ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 12-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2017 |
12-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
118-282 |
118-230 |
-0-052 |
-0.1% |
118-302 |
High |
118-298 |
118-250 |
-0-047 |
-0.1% |
119-030 |
Low |
118-198 |
118-202 |
0-005 |
0.0% |
118-198 |
Close |
118-238 |
118-218 |
-0-020 |
-0.1% |
118-238 |
Range |
0-100 |
0-048 |
-0-052 |
-52.5% |
0-153 |
ATR |
0-080 |
0-078 |
-0-002 |
-2.9% |
0-000 |
Volume |
58,778 |
6,040 |
-52,738 |
-89.7% |
235,521 |
|
Daily Pivots for day following 12-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-046 |
119-019 |
118-244 |
|
R3 |
118-318 |
118-292 |
118-231 |
|
R2 |
118-271 |
118-271 |
118-226 |
|
R1 |
118-244 |
118-244 |
118-222 |
118-234 |
PP |
118-223 |
118-223 |
118-223 |
118-218 |
S1 |
118-197 |
118-197 |
118-213 |
118-186 |
S2 |
118-176 |
118-176 |
118-209 |
|
S3 |
118-128 |
118-149 |
118-204 |
|
S4 |
118-081 |
118-102 |
118-191 |
|
|
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% |
0-068 |
0.2% |
13% |
False |
False |
40,470 |
10 |
119-030 |
118-175 |
0-175 |
0.5% |
0-069 |
0.2% |
24% |
False |
False |
198,800 |
20 |
119-030 |
118-062 |
0-288 |
0.8% |
0-074 |
0.2% |
54% |
False |
False |
658,509 |
40 |
119-030 |
117-253 |
1-098 |
1.1% |
0-084 |
0.2% |
68% |
False |
False |
664,809 |
60 |
119-030 |
116-295 |
2-055 |
1.8% |
0-091 |
0.2% |
81% |
False |
False |
683,411 |
80 |
119-030 |
116-155 |
2-195 |
2.2% |
0-095 |
0.3% |
84% |
False |
False |
721,139 |
100 |
119-030 |
116-155 |
2-195 |
2.2% |
0-096 |
0.3% |
84% |
False |
False |
582,726 |
120 |
119-030 |
116-155 |
2-195 |
2.2% |
0-090 |
0.2% |
84% |
False |
False |
485,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-132 |
2.618 |
119-054 |
1.618 |
119-007 |
1.000 |
118-298 |
0.618 |
118-279 |
HIGH |
118-250 |
0.618 |
118-232 |
0.500 |
118-226 |
0.382 |
118-221 |
LOW |
118-202 |
0.618 |
118-173 |
1.000 |
118-155 |
1.618 |
118-126 |
2.618 |
118-078 |
4.250 |
118-001 |
|
|
Fisher Pivots for day following 12-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
118-226 |
118-248 |
PP |
118-223 |
118-238 |
S1 |
118-220 |
118-228 |
|