ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-160 |
-0-005 |
0.0% |
118-278 |
| High |
118-220 |
118-182 |
-0-038 |
-0.1% |
118-300 |
| Low |
118-165 |
118-122 |
-0-042 |
-0.1% |
118-195 |
| Close |
118-220 |
118-170 |
-0-050 |
-0.1% |
118-262 |
| Range |
0-055 |
0-060 |
0-005 |
9.1% |
0-105 |
| ATR |
0-072 |
0-074 |
0-002 |
2.6% |
0-000 |
| Volume |
3,799 |
1,610 |
-2,189 |
-57.6% |
14,650 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-018 |
118-314 |
118-203 |
|
| R3 |
118-278 |
118-254 |
118-187 |
|
| R2 |
118-218 |
118-218 |
118-181 |
|
| R1 |
118-194 |
118-194 |
118-176 |
118-206 |
| PP |
118-158 |
118-158 |
118-158 |
118-164 |
| S1 |
118-134 |
118-134 |
118-165 |
118-146 |
| S2 |
118-098 |
118-098 |
118-159 |
|
| S3 |
118-038 |
118-074 |
118-154 |
|
| S4 |
117-298 |
118-014 |
118-137 |
|
|
| 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 |
118-122 |
0-168 |
0.4% |
0-060 |
0.2% |
28% |
False |
True |
3,548 |
| 10 |
118-300 |
118-122 |
0-178 |
0.5% |
0-062 |
0.2% |
27% |
False |
True |
3,298 |
| 20 |
119-062 |
118-122 |
0-260 |
0.7% |
0-070 |
0.2% |
18% |
False |
True |
17,981 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-075 |
0.2% |
53% |
False |
False |
448,031 |
| 60 |
119-062 |
117-225 |
1-158 |
1.3% |
0-086 |
0.2% |
56% |
False |
False |
535,308 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-089 |
0.2% |
76% |
False |
False |
579,730 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-092 |
0.2% |
76% |
False |
False |
581,337 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-094 |
0.2% |
76% |
False |
False |
486,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-117 |
|
2.618 |
119-020 |
|
1.618 |
118-280 |
|
1.000 |
118-242 |
|
0.618 |
118-220 |
|
HIGH |
118-182 |
|
0.618 |
118-160 |
|
0.500 |
118-152 |
|
0.382 |
118-145 |
|
LOW |
118-122 |
|
0.618 |
118-085 |
|
1.000 |
118-062 |
|
1.618 |
118-025 |
|
2.618 |
117-285 |
|
4.250 |
117-187 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-164 |
118-206 |
| PP |
118-158 |
118-194 |
| S1 |
118-152 |
118-182 |
|