ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 24-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2017 |
24-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
118-042 |
118-080 |
0-038 |
0.1% |
117-302 |
| High |
118-098 |
118-095 |
-0-002 |
0.0% |
118-098 |
| Low |
118-038 |
118-035 |
-0-002 |
0.0% |
117-295 |
| Close |
118-082 |
118-050 |
-0-032 |
-0.1% |
118-082 |
| Range |
0-060 |
0-060 |
0-000 |
0.0% |
0-122 |
| ATR |
0-076 |
0-075 |
-0-001 |
-1.5% |
0-000 |
| Volume |
498,362 |
402,565 |
-95,797 |
-19.2% |
2,710,361 |
|
| Daily Pivots for day following 24-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-240 |
118-205 |
118-083 |
|
| R3 |
118-180 |
118-145 |
118-067 |
|
| R2 |
118-120 |
118-120 |
118-061 |
|
| R1 |
118-085 |
118-085 |
118-056 |
118-073 |
| PP |
118-060 |
118-060 |
118-060 |
118-054 |
| S1 |
118-025 |
118-025 |
118-045 |
118-013 |
| S2 |
118-000 |
118-000 |
118-039 |
|
| S3 |
117-260 |
117-285 |
118-034 |
|
| S4 |
117-200 |
117-225 |
118-017 |
|
|
| 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 |
117-310 |
0-107 |
0.3% |
0-056 |
0.1% |
56% |
False |
False |
538,415 |
| 10 |
118-098 |
117-162 |
0-255 |
0.7% |
0-072 |
0.2% |
81% |
False |
False |
585,093 |
| 20 |
118-140 |
117-133 |
1-007 |
0.9% |
0-079 |
0.2% |
73% |
False |
False |
662,824 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-077 |
0.2% |
55% |
False |
False |
705,396 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
61% |
False |
False |
537,443 |
| 80 |
118-247 |
116-295 |
1-272 |
1.6% |
0-080 |
0.2% |
67% |
False |
False |
403,251 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-064 |
0.2% |
78% |
False |
False |
322,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-030 |
|
2.618 |
118-252 |
|
1.618 |
118-192 |
|
1.000 |
118-155 |
|
0.618 |
118-132 |
|
HIGH |
118-095 |
|
0.618 |
118-072 |
|
0.500 |
118-065 |
|
0.382 |
118-058 |
|
LOW |
118-035 |
|
0.618 |
117-318 |
|
1.000 |
117-295 |
|
1.618 |
117-258 |
|
2.618 |
117-198 |
|
4.250 |
117-100 |
|
|
| Fisher Pivots for day following 24-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-065 |
118-064 |
| PP |
118-060 |
118-059 |
| S1 |
118-055 |
118-055 |
|