ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 26-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2017 |
26-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
118-050 |
117-267 |
-0-103 |
-0.3% |
117-302 |
| High |
118-060 |
118-073 |
0-013 |
0.0% |
118-098 |
| Low |
117-265 |
117-265 |
0-000 |
0.0% |
117-295 |
| Close |
117-278 |
118-062 |
0-105 |
0.3% |
118-082 |
| Range |
0-115 |
0-128 |
0-013 |
10.9% |
0-122 |
| ATR |
0-078 |
0-081 |
0-004 |
4.6% |
0-000 |
| Volume |
727,370 |
996,574 |
269,204 |
37.0% |
2,710,361 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-089 |
119-043 |
118-133 |
|
| R3 |
118-282 |
118-236 |
118-098 |
|
| R2 |
118-154 |
118-154 |
118-086 |
|
| R1 |
118-108 |
118-108 |
118-074 |
118-131 |
| PP |
118-027 |
118-027 |
118-027 |
118-038 |
| S1 |
117-301 |
117-301 |
118-051 |
118-004 |
| S2 |
117-219 |
117-219 |
118-039 |
|
| S3 |
117-092 |
117-173 |
118-027 |
|
| S4 |
116-284 |
117-046 |
117-312 |
|
|
| 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 |
117-265 |
0-153 |
0.4% |
0-083 |
0.2% |
77% |
False |
True |
646,504 |
| 10 |
118-098 |
117-235 |
0-182 |
0.5% |
0-077 |
0.2% |
81% |
False |
False |
619,188 |
| 20 |
118-098 |
117-133 |
0-285 |
0.8% |
0-083 |
0.2% |
88% |
False |
False |
676,699 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-080 |
0.2% |
57% |
False |
False |
692,690 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
63% |
False |
False |
566,154 |
| 80 |
118-247 |
117-053 |
1-195 |
1.4% |
0-082 |
0.2% |
64% |
False |
False |
424,800 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-067 |
0.2% |
79% |
False |
False |
339,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-294 |
|
2.618 |
119-086 |
|
1.618 |
118-279 |
|
1.000 |
118-200 |
|
0.618 |
118-151 |
|
HIGH |
118-073 |
|
0.618 |
118-024 |
|
0.500 |
118-009 |
|
0.382 |
117-314 |
|
LOW |
117-265 |
|
0.618 |
117-186 |
|
1.000 |
117-137 |
|
1.618 |
117-059 |
|
2.618 |
116-251 |
|
4.250 |
116-043 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-045 |
118-048 |
| PP |
118-027 |
118-034 |
| S1 |
118-009 |
118-020 |
|