ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 09-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2017 |
09-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-122 |
118-135 |
0-013 |
0.0% |
118-147 |
| High |
118-125 |
118-150 |
0-025 |
0.1% |
118-198 |
| Low |
118-060 |
118-042 |
-0-018 |
0.0% |
118-042 |
| Close |
118-100 |
118-090 |
-0-010 |
0.0% |
118-090 |
| Range |
0-065 |
0-108 |
0-043 |
65.4% |
0-155 |
| ATR |
0-077 |
0-079 |
0-002 |
2.8% |
0-000 |
| Volume |
670,338 |
621,114 |
-49,224 |
-7.3% |
3,164,538 |
|
| Daily Pivots for day following 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-097 |
119-041 |
118-149 |
|
| R3 |
118-309 |
118-253 |
118-120 |
|
| R2 |
118-202 |
118-202 |
118-110 |
|
| R1 |
118-146 |
118-146 |
118-100 |
118-120 |
| PP |
118-094 |
118-094 |
118-094 |
118-081 |
| S1 |
118-038 |
118-038 |
118-080 |
118-012 |
| S2 |
117-307 |
117-307 |
118-070 |
|
| S3 |
117-199 |
117-251 |
118-060 |
|
| S4 |
117-092 |
117-143 |
118-031 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-255 |
119-168 |
118-175 |
|
| R3 |
119-100 |
119-013 |
118-133 |
|
| R2 |
118-265 |
118-265 |
118-118 |
|
| R1 |
118-178 |
118-178 |
118-104 |
118-144 |
| PP |
118-110 |
118-110 |
118-110 |
118-093 |
| S1 |
118-023 |
118-023 |
118-076 |
117-309 |
| S2 |
117-275 |
117-275 |
118-062 |
|
| S3 |
117-120 |
117-187 |
118-047 |
|
| S4 |
116-285 |
117-032 |
118-005 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-198 |
118-042 |
0-155 |
0.4% |
0-073 |
0.2% |
31% |
False |
True |
632,907 |
| 10 |
118-198 |
118-010 |
0-187 |
0.5% |
0-073 |
0.2% |
43% |
False |
False |
796,763 |
| 20 |
118-198 |
117-153 |
1-045 |
1.0% |
0-078 |
0.2% |
71% |
False |
False |
596,637 |
| 40 |
118-198 |
117-067 |
1-130 |
1.2% |
0-081 |
0.2% |
76% |
False |
False |
300,256 |
| 60 |
118-198 |
116-160 |
2-038 |
1.8% |
0-067 |
0.2% |
84% |
False |
False |
200,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-287 |
|
2.618 |
119-112 |
|
1.618 |
119-004 |
|
1.000 |
118-258 |
|
0.618 |
118-216 |
|
HIGH |
118-150 |
|
0.618 |
118-109 |
|
0.500 |
118-096 |
|
0.382 |
118-084 |
|
LOW |
118-042 |
|
0.618 |
117-296 |
|
1.000 |
117-255 |
|
1.618 |
117-189 |
|
2.618 |
117-081 |
|
4.250 |
116-226 |
|
|
| Fisher Pivots for day following 09-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-096 |
118-108 |
| PP |
118-094 |
118-102 |
| S1 |
118-092 |
118-096 |
|