ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-302 |
118-278 |
-0-025 |
-0.1% |
118-198 |
| High |
118-315 |
119-030 |
0-035 |
0.1% |
119-018 |
| Low |
118-265 |
118-273 |
0-008 |
0.0% |
118-175 |
| Close |
118-273 |
119-000 |
0-047 |
0.1% |
118-305 |
| Range |
0-050 |
0-078 |
0-027 |
55.0% |
0-162 |
| ATR |
0-082 |
0-082 |
0-000 |
-0.4% |
0-000 |
| Volume |
39,208 |
42,080 |
2,872 |
7.3% |
1,746,442 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-227 |
119-191 |
119-043 |
|
| R3 |
119-149 |
119-113 |
119-021 |
|
| R2 |
119-072 |
119-072 |
119-014 |
|
| R1 |
119-036 |
119-036 |
119-007 |
119-054 |
| PP |
118-314 |
118-314 |
118-314 |
119-003 |
| S1 |
118-278 |
118-278 |
118-313 |
118-296 |
| S2 |
118-237 |
118-237 |
118-306 |
|
| S3 |
118-159 |
118-201 |
118-299 |
|
| S4 |
118-082 |
118-123 |
118-277 |
|
|
| 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 |
119-030 |
118-200 |
0-150 |
0.4% |
0-069 |
0.2% |
80% |
True |
False |
97,322 |
| 10 |
119-030 |
118-127 |
0-223 |
0.6% |
0-071 |
0.2% |
87% |
True |
False |
810,021 |
| 20 |
119-030 |
117-253 |
1-098 |
1.1% |
0-078 |
0.2% |
93% |
True |
False |
782,189 |
| 40 |
119-030 |
117-225 |
1-125 |
1.2% |
0-089 |
0.2% |
93% |
True |
False |
729,833 |
| 60 |
119-030 |
116-162 |
2-188 |
2.2% |
0-094 |
0.2% |
96% |
True |
False |
727,746 |
| 80 |
119-030 |
116-155 |
2-195 |
2.2% |
0-096 |
0.3% |
96% |
True |
False |
722,620 |
| 100 |
119-030 |
116-155 |
2-195 |
2.2% |
0-098 |
0.3% |
96% |
True |
False |
581,167 |
| 120 |
119-030 |
116-155 |
2-195 |
2.2% |
0-088 |
0.2% |
96% |
True |
False |
484,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-039 |
|
2.618 |
119-233 |
|
1.618 |
119-155 |
|
1.000 |
119-108 |
|
0.618 |
119-078 |
|
HIGH |
119-030 |
|
0.618 |
119-000 |
|
0.500 |
118-311 |
|
0.382 |
118-302 |
|
LOW |
118-273 |
|
0.618 |
118-225 |
|
1.000 |
118-195 |
|
1.618 |
118-147 |
|
2.618 |
118-070 |
|
4.250 |
117-263 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-317 |
118-309 |
| PP |
118-314 |
118-298 |
| S1 |
118-311 |
118-288 |
|