,765 |
1,625,401 |
901,636 |
124.6% |
4,185,948 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-160 |
119-095 |
118-201 |
|
| R3 |
119-057 |
118-312 |
118-173 |
|
| R2 |
118-275 |
118-275 |
118-164 |
|
| R1 |
118-210 |
118-210 |
118-154 |
118-191 |
| PP |
118-173 |
118-173 |
118-173 |
118-163 |
| S1 |
118-107 |
118-107 |
118-136 |
118-089 |
| S2 |
118-070 |
118-070 |
118-126 |
|
| S3 |
117-288 |
118-005 |
118-117 |
|
| S4 |
117-185 |
117-223 |
118-089 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-009 |
120-206 |
119-029 |
|
| R3 |
120-072 |
119-268 |
118-278 |
|
| R2 |
119-134 |
119-134 |
118-255 |
|
| R1 |
119-011 |
119-011 |
118-231 |
119-072 |
| PP |
118-197 |
118-197 |
118-197 |
118-227 |
| S1 |
118-073 |
118-073 |
118-184 |
118-135 |
| S2 |
117-259 |
117-259 |
118-160 |
|
| S3 |
117-002 |
117-136 |
118-137 |
|
| S4 |
116-064 |
116-198 |
118-066 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-000 |
118-102 |
0-218 |
0.6% |
0-096 |
0.3% |
20% |
False |
False |
1,074,417 |
| 10 |
119-000 |
117-253 |
1-067 |
1.0% |
0-088 |
0.2% |
55% |
False |
False |
860,108 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-085 |
0.2% |
55% |
False |
False |
773,080 |
| 40 |
119-000 |
117-147 |
1-173 |
1.3% |
0-099 |
0.3% |
64% |
False |
False |
744,805 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
78% |
False |
False |
753,197 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
78% |
False |
False |
644,318 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-099 |
0.3% |
78% |
False |
False |
516,423 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-083 |
0.2% |
78% |
False |
False |
430,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-033 |
|
2.618 |
119-186 |
|
1.618 |
119-083 |
|
1.000 |
119-020 |
|
0.618 |
118-301 |
|
HIGH |
118-238 |
|
0.618 |
118-198 |
|
0.500 |
118-186 |
|
0.382 |
118-174 |
|
LOW |
118-135 |
|
0.618 |
118-072 |
|
1.000 |
118-033 |
|
1.618 |
117-289 |
|
2.618 |
117-187 |
|
4.250 |
117-019 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-186 |
118-186 |
| PP |
118-173 |
118-173 |
| S1 |
118-159 |
118-159 |
|