ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-225 |
118-295 |
0-070 |
0.2% |
118-302 |
| High |
119-062 |
119-000 |
-0-062 |
-0.2% |
119-030 |
| Low |
118-213 |
118-233 |
0-020 |
0.1% |
118-198 |
| Close |
118-293 |
118-240 |
-0-053 |
-0.1% |
118-238 |
| Range |
0-170 |
0-087 |
-0-082 |
-48.5% |
0-153 |
| ATR |
0-081 |
0-082 |
0-000 |
0.6% |
0-000 |
| Volume |
15,722 |
4,150 |
-11,572 |
-73.6% |
235,521 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-207 |
119-151 |
118-288 |
|
| R3 |
119-119 |
119-063 |
118-264 |
|
| R2 |
119-032 |
119-032 |
118-256 |
|
| R1 |
118-296 |
118-296 |
118-248 |
118-280 |
| PP |
118-264 |
118-264 |
118-264 |
118-256 |
| S1 |
118-208 |
118-208 |
118-232 |
118-193 |
| S2 |
118-177 |
118-177 |
118-224 |
|
| S3 |
118-089 |
118-121 |
118-216 |
|
| S4 |
118-002 |
118-033 |
118-192 |
|
|
| 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% |
0-087 |
0.2% |
24% |
False |
False |
19,210 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-079 |
0.2% |
24% |
False |
False |
32,664 |
| 20 |
119-062 |
118-127 |
0-255 |
0.7% |
0-074 |
0.2% |
44% |
False |
False |
544,044 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-082 |
0.2% |
68% |
False |
False |
618,056 |
| 60 |
119-062 |
117-140 |
1-242 |
1.5% |
0-091 |
0.2% |
75% |
False |
False |
651,745 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.2% |
84% |
False |
False |
713,430 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.3% |
84% |
False |
False |
582,778 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-092 |
0.2% |
84% |
False |
False |
485,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-052 |
|
2.618 |
119-229 |
|
1.618 |
119-142 |
|
1.000 |
119-087 |
|
0.618 |
119-054 |
|
HIGH |
119-000 |
|
0.618 |
118-287 |
|
0.500 |
118-276 |
|
0.382 |
118-266 |
|
LOW |
118-233 |
|
0.618 |
118-178 |
|
1.000 |
118-145 |
|
1.618 |
118-091 |
|
2.618 |
118-003 |
|
4.250 |
117-181 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-276 |
118-289 |
| PP |
118-264 |
118-273 |
| S1 |
118-252 |
118-256 |
|