ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-253 |
118-233 |
-0-020 |
-0.1% |
118-278 |
| High |
118-290 |
118-290 |
0-000 |
0.0% |
118-300 |
| Low |
118-245 |
118-182 |
-0-062 |
-0.2% |
118-195 |
| Close |
118-273 |
118-200 |
-0-073 |
-0.2% |
118-262 |
| Range |
0-045 |
0-108 |
0-062 |
138.8% |
0-105 |
| ATR |
0-070 |
0-073 |
0-003 |
3.8% |
0-000 |
| Volume |
4,138 |
6,324 |
2,186 |
52.8% |
14,650 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-227 |
119-161 |
118-259 |
|
| R3 |
119-119 |
119-053 |
118-230 |
|
| R2 |
119-012 |
119-012 |
118-220 |
|
| R1 |
118-266 |
118-266 |
118-210 |
118-245 |
| PP |
118-224 |
118-224 |
118-224 |
118-214 |
| S1 |
118-158 |
118-158 |
118-190 |
118-137 |
| S2 |
118-117 |
118-117 |
118-180 |
|
| S3 |
118-009 |
118-051 |
118-170 |
|
| S4 |
117-222 |
117-263 |
118-141 |
|
|
| 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 |
118-182 |
0-108 |
0.3% |
0-054 |
0.1% |
16% |
True |
True |
3,475 |
| 10 |
119-062 |
118-182 |
0-200 |
0.5% |
0-076 |
0.2% |
9% |
False |
True |
4,744 |
| 20 |
119-062 |
118-182 |
0-200 |
0.5% |
0-070 |
0.2% |
9% |
False |
True |
35,284 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-076 |
0.2% |
59% |
False |
False |
482,583 |
| 60 |
119-062 |
117-215 |
1-167 |
1.3% |
0-088 |
0.2% |
63% |
False |
False |
559,308 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-089 |
0.2% |
79% |
False |
False |
593,505 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-093 |
0.2% |
79% |
False |
False |
581,903 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-096 |
0.3% |
79% |
False |
False |
486,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-107 |
|
2.618 |
119-252 |
|
1.618 |
119-144 |
|
1.000 |
119-078 |
|
0.618 |
119-036 |
|
HIGH |
118-290 |
|
0.618 |
118-249 |
|
0.500 |
118-236 |
|
0.382 |
118-224 |
|
LOW |
118-182 |
|
0.618 |
118-116 |
|
1.000 |
118-075 |
|
1.618 |
118-009 |
|
2.618 |
117-221 |
|
4.250 |
117-046 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-236 |
118-236 |
| PP |
118-224 |
118-224 |
| S1 |
118-212 |
118-212 |
|