ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 23-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2017 |
23-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-087 |
118-107 |
0-020 |
0.1% |
118-133 |
| High |
118-135 |
118-122 |
-0-013 |
0.0% |
118-150 |
| Low |
118-087 |
118-090 |
0-003 |
0.0% |
118-038 |
| Close |
118-107 |
118-115 |
0-008 |
0.0% |
118-115 |
| Range |
0-048 |
0-032 |
-0-015 |
-31.6% |
0-113 |
| ATR |
0-079 |
0-076 |
-0-003 |
-4.2% |
0-000 |
| Volume |
487,456 |
410,446 |
-77,010 |
-15.8% |
2,875,152 |
|
| Daily Pivots for day following 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-207 |
118-193 |
118-133 |
|
| R3 |
118-174 |
118-161 |
118-124 |
|
| R2 |
118-142 |
118-142 |
118-121 |
|
| R1 |
118-128 |
118-128 |
118-118 |
118-135 |
| PP |
118-109 |
118-109 |
118-109 |
118-113 |
| S1 |
118-096 |
118-096 |
118-112 |
118-103 |
| S2 |
118-077 |
118-077 |
118-109 |
|
| S3 |
118-044 |
118-063 |
118-106 |
|
| S4 |
118-012 |
118-031 |
118-097 |
|
|
| Weekly Pivots for week ending 23-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-118 |
119-069 |
118-177 |
|
| R3 |
119-006 |
118-277 |
118-146 |
|
| R2 |
118-213 |
118-213 |
118-136 |
|
| R1 |
118-164 |
118-164 |
118-125 |
118-133 |
| PP |
118-101 |
118-101 |
118-101 |
118-085 |
| S1 |
118-052 |
118-052 |
118-105 |
118-020 |
| S2 |
117-308 |
117-308 |
118-094 |
|
| S3 |
117-196 |
117-259 |
118-084 |
|
| S4 |
117-083 |
117-147 |
118-053 |
|
|
| 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% |
0-062 |
0.2% |
69% |
False |
False |
575,030 |
| 10 |
118-247 |
118-038 |
0-210 |
0.6% |
0-077 |
0.2% |
37% |
False |
False |
699,173 |
| 20 |
118-247 |
118-010 |
0-237 |
0.6% |
0-075 |
0.2% |
44% |
False |
False |
747,968 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-076 |
0.2% |
74% |
False |
False |
474,753 |
| 60 |
118-247 |
116-295 |
1-272 |
1.6% |
0-080 |
0.2% |
78% |
False |
False |
316,727 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-060 |
0.2% |
85% |
False |
False |
237,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-261 |
|
2.618 |
118-208 |
|
1.618 |
118-175 |
|
1.000 |
118-155 |
|
0.618 |
118-143 |
|
HIGH |
118-122 |
|
0.618 |
118-110 |
|
0.500 |
118-106 |
|
0.382 |
118-102 |
|
LOW |
118-090 |
|
0.618 |
118-070 |
|
1.000 |
118-058 |
|
1.618 |
118-037 |
|
2.618 |
118-005 |
|
4.250 |
117-272 |
|
|
| Fisher Pivots for day following 23-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-112 |
118-110 |
| PP |
118-109 |
118-104 |
| S1 |
118-106 |
118-099 |
|