ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 19-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2017 |
19-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-313 |
118-050 |
0-058 |
0.2% |
117-170 |
| High |
118-065 |
118-060 |
-0-005 |
0.0% |
118-060 |
| Low |
117-310 |
118-022 |
0-032 |
0.1% |
117-162 |
| Close |
118-047 |
118-042 |
-0-005 |
0.0% |
117-313 |
| Range |
0-075 |
0-038 |
-0-037 |
-50.0% |
0-218 |
| ATR |
0-082 |
0-079 |
-0-003 |
-3.9% |
0-000 |
| Volume |
700,473 |
483,025 |
-217,448 |
-31.0% |
3,192,206 |
|
| Daily Pivots for day following 19-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-154 |
118-136 |
118-063 |
|
| R3 |
118-117 |
118-098 |
118-053 |
|
| R2 |
118-079 |
118-079 |
118-049 |
|
| R1 |
118-061 |
118-061 |
118-046 |
118-051 |
| PP |
118-042 |
118-042 |
118-042 |
118-037 |
| S1 |
118-023 |
118-023 |
118-039 |
118-014 |
| S2 |
118-004 |
118-004 |
118-036 |
|
| S3 |
117-287 |
117-306 |
118-032 |
|
| S4 |
117-249 |
117-268 |
118-022 |
|
|
| 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 |
118-065 |
117-235 |
0-150 |
0.4% |
0-071 |
0.2% |
85% |
False |
False |
591,873 |
| 10 |
118-065 |
117-133 |
0-252 |
0.7% |
0-076 |
0.2% |
91% |
False |
False |
623,711 |
| 20 |
118-140 |
117-133 |
1-007 |
0.9% |
0-078 |
0.2% |
70% |
False |
False |
663,762 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-079 |
0.2% |
53% |
False |
False |
750,285 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
59% |
False |
False |
512,364 |
| 80 |
118-247 |
116-295 |
1-272 |
1.6% |
0-078 |
0.2% |
65% |
False |
False |
384,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-219 |
|
2.618 |
118-158 |
|
1.618 |
118-121 |
|
1.000 |
118-098 |
|
0.618 |
118-083 |
|
HIGH |
118-060 |
|
0.618 |
118-046 |
|
0.500 |
118-041 |
|
0.382 |
118-037 |
|
LOW |
118-022 |
|
0.618 |
117-319 |
|
1.000 |
117-305 |
|
1.618 |
117-282 |
|
2.618 |
117-244 |
|
4.250 |
117-183 |
|
|
| Fisher Pivots for day following 19-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-042 |
118-035 |
| PP |
118-042 |
118-027 |
| S1 |
118-041 |
118-020 |
|