ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 30-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2017 |
30-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-053 |
118-002 |
-0-050 |
-0.1% |
118-115 |
| High |
118-060 |
118-027 |
-0-033 |
-0.1% |
118-140 |
| Low |
117-270 |
117-253 |
-0-018 |
0.0% |
117-253 |
| Close |
118-002 |
117-267 |
-0-055 |
-0.1% |
117-267 |
| Range |
0-110 |
0-095 |
-0-015 |
-13.6% |
0-207 |
| ATR |
0-080 |
0-081 |
0-001 |
1.3% |
0-000 |
| Volume |
870,462 |
977,602 |
107,140 |
12.3% |
4,216,128 |
|
| Daily Pivots for day following 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-254 |
118-196 |
118-000 |
|
| R3 |
118-159 |
118-101 |
117-294 |
|
| R2 |
118-064 |
118-064 |
117-285 |
|
| R1 |
118-006 |
118-006 |
117-276 |
117-307 |
| PP |
117-289 |
117-289 |
117-289 |
117-280 |
| S1 |
117-231 |
117-231 |
117-259 |
117-213 |
| S2 |
117-194 |
117-194 |
117-250 |
|
| S3 |
117-099 |
117-136 |
117-241 |
|
| S4 |
117-004 |
117-041 |
117-215 |
|
|
| Weekly Pivots for week ending 30-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-309 |
119-176 |
118-062 |
|
| R3 |
119-102 |
118-288 |
118-005 |
|
| R2 |
118-214 |
118-214 |
117-306 |
|
| R1 |
118-081 |
118-081 |
117-287 |
118-044 |
| PP |
118-007 |
118-007 |
118-007 |
117-308 |
| S1 |
117-193 |
117-193 |
117-248 |
117-156 |
| S2 |
117-119 |
117-119 |
117-229 |
|
| S3 |
116-232 |
116-306 |
117-210 |
|
| S4 |
116-024 |
116-098 |
117-153 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-140 |
117-253 |
0-207 |
0.6% |
0-091 |
0.2% |
7% |
False |
True |
843,225 |
| 10 |
118-150 |
117-253 |
0-218 |
0.6% |
0-076 |
0.2% |
7% |
False |
True |
709,128 |
| 20 |
118-247 |
117-253 |
0-315 |
0.8% |
0-079 |
0.2% |
5% |
False |
True |
718,620 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
40% |
False |
False |
579,770 |
| 60 |
118-247 |
117-053 |
1-195 |
1.4% |
0-083 |
0.2% |
42% |
False |
False |
386,994 |
| 80 |
118-247 |
116-002 |
2-245 |
2.3% |
0-066 |
0.2% |
66% |
False |
False |
290,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-111 |
|
2.618 |
118-276 |
|
1.618 |
118-181 |
|
1.000 |
118-122 |
|
0.618 |
118-086 |
|
HIGH |
118-027 |
|
0.618 |
117-311 |
|
0.500 |
117-300 |
|
0.382 |
117-289 |
|
LOW |
117-253 |
|
0.618 |
117-194 |
|
1.000 |
117-158 |
|
1.618 |
117-099 |
|
2.618 |
117-004 |
|
4.250 |
116-169 |
|
|
| Fisher Pivots for day following 30-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-300 |
118-000 |
| PP |
117-289 |
117-302 |
| S1 |
117-278 |
117-285 |
|