ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-270 |
118-282 |
0-012 |
0.0% |
118-302 |
| High |
118-275 |
118-298 |
0-022 |
0.1% |
119-030 |
| Low |
118-218 |
118-198 |
-0-020 |
-0.1% |
118-198 |
| Close |
118-253 |
118-238 |
-0-015 |
0.0% |
118-238 |
| Range |
0-058 |
0-100 |
0-042 |
73.9% |
0-153 |
| ATR |
0-078 |
0-080 |
0-002 |
2.0% |
0-000 |
| Volume |
39,104 |
58,778 |
19,674 |
50.3% |
235,521 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-224 |
119-171 |
118-293 |
|
| R3 |
119-124 |
119-071 |
118-265 |
|
| R2 |
119-024 |
119-024 |
118-256 |
|
| R1 |
118-291 |
118-291 |
118-247 |
118-268 |
| PP |
118-244 |
118-244 |
118-244 |
118-233 |
| S1 |
118-191 |
118-191 |
118-228 |
118-168 |
| S2 |
118-144 |
118-144 |
118-219 |
|
| S3 |
118-044 |
118-091 |
118-210 |
|
| S4 |
117-264 |
117-311 |
118-183 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-079 |
119-311 |
119-001 |
|
| R3 |
119-247 |
119-158 |
118-279 |
|
| R2 |
119-094 |
119-094 |
118-265 |
|
| R1 |
119-006 |
119-006 |
118-251 |
118-294 |
| PP |
118-262 |
118-262 |
118-262 |
118-246 |
| S1 |
118-173 |
118-173 |
118-224 |
118-141 |
| S2 |
118-109 |
118-109 |
118-210 |
|
| S3 |
117-277 |
118-021 |
118-196 |
|
| S4 |
117-124 |
117-188 |
118-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-030 |
118-198 |
0-153 |
0.4% |
0-069 |
0.2% |
26% |
False |
True |
47,104 |
| 10 |
119-030 |
118-175 |
0-175 |
0.5% |
0-069 |
0.2% |
36% |
False |
False |
322,067 |
| 20 |
119-030 |
117-307 |
1-043 |
1.0% |
0-078 |
0.2% |
69% |
False |
False |
696,132 |
| 40 |
119-030 |
117-253 |
1-098 |
1.1% |
0-085 |
0.2% |
73% |
False |
False |
681,959 |
| 60 |
119-030 |
116-295 |
2-055 |
1.8% |
0-092 |
0.2% |
84% |
False |
False |
695,533 |
| 80 |
119-030 |
116-155 |
2-195 |
2.2% |
0-096 |
0.3% |
87% |
False |
False |
722,023 |
| 100 |
119-030 |
116-155 |
2-195 |
2.2% |
0-098 |
0.3% |
87% |
False |
False |
582,672 |
| 120 |
119-030 |
116-155 |
2-195 |
2.2% |
0-090 |
0.2% |
87% |
False |
False |
485,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-083 |
|
2.618 |
119-239 |
|
1.618 |
119-139 |
|
1.000 |
119-078 |
|
0.618 |
119-039 |
|
HIGH |
118-298 |
|
0.618 |
118-259 |
|
0.500 |
118-248 |
|
0.382 |
118-236 |
|
LOW |
118-198 |
|
0.618 |
118-136 |
|
1.000 |
118-098 |
|
1.618 |
118-036 |
|
2.618 |
117-256 |
|
4.250 |
117-093 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-248 |
118-260 |
| PP |
118-244 |
118-253 |
| S1 |
118-241 |
118-245 |
|