ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 20-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2017 |
20-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
118-035 |
-0-015 |
0.0% |
117-170 |
| High |
118-060 |
118-080 |
0-020 |
0.1% |
118-060 |
| Low |
118-022 |
118-030 |
0-008 |
0.0% |
117-162 |
| Close |
118-042 |
118-045 |
0-002 |
0.0% |
117-313 |
| Range |
0-038 |
0-050 |
0-012 |
33.3% |
0-218 |
| ATR |
0-079 |
0-077 |
-0-002 |
-2.6% |
0-000 |
| Volume |
483,025 |
607,650 |
124,625 |
25.8% |
3,192,206 |
|
| Daily Pivots for day following 20-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-202 |
118-173 |
118-072 |
|
| R3 |
118-152 |
118-123 |
118-059 |
|
| R2 |
118-102 |
118-102 |
118-054 |
|
| R1 |
118-073 |
118-073 |
118-050 |
118-087 |
| PP |
118-052 |
118-052 |
118-052 |
118-059 |
| S1 |
118-023 |
118-023 |
118-040 |
118-038 |
| S2 |
118-002 |
118-002 |
118-036 |
|
| S3 |
117-272 |
117-293 |
118-031 |
|
| S4 |
117-222 |
117-243 |
118-018 |
|
|
| 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 |
118-080 |
117-247 |
0-153 |
0.4% |
0-067 |
0.2% |
77% |
True |
False |
599,288 |
| 10 |
118-080 |
117-150 |
0-250 |
0.7% |
0-071 |
0.2% |
86% |
True |
False |
605,310 |
| 20 |
118-140 |
117-133 |
1-007 |
0.9% |
0-077 |
0.2% |
71% |
False |
False |
662,673 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-078 |
0.2% |
53% |
False |
False |
740,607 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
60% |
False |
False |
522,480 |
| 80 |
118-247 |
116-295 |
1-272 |
1.6% |
0-078 |
0.2% |
66% |
False |
False |
391,990 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-063 |
0.2% |
77% |
False |
False |
313,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-292 |
|
2.618 |
118-211 |
|
1.618 |
118-161 |
|
1.000 |
118-130 |
|
0.618 |
118-111 |
|
HIGH |
118-080 |
|
0.618 |
118-061 |
|
0.500 |
118-055 |
|
0.382 |
118-049 |
|
LOW |
118-030 |
|
0.618 |
117-319 |
|
1.000 |
117-300 |
|
1.618 |
117-269 |
|
2.618 |
117-219 |
|
4.250 |
117-138 |
|
|
| Fisher Pivots for day following 20-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-055 |
118-042 |
| PP |
118-052 |
118-038 |
| S1 |
118-048 |
118-035 |
|