ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 05-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2017 |
05-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
118-302 |
0-058 |
0.2% |
118-198 |
| High |
119-018 |
118-315 |
-0-022 |
-0.1% |
119-018 |
| Low |
118-225 |
118-265 |
0-040 |
0.1% |
118-175 |
| Close |
118-305 |
118-273 |
-0-032 |
-0.1% |
118-305 |
| Range |
0-113 |
0-050 |
-0-062 |
-55.5% |
0-162 |
| ATR |
0-085 |
0-082 |
-0-002 |
-2.9% |
0-000 |
| Volume |
53,851 |
39,208 |
-14,643 |
-27.2% |
1,746,442 |
|
| Daily Pivots for day following 05-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-114 |
119-083 |
118-300 |
|
| R3 |
119-064 |
119-033 |
118-286 |
|
| R2 |
119-014 |
119-014 |
118-282 |
|
| R1 |
118-303 |
118-303 |
118-277 |
118-294 |
| PP |
118-284 |
118-284 |
118-284 |
118-279 |
| S1 |
118-253 |
118-253 |
118-268 |
118-244 |
| S2 |
118-234 |
118-234 |
118-263 |
|
| S3 |
118-184 |
118-203 |
118-259 |
|
| S4 |
118-134 |
118-153 |
118-245 |
|
|
| 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% |
0-069 |
0.2% |
60% |
False |
False |
357,130 |
| 10 |
119-018 |
118-127 |
0-210 |
0.6% |
0-068 |
0.2% |
69% |
False |
False |
878,189 |
| 20 |
119-018 |
117-253 |
1-085 |
1.1% |
0-078 |
0.2% |
84% |
False |
False |
808,143 |
| 40 |
119-018 |
117-225 |
1-113 |
1.1% |
0-093 |
0.2% |
85% |
False |
False |
757,563 |
| 60 |
119-018 |
116-155 |
2-182 |
2.2% |
0-095 |
0.2% |
92% |
False |
False |
742,140 |
| 80 |
119-018 |
116-155 |
2-182 |
2.2% |
0-096 |
0.3% |
92% |
False |
False |
722,434 |
| 100 |
119-018 |
116-155 |
2-182 |
2.2% |
0-099 |
0.3% |
92% |
False |
False |
580,748 |
| 120 |
119-018 |
116-155 |
2-182 |
2.2% |
0-088 |
0.2% |
92% |
False |
False |
483,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-208 |
|
2.618 |
119-126 |
|
1.618 |
119-076 |
|
1.000 |
119-045 |
|
0.618 |
119-026 |
|
HIGH |
118-315 |
|
0.618 |
118-296 |
|
0.500 |
118-290 |
|
0.382 |
118-284 |
|
LOW |
118-265 |
|
0.618 |
118-234 |
|
1.000 |
118-215 |
|
1.618 |
118-184 |
|
2.618 |
118-134 |
|
4.250 |
118-052 |
|
|
| Fisher Pivots for day following 05-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-290 |
118-271 |
| PP |
118-284 |
118-270 |
| S1 |
118-278 |
118-269 |
|