ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 22-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
118-245 |
0-000 |
0.0% |
118-230 |
| High |
118-262 |
118-275 |
0-013 |
0.0% |
119-062 |
| Low |
118-215 |
118-238 |
0-022 |
0.1% |
118-195 |
| Close |
118-245 |
118-253 |
0-008 |
0.0% |
118-275 |
| Range |
0-047 |
0-038 |
-0-010 |
-21.0% |
0-187 |
| ATR |
0-078 |
0-076 |
-0-003 |
-3.7% |
0-000 |
| Volume |
2,318 |
2,722 |
404 |
17.4% |
39,738 |
|
| Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-048 |
119-028 |
118-273 |
|
| R3 |
119-010 |
118-310 |
118-263 |
|
| R2 |
118-293 |
118-293 |
118-259 |
|
| R1 |
118-273 |
118-273 |
118-256 |
118-283 |
| PP |
118-255 |
118-255 |
118-255 |
118-260 |
| S1 |
118-235 |
118-235 |
118-249 |
118-245 |
| S2 |
118-218 |
118-218 |
118-246 |
|
| S3 |
118-180 |
118-198 |
118-242 |
|
| S4 |
118-142 |
118-160 |
118-232 |
|
|
| 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 |
118-300 |
118-195 |
0-105 |
0.3% |
0-064 |
0.2% |
55% |
False |
False |
3,048 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-075 |
0.2% |
31% |
False |
False |
11,129 |
| 20 |
119-062 |
118-175 |
0-207 |
0.5% |
0-069 |
0.2% |
37% |
False |
False |
259,813 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-078 |
0.2% |
71% |
False |
False |
533,709 |
| 60 |
119-062 |
117-147 |
1-235 |
1.5% |
0-089 |
0.2% |
77% |
False |
False |
594,664 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-091 |
0.2% |
85% |
False |
False |
631,514 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
85% |
False |
False |
582,245 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.3% |
85% |
False |
False |
486,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-114 |
|
2.618 |
119-053 |
|
1.618 |
119-016 |
|
1.000 |
118-313 |
|
0.618 |
118-298 |
|
HIGH |
118-275 |
|
0.618 |
118-261 |
|
0.500 |
118-256 |
|
0.382 |
118-252 |
|
LOW |
118-238 |
|
0.618 |
118-214 |
|
1.000 |
118-200 |
|
1.618 |
118-177 |
|
2.618 |
118-139 |
|
4.250 |
118-078 |
|
|
| Fisher Pivots for day following 22-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-256 |
118-247 |
| PP |
118-255 |
118-241 |
| S1 |
118-254 |
118-235 |
|