ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 26-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2017 |
26-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-107 |
118-115 |
0-008 |
0.0% |
118-133 |
| High |
118-122 |
118-140 |
0-018 |
0.0% |
118-150 |
| Low |
118-090 |
118-082 |
-0-008 |
0.0% |
118-038 |
| Close |
118-115 |
118-122 |
0-007 |
0.0% |
118-115 |
| Range |
0-032 |
0-058 |
0-025 |
77.0% |
0-113 |
| ATR |
0-076 |
0-075 |
-0-001 |
-1.7% |
0-000 |
| Volume |
410,446 |
504,009 |
93,563 |
22.8% |
2,875,152 |
|
| Daily Pivots for day following 26-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-288 |
118-263 |
118-154 |
|
| R3 |
118-230 |
118-205 |
118-138 |
|
| R2 |
118-173 |
118-173 |
118-133 |
|
| R1 |
118-147 |
118-147 |
118-128 |
118-160 |
| PP |
118-115 |
118-115 |
118-115 |
118-121 |
| S1 |
118-090 |
118-090 |
118-117 |
118-102 |
| S2 |
118-057 |
118-057 |
118-112 |
|
| S3 |
118-000 |
118-032 |
118-107 |
|
| S4 |
117-262 |
117-295 |
118-091 |
|
|
| 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 |
118-140 |
118-038 |
0-102 |
0.3% |
0-052 |
0.1% |
83% |
True |
False |
536,337 |
| 10 |
118-247 |
118-038 |
0-210 |
0.6% |
0-077 |
0.2% |
40% |
False |
False |
691,089 |
| 20 |
118-247 |
118-010 |
0-237 |
0.6% |
0-075 |
0.2% |
47% |
False |
False |
722,814 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-076 |
0.2% |
75% |
False |
False |
487,333 |
| 60 |
118-247 |
116-310 |
1-257 |
1.5% |
0-080 |
0.2% |
78% |
False |
False |
325,126 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-061 |
0.2% |
86% |
False |
False |
243,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-064 |
|
2.618 |
118-291 |
|
1.618 |
118-233 |
|
1.000 |
118-198 |
|
0.618 |
118-176 |
|
HIGH |
118-140 |
|
0.618 |
118-118 |
|
0.500 |
118-111 |
|
0.382 |
118-104 |
|
LOW |
118-082 |
|
0.618 |
118-047 |
|
1.000 |
118-025 |
|
1.618 |
117-309 |
|
2.618 |
117-252 |
|
4.250 |
117-158 |
|
|
| Fisher Pivots for day following 26-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-119 |
118-119 |
| PP |
118-115 |
118-115 |
| S1 |
118-111 |
118-111 |
|