ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 05-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2017 |
05-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-265 |
117-198 |
-0-067 |
-0.2% |
118-115 |
| High |
117-285 |
117-258 |
-0-027 |
-0.1% |
118-140 |
| Low |
117-173 |
117-167 |
-0-005 |
0.0% |
117-253 |
| Close |
117-193 |
117-200 |
0-007 |
0.0% |
117-267 |
| Range |
0-112 |
0-090 |
-0-022 |
-20.0% |
0-207 |
| ATR |
0-083 |
0-084 |
0-000 |
0.6% |
0-000 |
| Volume |
457,129 |
837,551 |
380,422 |
83.2% |
4,216,128 |
|
| Daily Pivots for day following 05-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-158 |
118-109 |
117-250 |
|
| R3 |
118-068 |
118-019 |
117-225 |
|
| R2 |
117-298 |
117-298 |
117-217 |
|
| R1 |
117-249 |
117-249 |
117-208 |
117-274 |
| PP |
117-208 |
117-208 |
117-208 |
117-221 |
| S1 |
117-159 |
117-159 |
117-192 |
117-184 |
| S2 |
117-118 |
117-118 |
117-183 |
|
| S3 |
117-028 |
117-069 |
117-175 |
|
| S4 |
116-258 |
116-299 |
117-150 |
|
|
| 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 |
118-067 |
117-167 |
0-220 |
0.6% |
0-097 |
0.3% |
15% |
False |
True |
812,871 |
| 10 |
118-140 |
117-167 |
0-293 |
0.8% |
0-079 |
0.2% |
11% |
False |
True |
703,813 |
| 20 |
118-247 |
117-167 |
1-080 |
1.1% |
0-083 |
0.2% |
8% |
False |
True |
720,930 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
27% |
False |
False |
611,944 |
| 60 |
118-247 |
117-053 |
1-195 |
1.4% |
0-083 |
0.2% |
29% |
False |
False |
408,572 |
| 80 |
118-247 |
116-002 |
2-245 |
2.4% |
0-069 |
0.2% |
58% |
False |
False |
306,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-000 |
|
2.618 |
118-173 |
|
1.618 |
118-083 |
|
1.000 |
118-028 |
|
0.618 |
117-313 |
|
HIGH |
117-258 |
|
0.618 |
117-223 |
|
0.500 |
117-212 |
|
0.382 |
117-202 |
|
LOW |
117-167 |
|
0.618 |
117-112 |
|
1.000 |
117-077 |
|
1.618 |
117-022 |
|
2.618 |
116-252 |
|
4.250 |
116-105 |
|
|
| Fisher Pivots for day following 05-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-212 |
117-257 |
| PP |
117-208 |
117-238 |
| S1 |
117-204 |
117-219 |
|