ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-190 |
118-147 |
-0-043 |
-0.1% |
118-102 |
| High |
118-238 |
118-225 |
-0-013 |
0.0% |
119-000 |
| Low |
118-135 |
118-127 |
-0-008 |
0.0% |
118-062 |
| Close |
118-145 |
118-190 |
0-045 |
0.1% |
118-207 |
| Range |
0-102 |
0-098 |
-0-005 |
-4.9% |
0-258 |
| ATR |
0-093 |
0-094 |
0-000 |
0.3% |
0-000 |
| Volume |
1,625,401 |
1,485,283 |
-140,118 |
-8.6% |
4,185,948 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-153 |
119-109 |
118-244 |
|
| R3 |
119-056 |
119-012 |
118-217 |
|
| R2 |
118-278 |
118-278 |
118-208 |
|
| R1 |
118-234 |
118-234 |
118-199 |
118-256 |
| PP |
118-181 |
118-181 |
118-181 |
118-192 |
| S1 |
118-137 |
118-137 |
118-181 |
118-159 |
| S2 |
118-083 |
118-083 |
118-172 |
|
| S3 |
117-306 |
118-039 |
118-163 |
|
| S4 |
117-208 |
117-262 |
118-136 |
|
|
| 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 |
118-127 |
0-193 |
0.5% |
0-083 |
0.2% |
32% |
False |
True |
1,139,970 |
| 10 |
119-000 |
117-253 |
1-067 |
1.0% |
0-090 |
0.2% |
66% |
False |
False |
948,804 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-086 |
0.2% |
66% |
False |
False |
807,606 |
| 40 |
119-000 |
117-147 |
1-173 |
1.3% |
0-098 |
0.3% |
74% |
False |
False |
762,090 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-098 |
0.3% |
84% |
False |
False |
755,414 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
84% |
False |
False |
662,853 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
84% |
False |
False |
531,276 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-084 |
0.2% |
84% |
False |
False |
442,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-319 |
|
2.618 |
119-160 |
|
1.618 |
119-063 |
|
1.000 |
119-002 |
|
0.618 |
118-285 |
|
HIGH |
118-225 |
|
0.618 |
118-188 |
|
0.500 |
118-176 |
|
0.382 |
118-165 |
|
LOW |
118-127 |
|
0.618 |
118-067 |
|
1.000 |
118-030 |
|
1.618 |
117-290 |
|
2.618 |
117-192 |
|
4.250 |
117-033 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-185 |
118-188 |
| PP |
118-181 |
118-185 |
| S1 |
118-176 |
118-182 |
|