ECBOT 5 Year T-Note Future June 2017
| Trading Metrics calculated at close of trading on 13-Jun-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2017 |
13-Jun-2017 |
Change |
Change % |
Previous Week |
| Open |
118-230 |
118-213 |
-0-018 |
0.0% |
118-302 |
| High |
118-250 |
118-225 |
-0-025 |
-0.1% |
119-030 |
| Low |
118-202 |
118-195 |
-0-007 |
0.0% |
118-198 |
| Close |
118-218 |
118-218 |
0-000 |
0.0% |
118-238 |
| Range |
0-048 |
0-030 |
-0-018 |
-36.9% |
0-153 |
| ATR |
0-078 |
0-074 |
-0-003 |
-4.4% |
0-000 |
| Volume |
6,040 |
11,363 |
5,323 |
88.1% |
235,521 |
|
| Daily Pivots for day following 13-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-302 |
118-290 |
118-234 |
|
| R3 |
118-272 |
118-260 |
118-226 |
|
| R2 |
118-242 |
118-242 |
118-223 |
|
| R1 |
118-230 |
118-230 |
118-220 |
118-236 |
| PP |
118-213 |
118-213 |
118-213 |
118-216 |
| S1 |
118-200 |
118-200 |
118-215 |
118-206 |
| S2 |
118-183 |
118-183 |
118-212 |
|
| S3 |
118-153 |
118-170 |
118-209 |
|
| S4 |
118-123 |
118-140 |
118-201 |
|
|
| Weekly Pivots for week ending 09-Jun-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-079 |
119-311 |
119-001 |
|
| R3 |
119-247 |
119-158 |
118-279 |
|
| R2 |
119-094 |
119-094 |
118-265 |
|
| R1 |
119-006 |
119-006 |
118-251 |
118-294 |
| PP |
118-262 |
118-262 |
118-262 |
118-246 |
| S1 |
118-173 |
118-173 |
118-224 |
118-141 |
| S2 |
118-109 |
118-109 |
118-210 |
|
| S3 |
117-277 |
118-021 |
118-196 |
|
| S4 |
117-124 |
117-188 |
118-154 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-002 |
118-195 |
0-127 |
0.3% |
0-059 |
0.2% |
18% |
False |
True |
34,327 |
| 10 |
119-030 |
118-195 |
0-155 |
0.4% |
0-064 |
0.2% |
15% |
False |
True |
65,824 |
| 20 |
119-030 |
118-062 |
0-288 |
0.8% |
0-073 |
0.2% |
54% |
False |
False |
633,623 |
| 40 |
119-030 |
117-253 |
1-098 |
1.1% |
0-081 |
0.2% |
68% |
False |
False |
652,086 |
| 60 |
119-030 |
117-033 |
1-318 |
1.7% |
0-090 |
0.2% |
79% |
False |
False |
675,559 |
| 80 |
119-030 |
116-155 |
2-195 |
2.2% |
0-094 |
0.2% |
84% |
False |
False |
720,177 |
| 100 |
119-030 |
116-155 |
2-195 |
2.2% |
0-095 |
0.3% |
84% |
False |
False |
582,805 |
| 120 |
119-030 |
116-155 |
2-195 |
2.2% |
0-090 |
0.2% |
84% |
False |
False |
485,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-032 |
|
2.618 |
118-303 |
|
1.618 |
118-274 |
|
1.000 |
118-255 |
|
0.618 |
118-244 |
|
HIGH |
118-225 |
|
0.618 |
118-214 |
|
0.500 |
118-210 |
|
0.382 |
118-206 |
|
LOW |
118-195 |
|
0.618 |
118-176 |
|
1.000 |
118-165 |
|
1.618 |
118-146 |
|
2.618 |
118-117 |
|
4.250 |
118-068 |
|
|
| Fisher Pivots for day following 13-Jun-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-215 |
118-246 |
| PP |
118-213 |
118-237 |
| S1 |
118-210 |
118-227 |
|