ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 02-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2017 |
02-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-245 |
-0-005 |
0.0% |
118-198 |
| High |
118-250 |
119-018 |
0-087 |
0.2% |
119-018 |
| Low |
118-200 |
118-225 |
0-025 |
0.1% |
118-175 |
| Close |
118-238 |
118-305 |
0-067 |
0.2% |
118-305 |
| Range |
0-050 |
0-113 |
0-062 |
125.0% |
0-162 |
| ATR |
0-082 |
0-085 |
0-002 |
2.6% |
0-000 |
| Volume |
82,477 |
53,851 |
-28,626 |
-34.7% |
1,746,442 |
|
| Daily Pivots for day following 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-307 |
119-258 |
119-047 |
|
| R3 |
119-194 |
119-146 |
119-016 |
|
| R2 |
119-082 |
119-082 |
119-006 |
|
| R1 |
119-033 |
119-033 |
118-315 |
119-058 |
| PP |
118-289 |
118-289 |
118-289 |
118-301 |
| S1 |
118-241 |
118-241 |
118-295 |
118-265 |
| S2 |
118-177 |
118-177 |
118-284 |
|
| S3 |
118-064 |
118-128 |
118-274 |
|
| S4 |
117-272 |
118-016 |
118-243 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-120 |
120-055 |
119-074 |
|
| R3 |
119-277 |
119-212 |
119-030 |
|
| R2 |
119-115 |
119-115 |
119-015 |
|
| R1 |
119-050 |
119-050 |
119-000 |
119-082 |
| PP |
118-273 |
118-273 |
118-273 |
118-289 |
| S1 |
118-207 |
118-207 |
118-290 |
118-240 |
| S2 |
118-110 |
118-110 |
118-275 |
|
| S3 |
117-268 |
118-045 |
118-260 |
|
| S4 |
117-105 |
117-203 |
118-216 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-018 |
118-175 |
0-162 |
0.4% |
0-068 |
0.2% |
80% |
True |
False |
597,030 |
| 10 |
119-018 |
118-127 |
0-210 |
0.6% |
0-068 |
0.2% |
85% |
True |
False |
939,790 |
| 20 |
119-018 |
117-253 |
1-085 |
1.1% |
0-081 |
0.2% |
92% |
True |
False |
841,685 |
| 40 |
119-018 |
117-225 |
1-113 |
1.1% |
0-093 |
0.2% |
92% |
True |
False |
771,820 |
| 60 |
119-018 |
116-155 |
2-182 |
2.2% |
0-095 |
0.3% |
96% |
True |
False |
752,980 |
| 80 |
119-018 |
116-155 |
2-182 |
2.2% |
0-097 |
0.3% |
96% |
True |
False |
722,186 |
| 100 |
119-018 |
116-155 |
2-182 |
2.2% |
0-099 |
0.3% |
96% |
True |
False |
580,356 |
| 120 |
119-018 |
116-155 |
2-182 |
2.2% |
0-087 |
0.2% |
96% |
True |
False |
483,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-176 |
|
2.618 |
119-312 |
|
1.618 |
119-200 |
|
1.000 |
119-130 |
|
0.618 |
119-087 |
|
HIGH |
119-018 |
|
0.618 |
118-295 |
|
0.500 |
118-281 |
|
0.382 |
118-268 |
|
LOW |
118-225 |
|
0.618 |
118-155 |
|
1.000 |
118-112 |
|
1.618 |
118-043 |
|
2.618 |
117-250 |
|
4.250 |
117-067 |
|
|
| Fisher Pivots for day following 02-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-297 |
118-293 |
| PP |
118-289 |
118-281 |
| S1 |
118-281 |
118-269 |
|