ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-278 |
119-002 |
0-045 |
0.1% |
118-198 |
| High |
119-030 |
119-002 |
-0-028 |
-0.1% |
119-018 |
| Low |
118-273 |
118-265 |
-0-008 |
0.0% |
118-175 |
| Close |
119-000 |
118-273 |
-0-047 |
-0.1% |
118-305 |
| Range |
0-078 |
0-058 |
-0-020 |
-25.8% |
0-162 |
| ATR |
0-082 |
0-080 |
-0-002 |
-2.1% |
0-000 |
| Volume |
42,080 |
56,351 |
14,271 |
33.9% |
1,746,442 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-139 |
119-103 |
118-304 |
|
| R3 |
119-082 |
119-046 |
118-288 |
|
| R2 |
119-024 |
119-024 |
118-283 |
|
| R1 |
118-308 |
118-308 |
118-278 |
118-298 |
| PP |
118-287 |
118-287 |
118-287 |
118-281 |
| S1 |
118-251 |
118-251 |
118-267 |
118-240 |
| S2 |
118-229 |
118-229 |
118-262 |
|
| S3 |
118-172 |
118-193 |
118-257 |
|
| S4 |
118-114 |
118-136 |
118-241 |
|
|
| 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% |
0-070 |
0.2% |
48% |
False |
False |
54,793 |
| 10 |
119-030 |
118-127 |
0-223 |
0.6% |
0-067 |
0.2% |
65% |
False |
False |
653,116 |
| 20 |
119-030 |
117-253 |
1-098 |
1.1% |
0-077 |
0.2% |
81% |
False |
False |
756,612 |
| 40 |
119-030 |
117-253 |
1-098 |
1.1% |
0-088 |
0.2% |
81% |
False |
False |
715,312 |
| 60 |
119-030 |
116-162 |
2-188 |
2.2% |
0-094 |
0.2% |
91% |
False |
False |
720,251 |
| 80 |
119-030 |
116-155 |
2-195 |
2.2% |
0-096 |
0.3% |
91% |
False |
False |
722,716 |
| 100 |
119-030 |
116-155 |
2-195 |
2.2% |
0-098 |
0.3% |
91% |
False |
False |
581,720 |
| 120 |
119-030 |
116-155 |
2-195 |
2.2% |
0-089 |
0.2% |
91% |
False |
False |
484,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-247 |
|
2.618 |
119-153 |
|
1.618 |
119-096 |
|
1.000 |
119-060 |
|
0.618 |
119-038 |
|
HIGH |
119-002 |
|
0.618 |
118-301 |
|
0.500 |
118-294 |
|
0.382 |
118-287 |
|
LOW |
118-265 |
|
0.618 |
118-229 |
|
1.000 |
118-207 |
|
1.618 |
118-172 |
|
2.618 |
118-114 |
|
4.250 |
118-021 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-294 |
118-308 |
| PP |
118-287 |
118-296 |
| S1 |
118-280 |
118-284 |
|