ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 23-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2017 |
23-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-040 |
118-018 |
-0-022 |
-0.1% |
117-253 |
| High |
118-050 |
118-065 |
0-015 |
0.0% |
118-145 |
| Low |
118-005 |
117-287 |
-0-038 |
-0.1% |
117-205 |
| Close |
118-030 |
117-298 |
-0-053 |
-0.1% |
118-033 |
| Range |
0-045 |
0-098 |
0-052 |
116.6% |
0-260 |
| ATR |
0-085 |
0-086 |
0-001 |
1.0% |
0-000 |
| Volume |
278,049 |
994,806 |
716,757 |
257.8% |
362,816 |
|
| Daily Pivots for day following 23-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-296 |
118-234 |
118-031 |
|
| R3 |
118-198 |
118-137 |
118-004 |
|
| R2 |
118-101 |
118-101 |
117-315 |
|
| R1 |
118-039 |
118-039 |
117-306 |
118-021 |
| PP |
118-003 |
118-003 |
118-003 |
117-314 |
| S1 |
117-262 |
117-262 |
117-289 |
117-244 |
| S2 |
117-226 |
117-226 |
117-280 |
|
| S3 |
117-128 |
117-164 |
117-271 |
|
| S4 |
117-031 |
117-067 |
117-244 |
|
|
| Weekly Pivots for week ending 19-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-161 |
120-037 |
118-176 |
|
| R3 |
119-221 |
119-097 |
118-104 |
|
| R2 |
118-281 |
118-281 |
118-080 |
|
| R1 |
118-157 |
118-157 |
118-056 |
118-219 |
| PP |
118-021 |
118-021 |
118-021 |
118-052 |
| S1 |
117-217 |
117-217 |
118-009 |
117-279 |
| S2 |
117-081 |
117-081 |
117-305 |
|
| S3 |
116-141 |
116-277 |
117-281 |
|
| S4 |
115-201 |
116-017 |
117-210 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-145 |
117-245 |
0-220 |
0.6% |
0-095 |
0.3% |
24% |
False |
False |
312,396 |
| 10 |
118-145 |
117-067 |
1-078 |
1.1% |
0-084 |
0.2% |
58% |
False |
False |
168,779 |
| 20 |
118-145 |
117-067 |
1-078 |
1.1% |
0-078 |
0.2% |
58% |
False |
False |
86,228 |
| 40 |
118-145 |
116-295 |
1-170 |
1.3% |
0-079 |
0.2% |
66% |
False |
False |
43,373 |
| 60 |
118-145 |
116-002 |
2-142 |
2.1% |
0-053 |
0.1% |
79% |
False |
False |
28,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-159 |
|
2.618 |
119-000 |
|
1.618 |
118-223 |
|
1.000 |
118-162 |
|
0.618 |
118-125 |
|
HIGH |
118-065 |
|
0.618 |
118-028 |
|
0.500 |
118-016 |
|
0.382 |
118-005 |
|
LOW |
117-287 |
|
0.618 |
117-227 |
|
1.000 |
117-190 |
|
1.618 |
117-130 |
|
2.618 |
117-032 |
|
4.250 |
116-193 |
|
|
| Fisher Pivots for day following 23-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-016 |
118-016 |
| PP |
118-003 |
118-003 |
| S1 |
117-310 |
117-310 |
|