ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 28-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2017 |
28-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-233 |
118-165 |
-0-068 |
-0.2% |
118-278 |
| High |
118-290 |
118-220 |
-0-070 |
-0.2% |
118-300 |
| Low |
118-182 |
118-165 |
-0-018 |
0.0% |
118-195 |
| Close |
118-200 |
118-220 |
0-020 |
0.1% |
118-262 |
| Range |
0-108 |
0-055 |
-0-053 |
-48.8% |
0-105 |
| ATR |
0-073 |
0-072 |
-0-001 |
-1.8% |
0-000 |
| Volume |
6,324 |
3,799 |
-2,525 |
-39.9% |
14,650 |
|
| Daily Pivots for day following 28-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-047 |
119-028 |
118-250 |
|
| R3 |
118-312 |
118-293 |
118-235 |
|
| R2 |
118-257 |
118-257 |
118-230 |
|
| R1 |
118-238 |
118-238 |
118-225 |
118-248 |
| PP |
118-202 |
118-202 |
118-202 |
118-206 |
| S1 |
118-183 |
118-183 |
118-215 |
118-192 |
| S2 |
118-147 |
118-147 |
118-210 |
|
| S3 |
118-092 |
118-128 |
118-205 |
|
| S4 |
118-037 |
118-073 |
118-190 |
|
|
| 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 |
118-165 |
0-125 |
0.3% |
0-055 |
0.1% |
44% |
False |
True |
3,771 |
| 10 |
119-000 |
118-165 |
0-155 |
0.4% |
0-065 |
0.2% |
35% |
False |
True |
3,552 |
| 20 |
119-062 |
118-165 |
0-218 |
0.6% |
0-070 |
0.2% |
25% |
False |
True |
22,024 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-075 |
0.2% |
64% |
False |
False |
467,593 |
| 60 |
119-062 |
117-225 |
1-158 |
1.3% |
0-086 |
0.2% |
66% |
False |
False |
546,593 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-089 |
0.2% |
81% |
False |
False |
585,840 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-092 |
0.2% |
81% |
False |
False |
581,552 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
81% |
False |
False |
486,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-134 |
|
2.618 |
119-044 |
|
1.618 |
118-309 |
|
1.000 |
118-275 |
|
0.618 |
118-254 |
|
HIGH |
118-220 |
|
0.618 |
118-199 |
|
0.500 |
118-192 |
|
0.382 |
118-186 |
|
LOW |
118-165 |
|
0.618 |
118-131 |
|
1.000 |
118-110 |
|
1.618 |
118-076 |
|
2.618 |
118-021 |
|
4.250 |
117-251 |
|
|
| Fisher Pivots for day following 28-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-211 |
118-228 |
| PP |
118-202 |
118-225 |
| S1 |
118-192 |
118-223 |
|