ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 27-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2017 |
27-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-118 |
0-002 |
0.0% |
118-133 |
| High |
118-140 |
118-135 |
-0-005 |
0.0% |
118-150 |
| Low |
118-082 |
118-020 |
-0-062 |
-0.2% |
118-038 |
| Close |
118-122 |
118-040 |
-0-082 |
-0.2% |
118-115 |
| Range |
0-058 |
0-115 |
0-058 |
100.0% |
0-113 |
| ATR |
0-075 |
0-078 |
0-003 |
3.8% |
0-000 |
| Volume |
504,009 |
942,442 |
438,433 |
87.0% |
2,875,152 |
|
| Daily Pivots for day following 27-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-090 |
119-020 |
118-103 |
|
| R3 |
118-295 |
118-225 |
118-072 |
|
| R2 |
118-180 |
118-180 |
118-061 |
|
| R1 |
118-110 |
118-110 |
118-051 |
118-088 |
| PP |
118-065 |
118-065 |
118-065 |
118-054 |
| S1 |
117-315 |
117-315 |
118-029 |
117-292 |
| S2 |
117-270 |
117-270 |
118-019 |
|
| S3 |
117-155 |
117-200 |
118-008 |
|
| S4 |
117-040 |
117-085 |
117-297 |
|
|
| 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 |
118-020 |
0-120 |
0.3% |
0-061 |
0.2% |
17% |
False |
True |
594,756 |
| 10 |
118-247 |
118-020 |
0-227 |
0.6% |
0-085 |
0.2% |
9% |
False |
True |
728,318 |
| 20 |
118-247 |
118-020 |
0-227 |
0.6% |
0-077 |
0.2% |
9% |
False |
True |
708,682 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-076 |
0.2% |
59% |
False |
False |
510,882 |
| 60 |
118-247 |
117-053 |
1-195 |
1.4% |
0-081 |
0.2% |
60% |
False |
False |
340,834 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-063 |
0.2% |
77% |
False |
False |
255,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-304 |
|
2.618 |
119-116 |
|
1.618 |
119-001 |
|
1.000 |
118-250 |
|
0.618 |
118-206 |
|
HIGH |
118-135 |
|
0.618 |
118-091 |
|
0.500 |
118-078 |
|
0.382 |
118-064 |
|
LOW |
118-020 |
|
0.618 |
117-269 |
|
1.000 |
117-225 |
|
1.618 |
117-154 |
|
2.618 |
117-039 |
|
4.250 |
116-171 |
|
|
| Fisher Pivots for day following 27-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-078 |
118-080 |
| PP |
118-065 |
118-067 |
| S1 |
118-053 |
118-053 |
|