ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-218 |
0-070 |
0.2% |
118-102 |
| High |
118-225 |
118-227 |
0-002 |
0.0% |
119-000 |
| Low |
118-127 |
118-185 |
0-058 |
0.2% |
118-062 |
| Close |
118-190 |
118-200 |
0-010 |
0.0% |
118-207 |
| Range |
0-098 |
0-042 |
-0-055 |
-56.4% |
0-258 |
| ATR |
0-094 |
0-090 |
-0-004 |
-3.9% |
0-000 |
| Volume |
1,485,283 |
1,923,086 |
437,803 |
29.5% |
4,185,948 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-012 |
118-308 |
118-223 |
|
| R3 |
118-289 |
118-266 |
118-212 |
|
| R2 |
118-247 |
118-247 |
118-208 |
|
| R1 |
118-223 |
118-223 |
118-204 |
118-214 |
| PP |
118-204 |
118-204 |
118-204 |
118-199 |
| S1 |
118-181 |
118-181 |
118-196 |
118-171 |
| S2 |
118-162 |
118-162 |
118-192 |
|
| S3 |
118-119 |
118-138 |
118-188 |
|
| S4 |
118-077 |
118-096 |
118-177 |
|
|
| 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 |
118-238 |
118-127 |
0-110 |
0.3% |
0-068 |
0.2% |
66% |
False |
False |
1,282,550 |
| 10 |
119-000 |
117-307 |
1-013 |
0.9% |
0-088 |
0.2% |
64% |
False |
False |
1,070,196 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-085 |
0.2% |
69% |
False |
False |
871,929 |
| 40 |
119-000 |
117-158 |
1-162 |
1.3% |
0-097 |
0.3% |
75% |
False |
False |
795,319 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-097 |
0.3% |
85% |
False |
False |
768,250 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-099 |
0.3% |
85% |
False |
False |
686,720 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-101 |
0.3% |
85% |
False |
False |
550,507 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-084 |
0.2% |
85% |
False |
False |
458,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-088 |
|
2.618 |
119-019 |
|
1.618 |
118-296 |
|
1.000 |
118-270 |
|
0.618 |
118-254 |
|
HIGH |
118-227 |
|
0.618 |
118-211 |
|
0.500 |
118-206 |
|
0.382 |
118-201 |
|
LOW |
118-185 |
|
0.618 |
118-159 |
|
1.000 |
118-142 |
|
1.618 |
118-116 |
|
2.618 |
118-074 |
|
4.250 |
118-004 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-206 |
118-194 |
| PP |
118-204 |
118-188 |
| S1 |
118-202 |
118-182 |
|