ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 15-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2017 |
15-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
118-162 |
0-098 |
0.3% |
118-147 |
| High |
118-247 |
118-182 |
-0-065 |
-0.2% |
118-198 |
| Low |
118-060 |
118-080 |
0-020 |
0.1% |
118-042 |
| Close |
118-150 |
118-090 |
-0-060 |
-0.2% |
118-090 |
| Range |
0-187 |
0-102 |
-0-085 |
-45.3% |
0-155 |
| ATR |
0-083 |
0-084 |
0-001 |
1.7% |
0-000 |
| Volume |
1,537,205 |
806,942 |
-730,263 |
-47.5% |
3,164,538 |
|
| Daily Pivots for day following 15-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-105 |
119-040 |
118-146 |
|
| R3 |
119-002 |
118-258 |
118-118 |
|
| R2 |
118-220 |
118-220 |
118-109 |
|
| R1 |
118-155 |
118-155 |
118-099 |
118-136 |
| PP |
118-118 |
118-118 |
118-118 |
118-108 |
| S1 |
118-053 |
118-053 |
118-081 |
118-034 |
| S2 |
118-015 |
118-015 |
118-071 |
|
| S3 |
117-233 |
117-270 |
118-062 |
|
| S4 |
117-130 |
117-168 |
118-034 |
|
|
| 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% |
0-098 |
0.3% |
23% |
False |
False |
824,054 |
| 10 |
118-247 |
118-042 |
0-205 |
0.5% |
0-087 |
0.2% |
23% |
False |
False |
757,187 |
| 20 |
118-247 |
117-278 |
0-290 |
0.8% |
0-078 |
0.2% |
46% |
False |
False |
762,876 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-080 |
0.2% |
69% |
False |
False |
387,631 |
| 60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-073 |
0.2% |
73% |
False |
False |
258,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-298 |
|
2.618 |
119-131 |
|
1.618 |
119-028 |
|
1.000 |
118-285 |
|
0.618 |
118-246 |
|
HIGH |
118-182 |
|
0.618 |
118-143 |
|
0.500 |
118-131 |
|
0.382 |
118-119 |
|
LOW |
118-080 |
|
0.618 |
118-017 |
|
1.000 |
117-298 |
|
1.618 |
117-234 |
|
2.618 |
117-132 |
|
4.250 |
116-284 |
|
|
| Fisher Pivots for day following 15-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-131 |
118-146 |
| PP |
118-118 |
118-127 |
| S1 |
118-104 |
118-109 |
|