ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 19-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2017 |
19-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-133 |
0-042 |
0.1% |
118-085 |
| High |
118-138 |
118-150 |
0-013 |
0.0% |
118-247 |
| Low |
118-060 |
118-045 |
-0-015 |
0.0% |
118-045 |
| Close |
118-125 |
118-058 |
-0-067 |
-0.2% |
118-125 |
| Range |
0-078 |
0-105 |
0-028 |
35.5% |
0-202 |
| ATR |
0-084 |
0-085 |
0-002 |
1.8% |
0-000 |
| Volume |
617,430 |
697,474 |
80,044 |
13.0% |
4,116,586 |
|
| Daily Pivots for day following 19-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-079 |
119-013 |
118-115 |
|
| R3 |
118-294 |
118-228 |
118-086 |
|
| R2 |
118-189 |
118-189 |
118-077 |
|
| R1 |
118-123 |
118-123 |
118-067 |
118-104 |
| PP |
118-084 |
118-084 |
118-084 |
118-074 |
| S1 |
118-018 |
118-018 |
118-048 |
117-319 |
| S2 |
117-299 |
117-299 |
118-038 |
|
| S3 |
117-194 |
117-233 |
118-029 |
|
| S4 |
117-089 |
117-128 |
118-000 |
|
|
| 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% |
0-102 |
0.3% |
6% |
False |
True |
845,840 |
| 10 |
118-247 |
118-042 |
0-205 |
0.5% |
0-088 |
0.2% |
7% |
False |
False |
742,138 |
| 20 |
118-247 |
117-278 |
0-290 |
0.8% |
0-079 |
0.2% |
34% |
False |
False |
818,194 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
62% |
False |
False |
420,446 |
| 60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-076 |
0.2% |
68% |
False |
False |
280,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-276 |
|
2.618 |
119-105 |
|
1.618 |
119-000 |
|
1.000 |
118-255 |
|
0.618 |
118-215 |
|
HIGH |
118-150 |
|
0.618 |
118-110 |
|
0.500 |
118-098 |
|
0.382 |
118-085 |
|
LOW |
118-045 |
|
0.618 |
117-300 |
|
1.000 |
117-260 |
|
1.618 |
117-195 |
|
2.618 |
117-090 |
|
4.250 |
116-239 |
|
|
| Fisher Pivots for day following 19-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-098 |
118-114 |
| PP |
118-084 |
118-095 |
| S1 |
118-071 |
118-076 |
|