ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-218 |
118-195 |
-0-022 |
-0.1% |
118-213 |
| High |
118-227 |
118-240 |
0-013 |
0.0% |
118-240 |
| Low |
118-185 |
118-193 |
0-008 |
0.0% |
118-127 |
| Close |
118-200 |
118-200 |
0-000 |
0.0% |
118-200 |
| Range |
0-042 |
0-047 |
0-005 |
11.7% |
0-113 |
| ATR |
0-090 |
0-087 |
-0-003 |
-3.4% |
0-000 |
| Volume |
1,923,086 |
1,238,712 |
-684,374 |
-35.6% |
6,996,247 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-033 |
119-004 |
118-226 |
|
| R3 |
118-306 |
118-277 |
118-213 |
|
| R2 |
118-258 |
118-258 |
118-209 |
|
| R1 |
118-229 |
118-229 |
118-204 |
118-244 |
| PP |
118-211 |
118-211 |
118-211 |
118-218 |
| S1 |
118-182 |
118-182 |
118-196 |
118-196 |
| S2 |
118-163 |
118-163 |
118-191 |
|
| S3 |
118-116 |
118-134 |
118-187 |
|
| S4 |
118-068 |
118-087 |
118-174 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-207 |
119-156 |
118-262 |
|
| R3 |
119-094 |
119-043 |
118-231 |
|
| R2 |
118-302 |
118-302 |
118-221 |
|
| R1 |
118-251 |
118-251 |
118-210 |
118-220 |
| PP |
118-189 |
118-189 |
118-189 |
118-174 |
| S1 |
118-138 |
118-138 |
118-190 |
118-107 |
| S2 |
118-077 |
118-077 |
118-179 |
|
| S3 |
117-284 |
118-026 |
118-169 |
|
| S4 |
117-172 |
117-233 |
118-138 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
118-127 |
0-113 |
0.3% |
0-067 |
0.2% |
64% |
True |
False |
1,399,249 |
| 10 |
119-000 |
118-062 |
0-258 |
0.7% |
0-079 |
0.2% |
53% |
False |
False |
1,118,219 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-083 |
0.2% |
69% |
False |
False |
888,248 |
| 40 |
119-000 |
117-162 |
1-158 |
1.3% |
0-096 |
0.3% |
75% |
False |
False |
809,148 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-096 |
0.3% |
85% |
False |
False |
772,183 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-099 |
0.3% |
85% |
False |
False |
701,897 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-100 |
0.3% |
85% |
False |
False |
562,894 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-085 |
0.2% |
85% |
False |
False |
469,078 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-122 |
|
2.618 |
119-044 |
|
1.618 |
118-317 |
|
1.000 |
118-287 |
|
0.618 |
118-269 |
|
HIGH |
118-240 |
|
0.618 |
118-222 |
|
0.500 |
118-216 |
|
0.382 |
118-211 |
|
LOW |
118-193 |
|
0.618 |
118-163 |
|
1.000 |
118-145 |
|
1.618 |
118-116 |
|
2.618 |
118-068 |
|
4.250 |
117-311 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-216 |
118-195 |
| PP |
118-211 |
118-189 |
| S1 |
118-205 |
118-184 |
|