ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-238 |
118-278 |
0-040 |
0.1% |
118-230 |
| High |
118-287 |
118-300 |
0-013 |
0.0% |
119-062 |
| Low |
118-213 |
118-200 |
-0-013 |
0.0% |
118-195 |
| Close |
118-275 |
118-210 |
-0-065 |
-0.2% |
118-275 |
| Range |
0-075 |
0-100 |
0-025 |
33.4% |
0-187 |
| ATR |
0-081 |
0-082 |
0-001 |
1.7% |
0-000 |
| Volume |
2,463 |
3,828 |
1,365 |
55.4% |
39,738 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-217 |
119-153 |
118-265 |
|
| R3 |
119-117 |
119-053 |
118-238 |
|
| R2 |
119-017 |
119-017 |
118-228 |
|
| R1 |
118-273 |
118-273 |
118-219 |
118-255 |
| PP |
118-237 |
118-237 |
118-237 |
118-228 |
| S1 |
118-173 |
118-173 |
118-201 |
118-155 |
| S2 |
118-137 |
118-137 |
118-192 |
|
| S3 |
118-037 |
118-073 |
118-183 |
|
| S4 |
117-257 |
117-293 |
118-155 |
|
|
| 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% |
0-092 |
0.2% |
8% |
False |
False |
7,505 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-080 |
0.2% |
8% |
False |
False |
23,987 |
| 20 |
119-062 |
118-127 |
0-255 |
0.7% |
0-074 |
0.2% |
32% |
False |
False |
451,088 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-082 |
0.2% |
62% |
False |
False |
586,574 |
| 60 |
119-062 |
117-142 |
1-240 |
1.5% |
0-091 |
0.2% |
69% |
False |
False |
626,224 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
80% |
False |
False |
673,308 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.2% |
80% |
False |
False |
582,359 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
80% |
False |
False |
485,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-085 |
|
2.618 |
119-242 |
|
1.618 |
119-142 |
|
1.000 |
119-080 |
|
0.618 |
119-042 |
|
HIGH |
118-300 |
|
0.618 |
118-262 |
|
0.500 |
118-250 |
|
0.382 |
118-238 |
|
LOW |
118-200 |
|
0.618 |
118-138 |
|
1.000 |
118-100 |
|
1.618 |
118-038 |
|
2.618 |
117-258 |
|
4.250 |
117-095 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-250 |
118-260 |
| PP |
118-237 |
118-243 |
| S1 |
118-223 |
118-227 |
|