ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 14-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2017 |
14-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-065 |
0-005 |
0.0% |
118-147 |
| High |
118-080 |
118-247 |
0-167 |
0.4% |
118-198 |
| Low |
118-045 |
118-060 |
0-015 |
0.0% |
118-042 |
| Close |
118-070 |
118-150 |
0-080 |
0.2% |
118-090 |
| Range |
0-035 |
0-187 |
0-152 |
435.6% |
0-155 |
| ATR |
0-075 |
0-083 |
0-008 |
10.8% |
0-000 |
| Volume |
570,152 |
1,537,205 |
967,053 |
169.6% |
3,164,538 |
|
| Daily Pivots for day following 14-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-075 |
119-300 |
118-253 |
|
| R3 |
119-207 |
119-112 |
118-202 |
|
| R2 |
119-020 |
119-020 |
118-184 |
|
| R1 |
118-245 |
118-245 |
118-167 |
118-292 |
| PP |
118-153 |
118-153 |
118-153 |
118-176 |
| S1 |
118-058 |
118-058 |
118-133 |
118-105 |
| S2 |
117-285 |
117-285 |
118-116 |
|
| S3 |
117-098 |
117-190 |
118-098 |
|
| S4 |
116-230 |
117-003 |
118-047 |
|
|
| 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 |
118-247 |
118-042 |
0-205 |
0.5% |
0-090 |
0.2% |
52% |
True |
False |
796,733 |
| 10 |
118-247 |
118-035 |
0-212 |
0.6% |
0-082 |
0.2% |
54% |
True |
False |
750,172 |
| 20 |
118-247 |
117-245 |
1-002 |
0.9% |
0-081 |
0.2% |
70% |
True |
False |
726,558 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
81% |
True |
False |
367,507 |
| 60 |
118-247 |
116-282 |
1-285 |
1.6% |
0-072 |
0.2% |
84% |
True |
False |
245,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-084 |
|
2.618 |
120-098 |
|
1.618 |
119-231 |
|
1.000 |
119-115 |
|
0.618 |
119-043 |
|
HIGH |
118-247 |
|
0.618 |
118-176 |
|
0.500 |
118-154 |
|
0.382 |
118-132 |
|
LOW |
118-060 |
|
0.618 |
117-264 |
|
1.000 |
117-193 |
|
1.618 |
117-077 |
|
2.618 |
116-209 |
|
4.250 |
115-223 |
|
|
| Fisher Pivots for day following 14-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-154 |
118-149 |
| PP |
118-153 |
118-147 |
| S1 |
118-151 |
118-146 |
|