ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 22-Jun-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2017 |
22-Jun-2017 |
Change |
Change % |
Previous Week |
Open |
118-090 |
118-087 |
-0-003 |
0.0% |
118-085 |
High |
118-115 |
118-135 |
0-020 |
0.1% |
118-247 |
Low |
118-062 |
118-087 |
0-025 |
0.1% |
118-045 |
Close |
118-095 |
118-107 |
0-012 |
0.0% |
118-125 |
Range |
0-053 |
0-048 |
-0-005 |
-9.5% |
0-202 |
ATR |
0-082 |
0-079 |
-0-002 |
-3.0% |
0-000 |
Volume |
629,427 |
487,456 |
-141,971 |
-22.6% |
4,116,586 |
|
Daily Pivots for day following 22-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-253 |
118-228 |
118-134 |
|
R3 |
118-205 |
118-180 |
118-121 |
|
R2 |
118-158 |
118-158 |
118-116 |
|
R1 |
118-133 |
118-133 |
118-112 |
118-145 |
PP |
118-110 |
118-110 |
118-110 |
118-116 |
S1 |
118-085 |
118-085 |
118-103 |
118-097 |
S2 |
118-062 |
118-062 |
118-099 |
|
S3 |
118-015 |
118-037 |
118-094 |
|
S4 |
117-287 |
117-310 |
118-081 |
|
|
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 |
118-150 |
118-038 |
0-113 |
0.3% |
0-071 |
0.2% |
62% |
False |
False |
616,427 |
10 |
118-247 |
118-038 |
0-210 |
0.6% |
0-084 |
0.2% |
33% |
False |
False |
720,240 |
20 |
118-247 |
118-010 |
0-237 |
0.6% |
0-075 |
0.2% |
41% |
False |
False |
801,073 |
40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
72% |
False |
False |
464,539 |
60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-079 |
0.2% |
76% |
False |
False |
309,886 |
80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-060 |
0.2% |
84% |
False |
False |
232,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-017 |
2.618 |
118-259 |
1.618 |
118-212 |
1.000 |
118-183 |
0.618 |
118-164 |
HIGH |
118-135 |
0.618 |
118-117 |
0.500 |
118-111 |
0.382 |
118-106 |
LOW |
118-087 |
0.618 |
118-058 |
1.000 |
118-040 |
1.618 |
118-011 |
2.618 |
117-283 |
4.250 |
117-206 |
|
|
Fisher Pivots for day following 22-Jun-2017 |
Pivot |
1 day |
3 day |
R1 |
118-111 |
118-100 |
PP |
118-110 |
118-093 |
S1 |
118-109 |
118-086 |
|