ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-240 |
118-250 |
0-010 |
0.0% |
118-213 |
| High |
118-265 |
118-250 |
-0-015 |
0.0% |
118-240 |
| Low |
118-210 |
118-200 |
-0-010 |
0.0% |
118-127 |
| Close |
118-260 |
118-238 |
-0-022 |
-0.1% |
118-200 |
| Range |
0-055 |
0-050 |
-0-005 |
-9.0% |
0-113 |
| ATR |
0-084 |
0-082 |
-0-002 |
-2.0% |
0-000 |
| Volume |
268,995 |
82,477 |
-186,518 |
-69.3% |
6,996,247 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-059 |
119-038 |
118-265 |
|
| R3 |
119-009 |
118-308 |
118-251 |
|
| R2 |
118-279 |
118-279 |
118-247 |
|
| R1 |
118-258 |
118-258 |
118-242 |
118-244 |
| PP |
118-229 |
118-229 |
118-229 |
118-222 |
| S1 |
118-208 |
118-208 |
118-233 |
118-194 |
| S2 |
118-179 |
118-179 |
118-228 |
|
| S3 |
118-129 |
118-158 |
118-224 |
|
| S4 |
118-079 |
118-108 |
118-210 |
|
|
| 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 |
118-265 |
118-175 |
0-090 |
0.2% |
0-054 |
0.1% |
69% |
False |
False |
970,877 |
| 10 |
119-000 |
118-127 |
0-193 |
0.5% |
0-068 |
0.2% |
57% |
False |
False |
1,055,424 |
| 20 |
119-000 |
117-253 |
1-067 |
1.0% |
0-079 |
0.2% |
79% |
False |
False |
878,081 |
| 40 |
119-000 |
117-225 |
1-095 |
1.1% |
0-093 |
0.2% |
80% |
False |
False |
793,971 |
| 60 |
119-000 |
116-155 |
2-165 |
2.1% |
0-095 |
0.3% |
90% |
False |
False |
766,979 |
| 80 |
119-000 |
116-155 |
2-165 |
2.1% |
0-097 |
0.3% |
90% |
False |
False |
722,175 |
| 100 |
119-000 |
116-155 |
2-165 |
2.1% |
0-098 |
0.3% |
90% |
False |
False |
579,818 |
| 120 |
119-000 |
116-155 |
2-165 |
2.1% |
0-086 |
0.2% |
90% |
False |
False |
483,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-143 |
|
2.618 |
119-061 |
|
1.618 |
119-011 |
|
1.000 |
118-300 |
|
0.618 |
118-281 |
|
HIGH |
118-250 |
|
0.618 |
118-231 |
|
0.500 |
118-225 |
|
0.382 |
118-219 |
|
LOW |
118-200 |
|
0.618 |
118-169 |
|
1.000 |
118-150 |
|
1.618 |
118-119 |
|
2.618 |
118-069 |
|
4.250 |
117-307 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-233 |
118-232 |
| PP |
118-229 |
118-226 |
| S1 |
118-225 |
118-220 |
|