ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 08-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2017 |
08-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
119-002 |
118-270 |
-0-052 |
-0.1% |
118-198 |
| High |
119-002 |
118-275 |
-0-047 |
-0.1% |
119-018 |
| Low |
118-265 |
118-218 |
-0-047 |
-0.1% |
118-175 |
| Close |
118-273 |
118-253 |
-0-020 |
-0.1% |
118-305 |
| Range |
0-058 |
0-058 |
0-000 |
0.0% |
0-162 |
| ATR |
0-080 |
0-078 |
-0-002 |
-2.0% |
0-000 |
| Volume |
56,351 |
39,104 |
-17,247 |
-30.6% |
1,746,442 |
|
| Daily Pivots for day following 08-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-101 |
119-074 |
118-284 |
|
| R3 |
119-043 |
119-017 |
118-268 |
|
| R2 |
118-306 |
118-306 |
118-263 |
|
| R1 |
118-279 |
118-279 |
118-258 |
118-264 |
| PP |
118-248 |
118-248 |
118-248 |
118-241 |
| S1 |
118-222 |
118-222 |
118-247 |
118-206 |
| S2 |
118-191 |
118-191 |
118-242 |
|
| S3 |
118-133 |
118-164 |
118-237 |
|
| S4 |
118-076 |
118-107 |
118-221 |
|
|
| 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 |
118-218 |
0-133 |
0.3% |
0-071 |
0.2% |
26% |
False |
True |
46,118 |
| 10 |
119-030 |
118-175 |
0-175 |
0.5% |
0-063 |
0.2% |
44% |
False |
False |
508,498 |
| 20 |
119-030 |
117-253 |
1-098 |
1.1% |
0-076 |
0.2% |
77% |
False |
False |
728,651 |
| 40 |
119-030 |
117-253 |
1-098 |
1.1% |
0-086 |
0.2% |
77% |
False |
False |
697,621 |
| 60 |
119-030 |
116-185 |
2-165 |
2.1% |
0-094 |
0.2% |
88% |
False |
False |
712,221 |
| 80 |
119-030 |
116-155 |
2-195 |
2.2% |
0-096 |
0.3% |
88% |
False |
False |
722,705 |
| 100 |
119-030 |
116-155 |
2-195 |
2.2% |
0-097 |
0.3% |
88% |
False |
False |
582,110 |
| 120 |
119-030 |
116-155 |
2-195 |
2.2% |
0-089 |
0.2% |
88% |
False |
False |
485,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-199 |
|
2.618 |
119-106 |
|
1.618 |
119-048 |
|
1.000 |
119-013 |
|
0.618 |
118-311 |
|
HIGH |
118-275 |
|
0.618 |
118-253 |
|
0.500 |
118-246 |
|
0.382 |
118-239 |
|
LOW |
118-218 |
|
0.618 |
118-182 |
|
1.000 |
118-160 |
|
1.618 |
118-124 |
|
2.618 |
118-067 |
|
4.250 |
117-293 |
|
|
| Fisher Pivots for day following 08-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-250 |
118-284 |
| PP |
118-248 |
118-273 |
| S1 |
118-246 |
118-263 |
|