ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-218 |
117-280 |
0-062 |
0.2% |
117-265 |
High |
118-015 |
117-305 |
-0-030 |
-0.1% |
117-285 |
Low |
117-213 |
117-235 |
0-022 |
0.1% |
117-133 |
Close |
117-280 |
117-265 |
-0-015 |
0.0% |
117-158 |
Range |
0-122 |
0-070 |
-0-053 |
-42.9% |
0-152 |
ATR |
0-084 |
0-083 |
-0-001 |
-1.2% |
0-000 |
Volume |
852,840 |
570,576 |
-282,264 |
-33.1% |
2,735,236 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-158 |
118-122 |
117-303 |
|
R3 |
118-088 |
118-052 |
117-284 |
|
R2 |
118-018 |
118-018 |
117-278 |
|
R1 |
117-302 |
117-302 |
117-271 |
117-285 |
PP |
117-268 |
117-268 |
117-268 |
117-260 |
S1 |
117-232 |
117-232 |
117-259 |
117-215 |
S2 |
117-198 |
117-198 |
117-252 |
|
S3 |
117-128 |
117-162 |
117-246 |
|
S4 |
117-058 |
117-092 |
117-227 |
|
|
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 |
118-015 |
117-150 |
0-185 |
0.5% |
0-075 |
0.2% |
62% |
False |
False |
611,332 |
10 |
118-060 |
117-133 |
0-247 |
0.7% |
0-088 |
0.2% |
54% |
False |
False |
699,106 |
20 |
118-182 |
117-133 |
1-050 |
1.0% |
0-081 |
0.2% |
36% |
False |
False |
682,932 |
40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-081 |
0.2% |
30% |
False |
False |
704,745 |
60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-080 |
0.2% |
40% |
False |
False |
472,649 |
80 |
118-247 |
116-282 |
1-285 |
1.6% |
0-074 |
0.2% |
50% |
False |
False |
354,534 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-282 |
2.618 |
118-168 |
1.618 |
118-098 |
1.000 |
118-055 |
0.618 |
118-028 |
HIGH |
117-305 |
0.618 |
117-278 |
0.500 |
117-270 |
0.382 |
117-262 |
LOW |
117-235 |
0.618 |
117-192 |
1.000 |
117-165 |
1.618 |
117-122 |
2.618 |
117-052 |
4.250 |
116-258 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-270 |
117-260 |
PP |
117-268 |
117-254 |
S1 |
117-267 |
117-249 |
|