ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-253 |
-0-007 |
0.0% |
118-278 |
| High |
118-270 |
118-290 |
0-020 |
0.1% |
118-300 |
| Low |
118-240 |
118-245 |
0-005 |
0.0% |
118-195 |
| Close |
118-262 |
118-273 |
0-010 |
0.0% |
118-262 |
| Range |
0-030 |
0-045 |
0-015 |
50.0% |
0-105 |
| ATR |
0-072 |
0-070 |
-0-002 |
-2.7% |
0-000 |
| Volume |
1,873 |
4,138 |
2,265 |
120.9% |
14,650 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-084 |
119-063 |
118-297 |
|
| R3 |
119-039 |
119-018 |
118-285 |
|
| R2 |
118-314 |
118-314 |
118-281 |
|
| R1 |
118-293 |
118-293 |
118-277 |
118-304 |
| PP |
118-269 |
118-269 |
118-269 |
118-274 |
| S1 |
118-248 |
118-248 |
118-268 |
118-259 |
| S2 |
118-224 |
118-224 |
118-264 |
|
| S3 |
118-179 |
118-203 |
118-260 |
|
| S4 |
118-134 |
118-158 |
118-248 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-247 |
119-200 |
119-000 |
|
| R3 |
119-142 |
119-095 |
118-291 |
|
| R2 |
119-037 |
119-037 |
118-282 |
|
| R1 |
118-310 |
118-310 |
118-272 |
118-281 |
| PP |
118-253 |
118-253 |
118-253 |
118-238 |
| S1 |
118-205 |
118-205 |
118-253 |
118-176 |
| S2 |
118-148 |
118-148 |
118-243 |
|
| S3 |
118-043 |
118-100 |
118-234 |
|
| S4 |
117-258 |
117-315 |
118-205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-290 |
118-195 |
0-095 |
0.2% |
0-044 |
0.1% |
82% |
True |
False |
2,992 |
| 10 |
119-062 |
118-195 |
0-187 |
0.5% |
0-068 |
0.2% |
41% |
False |
False |
5,248 |
| 20 |
119-062 |
118-175 |
0-207 |
0.5% |
0-068 |
0.2% |
47% |
False |
False |
102,024 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-076 |
0.2% |
76% |
False |
False |
495,136 |
| 60 |
119-062 |
117-162 |
1-220 |
1.4% |
0-087 |
0.2% |
80% |
False |
False |
573,440 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-089 |
0.2% |
87% |
False |
False |
604,643 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-093 |
0.2% |
87% |
False |
False |
581,923 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-095 |
0.3% |
87% |
False |
False |
486,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-161 |
|
2.618 |
119-088 |
|
1.618 |
119-043 |
|
1.000 |
119-015 |
|
0.618 |
118-318 |
|
HIGH |
118-290 |
|
0.618 |
118-273 |
|
0.500 |
118-268 |
|
0.382 |
118-262 |
|
LOW |
118-245 |
|
0.618 |
118-217 |
|
1.000 |
118-200 |
|
1.618 |
118-172 |
|
2.618 |
118-127 |
|
4.250 |
118-054 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-271 |
118-270 |
| PP |
118-269 |
118-267 |
| S1 |
118-268 |
118-264 |
|