ECBOT 5 Year T-Note Future June 2017
Trading Metrics calculated at close of trading on 14-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
118-213 |
118-225 |
0-012 |
0.0% |
118-302 |
High |
118-225 |
119-062 |
0-158 |
0.4% |
119-030 |
Low |
118-195 |
118-213 |
0-018 |
0.0% |
118-198 |
Close |
118-218 |
118-293 |
0-075 |
0.2% |
118-238 |
Range |
0-030 |
0-170 |
0-140 |
466.9% |
0-153 |
ATR |
0-074 |
0-081 |
0-007 |
9.2% |
0-000 |
Volume |
11,363 |
15,722 |
4,359 |
38.4% |
235,521 |
|
Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-166 |
120-079 |
119-066 |
|
R3 |
119-316 |
119-229 |
119-019 |
|
R2 |
119-146 |
119-146 |
119-004 |
|
R1 |
119-059 |
119-059 |
118-308 |
119-102 |
PP |
118-296 |
118-296 |
118-296 |
118-318 |
S1 |
118-209 |
118-209 |
118-277 |
118-253 |
S2 |
118-126 |
118-126 |
118-261 |
|
S3 |
117-276 |
118-039 |
118-246 |
|
S4 |
117-106 |
117-189 |
118-199 |
|
|
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 |
119-062 |
118-195 |
0-187 |
0.5% |
0-081 |
0.2% |
52% |
True |
False |
26,201 |
10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-075 |
0.2% |
52% |
True |
False |
40,497 |
20 |
119-062 |
118-102 |
0-280 |
0.7% |
0-078 |
0.2% |
68% |
True |
False |
601,712 |
40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-082 |
0.2% |
80% |
True |
False |
632,934 |
60 |
119-062 |
117-047 |
2-015 |
1.7% |
0-092 |
0.2% |
86% |
True |
False |
667,965 |
80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.2% |
90% |
True |
False |
719,060 |
100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-096 |
0.3% |
90% |
True |
False |
582,945 |
120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-092 |
0.2% |
90% |
True |
False |
485,871 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-145 |
2.618 |
120-188 |
1.618 |
120-018 |
1.000 |
119-232 |
0.618 |
119-168 |
HIGH |
119-062 |
0.618 |
118-318 |
0.500 |
118-298 |
0.382 |
118-277 |
LOW |
118-213 |
0.618 |
118-107 |
1.000 |
118-043 |
1.618 |
117-257 |
2.618 |
117-087 |
4.250 |
116-130 |
|
|
Fisher Pivots for day following 14-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
118-298 |
118-291 |
PP |
118-296 |
118-290 |
S1 |
118-294 |
118-289 |
|