ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 27-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2017 |
27-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-267 |
118-053 |
0-105 |
0.3% |
117-302 |
| High |
118-073 |
118-060 |
-0-013 |
0.0% |
118-098 |
| Low |
117-265 |
117-318 |
0-053 |
0.1% |
117-295 |
| Close |
118-062 |
118-033 |
-0-030 |
-0.1% |
118-082 |
| Range |
0-128 |
0-062 |
-0-065 |
-51.0% |
0-122 |
| ATR |
0-081 |
0-080 |
-0-001 |
-1.4% |
0-000 |
| Volume |
996,574 |
840,131 |
-156,443 |
-15.7% |
2,710,361 |
|
| Daily Pivots for day following 27-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-217 |
118-187 |
118-067 |
|
| R3 |
118-155 |
118-125 |
118-050 |
|
| R2 |
118-093 |
118-093 |
118-044 |
|
| R1 |
118-063 |
118-063 |
118-038 |
118-046 |
| PP |
118-030 |
118-030 |
118-030 |
118-022 |
| S1 |
118-000 |
118-000 |
118-027 |
117-304 |
| S2 |
117-288 |
117-288 |
118-021 |
|
| S3 |
117-225 |
117-258 |
118-015 |
|
| S4 |
117-163 |
117-195 |
117-318 |
|
|
| 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% |
0-085 |
0.2% |
57% |
False |
False |
693,000 |
| 10 |
118-098 |
117-247 |
0-170 |
0.4% |
0-076 |
0.2% |
62% |
False |
False |
646,144 |
| 20 |
118-098 |
117-133 |
0-285 |
0.8% |
0-082 |
0.2% |
77% |
False |
False |
672,625 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-080 |
0.2% |
51% |
False |
False |
690,545 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
57% |
False |
False |
580,138 |
| 80 |
118-247 |
117-053 |
1-195 |
1.4% |
0-082 |
0.2% |
58% |
False |
False |
435,302 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-067 |
0.2% |
76% |
False |
False |
348,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-006 |
|
2.618 |
118-224 |
|
1.618 |
118-161 |
|
1.000 |
118-122 |
|
0.618 |
118-099 |
|
HIGH |
118-060 |
|
0.618 |
118-036 |
|
0.500 |
118-029 |
|
0.382 |
118-021 |
|
LOW |
117-318 |
|
0.618 |
117-279 |
|
1.000 |
117-255 |
|
1.618 |
117-216 |
|
2.618 |
117-154 |
|
4.250 |
117-052 |
|
|
| Fisher Pivots for day following 27-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-031 |
118-025 |
| PP |
118-030 |
118-017 |
| S1 |
118-029 |
118-009 |
|