ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-160 |
118-165 |
0-005 |
0.0% |
118-253 |
| High |
118-182 |
118-193 |
0-010 |
0.0% |
118-290 |
| Low |
118-122 |
118-155 |
0-033 |
0.1% |
118-122 |
| Close |
118-170 |
118-165 |
-0-005 |
0.0% |
118-165 |
| Range |
0-060 |
0-038 |
-0-022 |
-37.5% |
0-168 |
| ATR |
0-074 |
0-071 |
-0-003 |
-3.5% |
0-000 |
| Volume |
1,610 |
2,189 |
579 |
36.0% |
18,060 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-283 |
118-262 |
118-186 |
|
| R3 |
118-246 |
118-224 |
118-175 |
|
| R2 |
118-208 |
118-208 |
118-172 |
|
| R1 |
118-187 |
118-187 |
118-168 |
118-184 |
| PP |
118-171 |
118-171 |
118-171 |
118-169 |
| S1 |
118-149 |
118-149 |
118-162 |
118-146 |
| S2 |
118-133 |
118-133 |
118-158 |
|
| S3 |
118-096 |
118-112 |
118-155 |
|
| S4 |
118-058 |
118-074 |
118-144 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-055 |
119-278 |
118-257 |
|
| R3 |
119-208 |
119-110 |
118-211 |
|
| R2 |
119-040 |
119-040 |
118-196 |
|
| R1 |
118-263 |
118-263 |
118-180 |
118-228 |
| PP |
118-193 |
118-193 |
118-193 |
118-175 |
| S1 |
118-095 |
118-095 |
118-150 |
118-060 |
| S2 |
118-025 |
118-025 |
118-134 |
|
| S3 |
117-177 |
117-247 |
118-119 |
|
| S4 |
117-010 |
117-080 |
118-073 |
|
|
| 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% |
0-061 |
0.2% |
25% |
False |
False |
3,612 |
| 10 |
118-300 |
118-122 |
0-178 |
0.5% |
0-058 |
0.2% |
24% |
False |
False |
3,271 |
| 20 |
119-062 |
118-122 |
0-260 |
0.7% |
0-067 |
0.2% |
16% |
False |
False |
15,398 |
| 40 |
119-062 |
117-253 |
1-130 |
1.2% |
0-074 |
0.2% |
52% |
False |
False |
428,541 |
| 60 |
119-062 |
117-225 |
1-158 |
1.3% |
0-084 |
0.2% |
54% |
False |
False |
519,679 |
| 80 |
119-062 |
116-155 |
2-227 |
2.3% |
0-088 |
0.2% |
75% |
False |
False |
568,585 |
| 100 |
119-062 |
116-155 |
2-227 |
2.3% |
0-091 |
0.2% |
75% |
False |
False |
580,829 |
| 120 |
119-062 |
116-155 |
2-227 |
2.3% |
0-093 |
0.2% |
75% |
False |
False |
486,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-032 |
|
2.618 |
118-291 |
|
1.618 |
118-253 |
|
1.000 |
118-230 |
|
0.618 |
118-216 |
|
HIGH |
118-193 |
|
0.618 |
118-178 |
|
0.500 |
118-174 |
|
0.382 |
118-169 |
|
LOW |
118-155 |
|
0.618 |
118-132 |
|
1.000 |
118-118 |
|
1.618 |
118-094 |
|
2.618 |
118-057 |
|
4.250 |
117-316 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-174 |
118-171 |
| PP |
118-171 |
118-169 |
| S1 |
118-168 |
118-167 |
|