ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 25-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2017 |
25-May-2017 |
Change |
Change % |
Previous Week |
| Open |
117-302 |
118-047 |
0-065 |
0.2% |
117-253 |
| High |
118-058 |
118-058 |
0-000 |
0.0% |
118-145 |
| Low |
117-278 |
118-020 |
0-062 |
0.2% |
117-205 |
| Close |
118-022 |
118-033 |
0-010 |
0.0% |
118-033 |
| Range |
0-100 |
0-038 |
-0-062 |
-62.5% |
0-260 |
| ATR |
0-087 |
0-083 |
-0-004 |
-4.1% |
0-000 |
| Volume |
836,804 |
1,472,534 |
635,730 |
76.0% |
362,816 |
|
| Daily Pivots for day following 25-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-149 |
118-128 |
118-053 |
|
| R3 |
118-112 |
118-091 |
118-043 |
|
| R2 |
118-074 |
118-074 |
118-039 |
|
| R1 |
118-053 |
118-053 |
118-036 |
118-045 |
| PP |
118-037 |
118-037 |
118-037 |
118-033 |
| S1 |
118-016 |
118-016 |
118-029 |
118-008 |
| S2 |
117-319 |
117-319 |
118-026 |
|
| S3 |
117-282 |
117-298 |
118-022 |
|
| S4 |
117-244 |
117-261 |
118-012 |
|
|
| 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 |
118-065 |
117-278 |
0-107 |
0.3% |
0-066 |
0.2% |
70% |
False |
False |
738,354 |
| 10 |
118-145 |
117-153 |
0-312 |
0.8% |
0-083 |
0.2% |
64% |
False |
False |
396,511 |
| 20 |
118-145 |
117-067 |
1-078 |
1.1% |
0-078 |
0.2% |
72% |
False |
False |
201,537 |
| 40 |
118-145 |
116-295 |
1-170 |
1.3% |
0-082 |
0.2% |
77% |
False |
False |
101,107 |
| 60 |
118-145 |
116-002 |
2-142 |
2.1% |
0-056 |
0.1% |
86% |
False |
False |
67,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-217 |
|
2.618 |
118-156 |
|
1.618 |
118-118 |
|
1.000 |
118-095 |
|
0.618 |
118-081 |
|
HIGH |
118-058 |
|
0.618 |
118-043 |
|
0.500 |
118-039 |
|
0.382 |
118-034 |
|
LOW |
118-020 |
|
0.618 |
117-317 |
|
1.000 |
117-302 |
|
1.618 |
117-279 |
|
2.618 |
117-242 |
|
4.250 |
117-181 |
|
|
| Fisher Pivots for day following 25-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-039 |
118-025 |
| PP |
118-037 |
118-018 |
| S1 |
118-035 |
118-011 |
|