ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-210 |
118-245 |
0-035 |
0.1% |
118-230 |
| High |
118-255 |
118-262 |
0-007 |
0.0% |
119-062 |
| Low |
118-195 |
118-215 |
0-020 |
0.1% |
118-195 |
| Close |
118-255 |
118-245 |
-0-010 |
0.0% |
118-275 |
| Range |
0-060 |
0-047 |
-0-013 |
-20.9% |
0-187 |
| ATR |
0-081 |
0-078 |
-0-002 |
-2.9% |
0-000 |
| Volume |
3,909 |
2,318 |
-1,591 |
-40.7% |
39,738 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-063 |
119-042 |
118-271 |
|
| R3 |
119-016 |
118-314 |
118-258 |
|
| R2 |
118-288 |
118-288 |
118-254 |
|
| R1 |
118-267 |
118-267 |
118-249 |
118-269 |
| PP |
118-241 |
118-241 |
118-241 |
118-242 |
| S1 |
118-219 |
118-219 |
118-241 |
118-221 |
| S2 |
118-193 |
118-193 |
118-236 |
|
| S3 |
118-146 |
118-172 |
118-232 |
|
| S4 |
118-098 |
118-124 |
118-219 |
|
|
| 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 |
119-000 |
118-195 |
0-125 |
0.3% |
0-074 |
0.2% |
40% |
False |
False |
3,333 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-077 |
0.2% |
27% |
False |
False |
14,767 |
| 20 |
119-062 |
118-127 |
0-255 |
0.7% |
0-072 |
0.2% |
46% |
False |
False |
333,941 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-079 |
0.2% |
69% |
False |
False |
553,511 |
| 60 |
119-062 |
117-147 |
1-235 |
1.5% |
0-090 |
0.2% |
75% |
False |
False |
607,851 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-093 |
0.2% |
84% |
False |
False |
648,383 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
84% |
False |
False |
582,243 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.2% |
84% |
False |
False |
486,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-144 |
|
2.618 |
119-067 |
|
1.618 |
119-019 |
|
1.000 |
118-310 |
|
0.618 |
118-292 |
|
HIGH |
118-262 |
|
0.618 |
118-244 |
|
0.500 |
118-239 |
|
0.382 |
118-233 |
|
LOW |
118-215 |
|
0.618 |
118-186 |
|
1.000 |
118-168 |
|
1.618 |
118-138 |
|
2.618 |
118-091 |
|
4.250 |
118-013 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-243 |
118-248 |
| PP |
118-241 |
118-247 |
| S1 |
118-239 |
118-246 |
|