ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 07-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2017 |
07-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-218 |
117-185 |
-0-033 |
-0.1% |
117-265 |
High |
117-230 |
117-215 |
-0-015 |
0.0% |
117-285 |
Low |
117-133 |
117-150 |
0-018 |
0.0% |
117-133 |
Close |
117-178 |
117-158 |
-0-020 |
-0.1% |
117-158 |
Range |
0-098 |
0-065 |
-0-033 |
-33.3% |
0-152 |
ATR |
0-085 |
0-083 |
-0-001 |
-1.7% |
0-000 |
Volume |
791,656 |
648,900 |
-142,756 |
-18.0% |
2,735,236 |
|
Daily Pivots for day following 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-049 |
118-008 |
117-193 |
|
R3 |
117-304 |
117-263 |
117-175 |
|
R2 |
117-239 |
117-239 |
117-169 |
|
R1 |
117-198 |
117-198 |
117-163 |
117-186 |
PP |
117-174 |
117-174 |
117-174 |
117-168 |
S1 |
117-133 |
117-133 |
117-152 |
117-121 |
S2 |
117-109 |
117-109 |
117-146 |
|
S3 |
117-044 |
117-068 |
117-140 |
|
S4 |
116-299 |
117-003 |
117-122 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-009 |
118-236 |
117-241 |
|
R3 |
118-177 |
118-083 |
117-199 |
|
R2 |
118-024 |
118-024 |
117-185 |
|
R1 |
117-251 |
117-251 |
117-171 |
117-221 |
PP |
117-192 |
117-192 |
117-192 |
117-177 |
S1 |
117-098 |
117-098 |
117-144 |
117-069 |
S2 |
117-039 |
117-039 |
117-130 |
|
S3 |
116-207 |
116-266 |
117-116 |
|
S4 |
116-054 |
116-113 |
117-074 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-027 |
117-133 |
0-215 |
0.6% |
0-092 |
0.2% |
12% |
False |
False |
742,567 |
10 |
118-140 |
117-133 |
1-007 |
0.9% |
0-085 |
0.2% |
8% |
False |
False |
736,181 |
20 |
118-247 |
117-133 |
1-115 |
1.2% |
0-085 |
0.2% |
6% |
False |
False |
728,210 |
40 |
118-247 |
117-067 |
1-180 |
1.3% |
0-080 |
0.2% |
18% |
False |
False |
647,542 |
60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-083 |
0.2% |
18% |
False |
False |
432,573 |
80 |
118-247 |
116-135 |
2-112 |
2.0% |
0-071 |
0.2% |
46% |
False |
False |
324,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-171 |
2.618 |
118-065 |
1.618 |
118-000 |
1.000 |
117-280 |
0.618 |
117-255 |
HIGH |
117-215 |
0.618 |
117-190 |
0.500 |
117-183 |
0.382 |
117-175 |
LOW |
117-150 |
0.618 |
117-110 |
1.000 |
117-085 |
1.618 |
117-045 |
2.618 |
116-300 |
4.250 |
116-194 |
|
|
Fisher Pivots for day following 07-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-183 |
117-195 |
PP |
117-174 |
117-183 |
S1 |
117-166 |
117-170 |
|