ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 06-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2017 |
06-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-198 |
117-218 |
0-020 |
0.1% |
118-115 |
| High |
117-258 |
117-230 |
-0-027 |
-0.1% |
118-140 |
| Low |
117-167 |
117-133 |
-0-035 |
-0.1% |
117-253 |
| Close |
117-200 |
117-178 |
-0-022 |
-0.1% |
117-267 |
| Range |
0-090 |
0-098 |
0-007 |
8.3% |
0-207 |
| ATR |
0-084 |
0-085 |
0-001 |
1.2% |
0-000 |
| Volume |
837,551 |
791,656 |
-45,895 |
-5.5% |
4,216,128 |
|
| Daily Pivots for day following 06-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-153 |
118-103 |
117-231 |
|
| R3 |
118-055 |
118-005 |
117-204 |
|
| R2 |
117-278 |
117-278 |
117-195 |
|
| R1 |
117-228 |
117-228 |
117-186 |
117-204 |
| PP |
117-180 |
117-180 |
117-180 |
117-168 |
| S1 |
117-130 |
117-130 |
117-169 |
117-106 |
| S2 |
117-083 |
117-083 |
117-160 |
|
| S3 |
116-305 |
117-033 |
117-151 |
|
| S4 |
116-207 |
116-255 |
117-124 |
|
|
| 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 |
118-060 |
117-133 |
0-247 |
0.7% |
0-101 |
0.3% |
18% |
False |
True |
786,880 |
| 10 |
118-140 |
117-133 |
1-007 |
0.9% |
0-084 |
0.2% |
14% |
False |
True |
720,036 |
| 20 |
118-247 |
117-133 |
1-115 |
1.2% |
0-085 |
0.2% |
10% |
False |
True |
729,282 |
| 40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
22% |
False |
False |
631,474 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-083 |
0.2% |
22% |
False |
False |
421,766 |
| 80 |
118-247 |
116-013 |
2-235 |
2.3% |
0-070 |
0.2% |
55% |
False |
False |
316,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-004 |
|
2.618 |
118-165 |
|
1.618 |
118-068 |
|
1.000 |
118-008 |
|
0.618 |
117-290 |
|
HIGH |
117-230 |
|
0.618 |
117-193 |
|
0.500 |
117-181 |
|
0.382 |
117-170 |
|
LOW |
117-133 |
|
0.618 |
117-072 |
|
1.000 |
117-035 |
|
1.618 |
116-295 |
|
2.618 |
116-197 |
|
4.250 |
116-038 |
|
|
| Fisher Pivots for day following 06-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-181 |
117-209 |
| PP |
117-180 |
117-198 |
| S1 |
117-179 |
117-188 |
|