ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 21-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2017 |
21-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
118-090 |
0-035 |
0.1% |
118-085 |
| High |
118-107 |
118-115 |
0-008 |
0.0% |
118-247 |
| Low |
118-038 |
118-062 |
0-025 |
0.1% |
118-045 |
| Close |
118-107 |
118-095 |
-0-012 |
0.0% |
118-125 |
| Range |
0-070 |
0-053 |
-0-017 |
-25.0% |
0-202 |
| ATR |
0-084 |
0-082 |
-0-002 |
-2.7% |
0-000 |
| Volume |
650,349 |
629,427 |
-20,922 |
-3.2% |
4,116,586 |
|
| Daily Pivots for day following 21-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-248 |
118-224 |
118-124 |
|
| R3 |
118-196 |
118-172 |
118-109 |
|
| R2 |
118-143 |
118-143 |
118-105 |
|
| R1 |
118-119 |
118-119 |
118-100 |
118-131 |
| PP |
118-091 |
118-091 |
118-091 |
118-097 |
| S1 |
118-067 |
118-067 |
118-090 |
118-079 |
| S2 |
118-038 |
118-038 |
118-085 |
|
| S3 |
117-306 |
118-014 |
118-081 |
|
| S4 |
117-253 |
117-282 |
118-066 |
|
|
| 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 |
118-182 |
118-038 |
0-145 |
0.4% |
0-082 |
0.2% |
40% |
False |
False |
680,324 |
| 10 |
118-247 |
118-038 |
0-210 |
0.6% |
0-086 |
0.2% |
27% |
False |
False |
738,528 |
| 20 |
118-247 |
117-278 |
0-290 |
0.8% |
0-078 |
0.2% |
47% |
False |
False |
818,540 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
70% |
False |
False |
452,384 |
| 60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-078 |
0.2% |
74% |
False |
False |
301,762 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-059 |
0.2% |
83% |
False |
False |
226,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-018 |
|
2.618 |
118-252 |
|
1.618 |
118-200 |
|
1.000 |
118-168 |
|
0.618 |
118-147 |
|
HIGH |
118-115 |
|
0.618 |
118-095 |
|
0.500 |
118-089 |
|
0.382 |
118-083 |
|
LOW |
118-062 |
|
0.618 |
118-030 |
|
1.000 |
118-010 |
|
1.618 |
117-298 |
|
2.618 |
117-245 |
|
4.250 |
117-159 |
|
|
| Fisher Pivots for day following 21-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-093 |
118-095 |
| PP |
118-091 |
118-094 |
| S1 |
118-089 |
118-094 |
|