ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 26-May-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2017 |
26-May-2017 |
Change |
Change % |
Previous Week |
| Open |
118-047 |
118-027 |
-0-020 |
-0.1% |
118-040 |
| High |
118-058 |
118-073 |
0-015 |
0.0% |
118-073 |
| Low |
118-020 |
118-022 |
0-002 |
0.0% |
117-278 |
| Close |
118-033 |
118-033 |
0-000 |
0.0% |
118-033 |
| Range |
0-038 |
0-050 |
0-013 |
33.4% |
0-115 |
| ATR |
0-083 |
0-081 |
-0-002 |
-2.9% |
0-000 |
| Volume |
1,472,534 |
1,007,094 |
-465,440 |
-31.6% |
4,589,287 |
|
| Daily Pivots for day following 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-193 |
118-163 |
118-060 |
|
| R3 |
118-143 |
118-113 |
118-046 |
|
| R2 |
118-093 |
118-093 |
118-042 |
|
| R1 |
118-063 |
118-063 |
118-037 |
118-078 |
| PP |
118-043 |
118-043 |
118-043 |
118-050 |
| S1 |
118-013 |
118-013 |
118-028 |
118-028 |
| S2 |
117-312 |
117-312 |
118-023 |
|
| S3 |
117-262 |
117-282 |
118-019 |
|
| S4 |
117-212 |
117-232 |
118-005 |
|
|
| Weekly Pivots for week ending 26-May-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-046 |
118-314 |
118-096 |
|
| R3 |
118-251 |
118-199 |
118-064 |
|
| R2 |
118-136 |
118-136 |
118-054 |
|
| R1 |
118-084 |
118-084 |
118-043 |
118-053 |
| PP |
118-021 |
118-021 |
118-021 |
118-005 |
| S1 |
117-289 |
117-289 |
118-022 |
117-258 |
| S2 |
117-226 |
117-226 |
118-011 |
|
| S3 |
117-111 |
117-174 |
118-001 |
|
| S4 |
116-316 |
117-059 |
117-289 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-073 |
117-278 |
0-115 |
0.3% |
0-066 |
0.2% |
65% |
True |
False |
917,857 |
| 10 |
118-145 |
117-205 |
0-260 |
0.7% |
0-078 |
0.2% |
57% |
False |
False |
495,210 |
| 20 |
118-145 |
117-067 |
1-078 |
1.1% |
0-076 |
0.2% |
72% |
False |
False |
251,851 |
| 40 |
118-145 |
116-310 |
1-155 |
1.3% |
0-083 |
0.2% |
76% |
False |
False |
126,283 |
| 60 |
118-145 |
116-002 |
2-142 |
2.1% |
0-056 |
0.1% |
86% |
False |
False |
84,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-285 |
|
2.618 |
118-203 |
|
1.618 |
118-153 |
|
1.000 |
118-123 |
|
0.618 |
118-103 |
|
HIGH |
118-073 |
|
0.618 |
118-053 |
|
0.500 |
118-048 |
|
0.382 |
118-042 |
|
LOW |
118-022 |
|
0.618 |
117-312 |
|
1.000 |
117-292 |
|
1.618 |
117-262 |
|
2.618 |
117-212 |
|
4.250 |
117-130 |
|
|
| Fisher Pivots for day following 26-May-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-048 |
118-027 |
| PP |
118-043 |
118-021 |
| S1 |
118-038 |
118-015 |
|