ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 14-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2017 |
14-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
117-280 |
117-262 |
-0-018 |
0.0% |
117-170 |
High |
117-305 |
118-060 |
0-075 |
0.2% |
118-060 |
Low |
117-235 |
117-247 |
0-012 |
0.0% |
117-162 |
Close |
117-265 |
117-313 |
0-048 |
0.1% |
117-313 |
Range |
0-070 |
0-133 |
0-063 |
89.3% |
0-218 |
ATR |
0-083 |
0-086 |
0-004 |
4.3% |
0-000 |
Volume |
570,576 |
784,443 |
213,867 |
37.5% |
3,192,206 |
|
Daily Pivots for day following 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-071 |
119-004 |
118-065 |
|
R3 |
118-258 |
118-192 |
118-029 |
|
R2 |
118-126 |
118-126 |
118-017 |
|
R1 |
118-059 |
118-059 |
118-005 |
118-093 |
PP |
117-313 |
117-313 |
117-313 |
118-010 |
S1 |
117-247 |
117-247 |
117-300 |
117-280 |
S2 |
117-181 |
117-181 |
117-288 |
|
S3 |
117-048 |
117-114 |
117-276 |
|
S4 |
116-236 |
116-302 |
117-240 |
|
|
Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-298 |
119-203 |
118-112 |
|
R3 |
119-080 |
118-305 |
118-052 |
|
R2 |
118-183 |
118-183 |
118-032 |
|
R1 |
118-088 |
118-088 |
118-012 |
118-135 |
PP |
117-285 |
117-285 |
117-285 |
117-309 |
S1 |
117-190 |
117-190 |
117-293 |
117-238 |
S2 |
117-067 |
117-067 |
117-273 |
|
S3 |
116-170 |
116-293 |
117-253 |
|
S4 |
115-272 |
116-075 |
117-193 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-060 |
117-162 |
0-218 |
0.6% |
0-089 |
0.2% |
69% |
True |
False |
638,441 |
10 |
118-060 |
117-133 |
0-247 |
0.7% |
0-090 |
0.2% |
73% |
True |
False |
690,504 |
20 |
118-150 |
117-133 |
1-018 |
0.9% |
0-083 |
0.2% |
53% |
False |
False |
681,807 |
40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-080 |
0.2% |
41% |
False |
False |
722,342 |
60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
49% |
False |
False |
485,690 |
80 |
118-247 |
116-295 |
1-272 |
1.6% |
0-076 |
0.2% |
57% |
False |
False |
364,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-303 |
2.618 |
119-087 |
1.618 |
118-274 |
1.000 |
118-193 |
0.618 |
118-142 |
HIGH |
118-060 |
0.618 |
118-009 |
0.500 |
117-314 |
0.382 |
117-298 |
LOW |
117-247 |
0.618 |
117-166 |
1.000 |
117-115 |
1.618 |
117-033 |
2.618 |
116-221 |
4.250 |
116-004 |
|
|
Fisher Pivots for day following 14-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
117-314 |
117-307 |
PP |
117-313 |
117-302 |
S1 |
117-313 |
117-296 |
|