ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 21-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2017 |
21-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
118-035 |
118-042 |
0-007 |
0.0% |
117-302 |
| High |
118-080 |
118-098 |
0-018 |
0.0% |
118-098 |
| Low |
118-030 |
118-038 |
0-007 |
0.0% |
117-295 |
| Close |
118-045 |
118-082 |
0-038 |
0.1% |
118-082 |
| Range |
0-050 |
0-060 |
0-010 |
20.0% |
0-122 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.6% |
0-000 |
| Volume |
607,650 |
498,362 |
-109,288 |
-18.0% |
2,710,361 |
|
| Daily Pivots for day following 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-253 |
118-227 |
118-115 |
|
| R3 |
118-193 |
118-167 |
118-099 |
|
| R2 |
118-133 |
118-133 |
118-093 |
|
| R1 |
118-107 |
118-107 |
118-088 |
118-120 |
| PP |
118-073 |
118-073 |
118-073 |
118-079 |
| S1 |
118-047 |
118-047 |
118-077 |
118-060 |
| S2 |
118-013 |
118-013 |
118-071 |
|
| S3 |
117-273 |
117-307 |
118-066 |
|
| S4 |
117-213 |
117-247 |
118-049 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-099 |
119-053 |
118-150 |
|
| R3 |
118-297 |
118-251 |
118-116 |
|
| R2 |
118-174 |
118-174 |
118-105 |
|
| R1 |
118-128 |
118-128 |
118-094 |
118-151 |
| PP |
118-052 |
118-052 |
118-052 |
118-063 |
| S1 |
118-006 |
118-006 |
118-071 |
118-029 |
| S2 |
117-249 |
117-249 |
118-060 |
|
| S3 |
117-127 |
117-203 |
118-049 |
|
| S4 |
117-004 |
117-081 |
118-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-098 |
117-295 |
0-122 |
0.3% |
0-053 |
0.1% |
88% |
True |
False |
542,072 |
| 10 |
118-098 |
117-162 |
0-255 |
0.7% |
0-071 |
0.2% |
94% |
True |
False |
590,256 |
| 20 |
118-140 |
117-133 |
1-007 |
0.9% |
0-078 |
0.2% |
82% |
False |
False |
663,218 |
| 40 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
62% |
False |
False |
732,145 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
67% |
False |
False |
530,765 |
| 80 |
118-247 |
116-295 |
1-272 |
1.6% |
0-079 |
0.2% |
72% |
False |
False |
398,219 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-064 |
0.2% |
81% |
False |
False |
318,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-033 |
|
2.618 |
118-255 |
|
1.618 |
118-195 |
|
1.000 |
118-158 |
|
0.618 |
118-135 |
|
HIGH |
118-098 |
|
0.618 |
118-075 |
|
0.500 |
118-068 |
|
0.382 |
118-060 |
|
LOW |
118-038 |
|
0.618 |
118-000 |
|
1.000 |
117-298 |
|
1.618 |
117-260 |
|
2.618 |
117-200 |
|
4.250 |
117-103 |
|
|
| Fisher Pivots for day following 21-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-077 |
118-075 |
| PP |
118-073 |
118-067 |
| S1 |
118-068 |
118-060 |
|