ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 01-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2017 |
01-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-078 |
118-090 |
0-013 |
0.0% |
118-040 |
| High |
118-105 |
118-090 |
-0-015 |
0.0% |
118-073 |
| Low |
118-047 |
118-035 |
-0-012 |
0.0% |
117-278 |
| Close |
118-100 |
118-078 |
-0-022 |
-0.1% |
118-033 |
| Range |
0-058 |
0-055 |
-0-002 |
-4.3% |
0-115 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.3% |
0-000 |
| Volume |
925,945 |
736,792 |
-189,153 |
-20.4% |
4,589,287 |
|
| Daily Pivots for day following 01-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-233 |
118-210 |
118-108 |
|
| R3 |
118-178 |
118-155 |
118-093 |
|
| R2 |
118-123 |
118-123 |
118-088 |
|
| R1 |
118-100 |
118-100 |
118-083 |
118-084 |
| PP |
118-068 |
118-068 |
118-068 |
118-059 |
| S1 |
118-045 |
118-045 |
118-072 |
118-029 |
| S2 |
118-013 |
118-013 |
118-067 |
|
| S3 |
117-277 |
117-310 |
118-062 |
|
| S4 |
117-222 |
117-255 |
118-047 |
|
|
| 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 |
118-105 |
118-010 |
0-095 |
0.3% |
0-056 |
0.1% |
71% |
False |
False |
1,073,491 |
| 10 |
118-145 |
117-278 |
0-187 |
0.5% |
0-069 |
0.2% |
64% |
False |
False |
768,566 |
| 20 |
118-145 |
117-067 |
1-078 |
1.1% |
0-073 |
0.2% |
83% |
False |
False |
395,737 |
| 40 |
118-145 |
117-053 |
1-092 |
1.1% |
0-084 |
0.2% |
84% |
False |
False |
198,478 |
| 60 |
118-145 |
116-002 |
2-142 |
2.1% |
0-060 |
0.2% |
91% |
False |
False |
132,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-004 |
|
2.618 |
118-234 |
|
1.618 |
118-179 |
|
1.000 |
118-145 |
|
0.618 |
118-124 |
|
HIGH |
118-090 |
|
0.618 |
118-069 |
|
0.500 |
118-063 |
|
0.382 |
118-056 |
|
LOW |
118-035 |
|
0.618 |
118-001 |
|
1.000 |
117-300 |
|
1.618 |
117-266 |
|
2.618 |
117-211 |
|
4.250 |
117-121 |
|
|
| Fisher Pivots for day following 01-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-073 |
118-071 |
| PP |
118-068 |
118-064 |
| S1 |
118-063 |
118-058 |
|