ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 16-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2017 |
16-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-162 |
118-090 |
-0-072 |
-0.2% |
118-085 |
| High |
118-182 |
118-138 |
-0-045 |
-0.1% |
118-247 |
| Low |
118-080 |
118-060 |
-0-020 |
-0.1% |
118-045 |
| Close |
118-090 |
118-125 |
0-035 |
0.1% |
118-125 |
| Range |
0-102 |
0-078 |
-0-025 |
-24.4% |
0-202 |
| ATR |
0-084 |
0-084 |
0-000 |
-0.6% |
0-000 |
| Volume |
806,942 |
617,430 |
-189,512 |
-23.5% |
4,116,586 |
|
| Daily Pivots for day following 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-020 |
118-310 |
118-168 |
|
| R3 |
118-263 |
118-233 |
118-146 |
|
| R2 |
118-185 |
118-185 |
118-139 |
|
| R1 |
118-155 |
118-155 |
118-132 |
118-170 |
| PP |
118-107 |
118-107 |
118-107 |
118-115 |
| S1 |
118-077 |
118-077 |
118-118 |
118-092 |
| S2 |
118-030 |
118-030 |
118-111 |
|
| S3 |
117-272 |
118-000 |
118-104 |
|
| S4 |
117-195 |
117-242 |
118-082 |
|
|
| Weekly Pivots for week ending 16-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-107 |
119-318 |
118-236 |
|
| R3 |
119-224 |
119-116 |
118-181 |
|
| R2 |
119-022 |
119-022 |
118-162 |
|
| R1 |
118-233 |
118-233 |
118-144 |
118-287 |
| PP |
118-139 |
118-139 |
118-139 |
118-166 |
| S1 |
118-031 |
118-031 |
118-106 |
118-085 |
| S2 |
117-257 |
117-257 |
118-088 |
|
| S3 |
117-054 |
117-148 |
118-069 |
|
| S4 |
116-172 |
116-266 |
118-014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-247 |
118-045 |
0-202 |
0.5% |
0-092 |
0.2% |
40% |
False |
False |
823,317 |
| 10 |
118-247 |
118-042 |
0-205 |
0.5% |
0-082 |
0.2% |
40% |
False |
False |
728,112 |
| 20 |
118-247 |
117-278 |
0-290 |
0.8% |
0-076 |
0.2% |
58% |
False |
False |
788,799 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-080 |
0.2% |
76% |
False |
False |
403,055 |
| 60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-075 |
0.2% |
79% |
False |
False |
268,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-147 |
|
2.618 |
119-020 |
|
1.618 |
118-263 |
|
1.000 |
118-215 |
|
0.618 |
118-185 |
|
HIGH |
118-138 |
|
0.618 |
118-108 |
|
0.500 |
118-099 |
|
0.382 |
118-090 |
|
LOW |
118-060 |
|
0.618 |
118-012 |
|
1.000 |
117-302 |
|
1.618 |
117-255 |
|
2.618 |
117-177 |
|
4.250 |
117-051 |
|
|
| Fisher Pivots for day following 16-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-116 |
118-154 |
| PP |
118-107 |
118-144 |
| S1 |
118-099 |
118-135 |
|