ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 29-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2017 |
29-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-035 |
118-053 |
0-018 |
0.0% |
118-133 |
| High |
118-067 |
118-060 |
-0-007 |
0.0% |
118-150 |
| Low |
117-307 |
117-270 |
-0-037 |
-0.1% |
118-038 |
| Close |
118-058 |
118-002 |
-0-055 |
-0.1% |
118-115 |
| Range |
0-080 |
0-110 |
0-030 |
37.5% |
0-113 |
| ATR |
0-078 |
0-080 |
0-002 |
3.0% |
0-000 |
| Volume |
921,613 |
870,462 |
-51,151 |
-5.6% |
2,875,152 |
|
| Daily Pivots for day following 29-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-014 |
118-278 |
118-063 |
|
| R3 |
118-224 |
118-168 |
118-033 |
|
| R2 |
118-114 |
118-114 |
118-023 |
|
| R1 |
118-058 |
118-058 |
118-013 |
118-031 |
| PP |
118-004 |
118-004 |
118-004 |
117-311 |
| S1 |
117-268 |
117-268 |
117-312 |
117-241 |
| S2 |
117-214 |
117-214 |
117-302 |
|
| S3 |
117-104 |
117-158 |
117-292 |
|
| S4 |
116-314 |
117-048 |
117-262 |
|
|
| 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 |
117-270 |
0-190 |
0.5% |
0-079 |
0.2% |
28% |
False |
True |
729,794 |
| 10 |
118-150 |
117-270 |
0-200 |
0.5% |
0-075 |
0.2% |
26% |
False |
True |
673,110 |
| 20 |
118-247 |
117-270 |
0-297 |
0.8% |
0-081 |
0.2% |
18% |
False |
True |
715,148 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
51% |
False |
False |
555,442 |
| 60 |
118-247 |
117-053 |
1-195 |
1.4% |
0-083 |
0.2% |
52% |
False |
False |
370,702 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-065 |
0.2% |
72% |
False |
False |
278,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-207 |
|
2.618 |
119-028 |
|
1.618 |
118-238 |
|
1.000 |
118-170 |
|
0.618 |
118-128 |
|
HIGH |
118-060 |
|
0.618 |
118-018 |
|
0.500 |
118-005 |
|
0.382 |
117-312 |
|
LOW |
117-270 |
|
0.618 |
117-202 |
|
1.000 |
117-160 |
|
1.618 |
117-092 |
|
2.618 |
116-302 |
|
4.250 |
116-123 |
|
|
| Fisher Pivots for day following 29-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-005 |
118-043 |
| PP |
118-004 |
118-029 |
| S1 |
118-003 |
118-016 |
|