ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 24-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2017 |
24-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-018 |
117-302 |
-0-035 |
-0.1% |
117-253 |
| High |
118-065 |
118-058 |
-0-007 |
0.0% |
118-145 |
| Low |
117-287 |
117-278 |
-0-010 |
0.0% |
117-205 |
| Close |
117-298 |
118-022 |
0-045 |
0.1% |
118-033 |
| Range |
0-098 |
0-100 |
0-002 |
2.6% |
0-260 |
| ATR |
0-086 |
0-087 |
0-001 |
1.2% |
0-000 |
| Volume |
994,806 |
836,804 |
-158,002 |
-15.9% |
362,816 |
|
| Daily Pivots for day following 24-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-313 |
118-267 |
118-077 |
|
| R3 |
118-213 |
118-167 |
118-050 |
|
| R2 |
118-113 |
118-113 |
118-041 |
|
| R1 |
118-067 |
118-067 |
118-032 |
118-090 |
| PP |
118-013 |
118-013 |
118-013 |
118-024 |
| S1 |
117-287 |
117-287 |
118-013 |
117-310 |
| S2 |
117-233 |
117-233 |
118-004 |
|
| S3 |
117-133 |
117-187 |
117-315 |
|
| S4 |
117-033 |
117-087 |
117-287 |
|
|
| 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 |
117-278 |
0-187 |
0.5% |
0-081 |
0.2% |
35% |
False |
True |
463,642 |
| 10 |
118-145 |
117-067 |
1-078 |
1.1% |
0-086 |
0.2% |
69% |
False |
False |
251,841 |
| 20 |
118-145 |
117-067 |
1-078 |
1.1% |
0-079 |
0.2% |
69% |
False |
False |
128,005 |
| 40 |
118-145 |
116-295 |
1-170 |
1.3% |
0-081 |
0.2% |
75% |
False |
False |
64,293 |
| 60 |
118-145 |
116-002 |
2-142 |
2.1% |
0-055 |
0.1% |
84% |
False |
False |
42,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-163 |
|
2.618 |
118-319 |
|
1.618 |
118-219 |
|
1.000 |
118-158 |
|
0.618 |
118-119 |
|
HIGH |
118-058 |
|
0.618 |
118-019 |
|
0.500 |
118-008 |
|
0.382 |
117-316 |
|
LOW |
117-278 |
|
0.618 |
117-216 |
|
1.000 |
117-178 |
|
1.618 |
117-116 |
|
2.618 |
117-016 |
|
4.250 |
116-173 |
|
|
| Fisher Pivots for day following 24-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-017 |
118-019 |
| PP |
118-013 |
118-015 |
| S1 |
118-008 |
118-011 |
|