ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-295 |
118-238 |
-0-058 |
-0.2% |
118-230 |
| High |
119-000 |
118-287 |
-0-033 |
-0.1% |
119-062 |
| Low |
118-233 |
118-213 |
-0-020 |
-0.1% |
118-195 |
| Close |
118-240 |
118-275 |
0-035 |
0.1% |
118-275 |
| Range |
0-087 |
0-075 |
-0-013 |
-14.3% |
0-187 |
| ATR |
0-082 |
0-081 |
0-000 |
-0.6% |
0-000 |
| Volume |
4,150 |
2,463 |
-1,687 |
-40.7% |
39,738 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-163 |
119-134 |
118-316 |
|
| R3 |
119-088 |
119-059 |
118-296 |
|
| R2 |
119-013 |
119-013 |
118-289 |
|
| R1 |
118-304 |
118-304 |
118-282 |
118-319 |
| PP |
118-258 |
118-258 |
118-258 |
118-266 |
| S1 |
118-229 |
118-229 |
118-268 |
118-244 |
| S2 |
118-183 |
118-183 |
118-261 |
|
| S3 |
118-108 |
118-154 |
118-254 |
|
| S4 |
118-033 |
118-079 |
118-234 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-207 |
120-108 |
119-058 |
|
| R3 |
120-019 |
119-241 |
119-007 |
|
| R2 |
119-152 |
119-152 |
118-309 |
|
| R1 |
119-053 |
119-053 |
118-292 |
119-102 |
| PP |
118-284 |
118-284 |
118-284 |
118-309 |
| S1 |
118-186 |
118-186 |
118-258 |
118-235 |
| S2 |
118-097 |
118-097 |
118-241 |
|
| S3 |
117-229 |
117-318 |
118-223 |
|
| S4 |
117-042 |
117-131 |
118-172 |
|
|
| 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% |
0-082 |
0.2% |
43% |
False |
False |
7,947 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-075 |
0.2% |
43% |
False |
False |
27,525 |
| 20 |
119-062 |
118-127 |
0-255 |
0.7% |
0-072 |
0.2% |
58% |
False |
False |
483,658 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-081 |
0.2% |
76% |
False |
False |
599,979 |
| 60 |
119-062 |
117-140 |
1-242 |
1.5% |
0-091 |
0.2% |
81% |
False |
False |
637,877 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
88% |
False |
False |
696,062 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.2% |
88% |
False |
False |
582,427 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-093 |
0.2% |
88% |
False |
False |
485,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-286 |
|
2.618 |
119-164 |
|
1.618 |
119-089 |
|
1.000 |
119-042 |
|
0.618 |
119-014 |
|
HIGH |
118-287 |
|
0.618 |
118-259 |
|
0.500 |
118-250 |
|
0.382 |
118-241 |
|
LOW |
118-213 |
|
0.618 |
118-166 |
|
1.000 |
118-138 |
|
1.618 |
118-091 |
|
2.618 |
118-016 |
|
4.250 |
117-214 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-267 |
118-298 |
| PP |
118-258 |
118-290 |
| S1 |
118-250 |
118-283 |
|