ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 07-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2017 |
07-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-118 |
118-162 |
0-045 |
0.1% |
118-035 |
| High |
118-198 |
118-173 |
-0-025 |
-0.1% |
118-185 |
| Low |
118-115 |
118-113 |
-0-002 |
0.0% |
118-010 |
| Close |
118-167 |
118-120 |
-0-047 |
-0.1% |
118-150 |
| Range |
0-082 |
0-060 |
-0-022 |
-27.3% |
0-175 |
| ATR |
0-079 |
0-078 |
-0-001 |
-1.7% |
0-000 |
| Volume |
691,261 |
624,609 |
-66,652 |
-9.6% |
3,796,004 |
|
| Daily Pivots for day following 07-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-315 |
118-278 |
118-153 |
|
| R3 |
118-255 |
118-218 |
118-136 |
|
| R2 |
118-195 |
118-195 |
118-131 |
|
| R1 |
118-158 |
118-158 |
118-126 |
118-146 |
| PP |
118-135 |
118-135 |
118-135 |
118-129 |
| S1 |
118-098 |
118-098 |
118-114 |
118-086 |
| S2 |
118-075 |
118-075 |
118-109 |
|
| S3 |
118-015 |
118-038 |
118-104 |
|
| S4 |
117-275 |
117-298 |
118-087 |
|
|
| 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% |
52% |
False |
False |
703,611 |
| 10 |
118-198 |
117-278 |
0-240 |
0.6% |
0-070 |
0.2% |
68% |
False |
False |
898,552 |
| 20 |
118-198 |
117-067 |
1-130 |
1.2% |
0-077 |
0.2% |
83% |
False |
False |
533,665 |
| 40 |
118-198 |
117-067 |
1-130 |
1.2% |
0-082 |
0.2% |
83% |
False |
False |
268,008 |
| 60 |
118-198 |
116-013 |
2-185 |
2.2% |
0-065 |
0.2% |
91% |
False |
False |
178,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-108 |
|
2.618 |
119-010 |
|
1.618 |
118-270 |
|
1.000 |
118-233 |
|
0.618 |
118-210 |
|
HIGH |
118-173 |
|
0.618 |
118-150 |
|
0.500 |
118-143 |
|
0.382 |
118-135 |
|
LOW |
118-113 |
|
0.618 |
118-075 |
|
1.000 |
118-053 |
|
1.618 |
118-015 |
|
2.618 |
117-275 |
|
4.250 |
117-178 |
|
|
| Fisher Pivots for day following 07-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-143 |
118-152 |
| PP |
118-135 |
118-142 |
| S1 |
118-128 |
118-131 |
|