ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 06-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2017 |
06-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-118 |
-0-030 |
-0.1% |
118-035 |
| High |
118-158 |
118-198 |
0-040 |
0.1% |
118-185 |
| Low |
118-107 |
118-115 |
0-008 |
0.0% |
118-010 |
| Close |
118-118 |
118-167 |
0-050 |
0.1% |
118-150 |
| Range |
0-050 |
0-082 |
0-032 |
64.9% |
0-175 |
| ATR |
0-079 |
0-079 |
0-000 |
0.3% |
0-000 |
| Volume |
557,216 |
691,261 |
134,045 |
24.1% |
3,796,004 |
|
| Daily Pivots for day following 06-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-087 |
119-050 |
118-213 |
|
| R3 |
119-005 |
118-287 |
118-190 |
|
| R2 |
118-242 |
118-242 |
118-183 |
|
| R1 |
118-205 |
118-205 |
118-175 |
118-224 |
| PP |
118-160 |
118-160 |
118-160 |
118-169 |
| S1 |
118-122 |
118-122 |
118-160 |
118-141 |
| S2 |
118-078 |
118-078 |
118-152 |
|
| S3 |
117-315 |
118-040 |
118-145 |
|
| S4 |
117-233 |
117-278 |
118-122 |
|
|
| Weekly Pivots for week ending 02-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-000 |
119-250 |
118-246 |
|
| R3 |
119-145 |
119-075 |
118-198 |
|
| R2 |
118-290 |
118-290 |
118-182 |
|
| R1 |
118-220 |
118-220 |
118-166 |
118-255 |
| PP |
118-115 |
118-115 |
118-115 |
118-133 |
| S1 |
118-045 |
118-045 |
118-134 |
118-080 |
| S2 |
117-260 |
117-260 |
118-118 |
|
| S3 |
117-085 |
117-190 |
118-102 |
|
| S4 |
116-230 |
117-015 |
118-054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-198 |
118-035 |
0-162 |
0.4% |
0-074 |
0.2% |
82% |
True |
False |
763,878 |
| 10 |
118-198 |
117-278 |
0-240 |
0.6% |
0-073 |
0.2% |
87% |
True |
False |
935,571 |
| 20 |
118-198 |
117-067 |
1-130 |
1.2% |
0-075 |
0.2% |
93% |
True |
False |
502,959 |
| 40 |
118-198 |
117-053 |
1-145 |
1.2% |
0-082 |
0.2% |
94% |
True |
False |
252,393 |
| 60 |
118-198 |
116-002 |
2-195 |
2.2% |
0-064 |
0.2% |
96% |
True |
False |
168,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-228 |
|
2.618 |
119-093 |
|
1.618 |
119-011 |
|
1.000 |
118-280 |
|
0.618 |
118-248 |
|
HIGH |
118-198 |
|
0.618 |
118-166 |
|
0.500 |
118-156 |
|
0.382 |
118-147 |
|
LOW |
118-115 |
|
0.618 |
118-064 |
|
1.000 |
118-033 |
|
1.618 |
117-302 |
|
2.618 |
117-219 |
|
4.250 |
117-084 |
|
|
| Fisher Pivots for day following 06-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-164 |
118-155 |
| PP |
118-160 |
118-142 |
| S1 |
118-156 |
118-130 |
|