ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 20-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2017 |
20-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-278 |
118-210 |
-0-067 |
-0.2% |
118-230 |
| High |
118-300 |
118-255 |
-0-045 |
-0.1% |
119-062 |
| Low |
118-200 |
118-195 |
-0-005 |
0.0% |
118-195 |
| Close |
118-210 |
118-255 |
0-045 |
0.1% |
118-275 |
| Range |
0-100 |
0-060 |
-0-040 |
-40.0% |
0-187 |
| ATR |
0-082 |
0-081 |
-0-002 |
-1.9% |
0-000 |
| Volume |
3,828 |
3,909 |
81 |
2.1% |
39,738 |
|
| Daily Pivots for day following 20-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-095 |
119-075 |
118-288 |
|
| R3 |
119-035 |
119-015 |
118-272 |
|
| R2 |
118-295 |
118-295 |
118-266 |
|
| R1 |
118-275 |
118-275 |
118-261 |
118-285 |
| PP |
118-235 |
118-235 |
118-235 |
118-240 |
| S1 |
118-215 |
118-215 |
118-250 |
118-225 |
| S2 |
118-175 |
118-175 |
118-244 |
|
| S3 |
118-115 |
118-155 |
118-239 |
|
| S4 |
118-055 |
118-095 |
118-222 |
|
|
| 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% |
0-098 |
0.3% |
32% |
False |
True |
6,014 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-078 |
0.2% |
32% |
False |
True |
20,170 |
| 20 |
119-062 |
118-127 |
0-255 |
0.7% |
0-075 |
0.2% |
50% |
False |
False |
415,096 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-080 |
0.2% |
72% |
False |
False |
567,792 |
| 60 |
119-062 |
117-147 |
1-235 |
1.5% |
0-091 |
0.2% |
77% |
False |
False |
617,833 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
85% |
False |
False |
658,608 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
85% |
False |
False |
582,274 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
85% |
False |
False |
485,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-190 |
|
2.618 |
119-092 |
|
1.618 |
119-032 |
|
1.000 |
118-315 |
|
0.618 |
118-292 |
|
HIGH |
118-255 |
|
0.618 |
118-232 |
|
0.500 |
118-225 |
|
0.382 |
118-218 |
|
LOW |
118-195 |
|
0.618 |
118-158 |
|
1.000 |
118-135 |
|
1.618 |
118-098 |
|
2.618 |
118-038 |
|
4.250 |
117-260 |
|
|
| Fisher Pivots for day following 20-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-245 |
118-253 |
| PP |
118-235 |
118-250 |
| S1 |
118-225 |
118-248 |
|