ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 28-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2017 |
28-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
118-053 |
118-025 |
-0-028 |
-0.1% |
118-080 |
High |
118-060 |
118-058 |
-0-002 |
0.0% |
118-095 |
Low |
117-318 |
117-302 |
-0-015 |
0.0% |
117-265 |
Close |
118-033 |
118-050 |
0-018 |
0.0% |
118-050 |
Range |
0-062 |
0-075 |
0-013 |
20.0% |
0-150 |
ATR |
0-080 |
0-080 |
0-000 |
-0.5% |
0-000 |
Volume |
840,131 |
617,068 |
-223,063 |
-26.6% |
3,583,708 |
|
Daily Pivots for day following 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-255 |
118-228 |
118-091 |
|
R3 |
118-180 |
118-153 |
118-071 |
|
R2 |
118-105 |
118-105 |
118-064 |
|
R1 |
118-078 |
118-078 |
118-057 |
118-091 |
PP |
118-030 |
118-030 |
118-030 |
118-037 |
S1 |
118-003 |
118-003 |
118-043 |
118-016 |
S2 |
117-275 |
117-275 |
118-036 |
|
S3 |
117-200 |
117-247 |
118-029 |
|
S4 |
117-125 |
117-172 |
118-009 |
|
|
Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-160 |
119-095 |
118-133 |
|
R3 |
119-010 |
118-265 |
118-091 |
|
R2 |
118-180 |
118-180 |
118-078 |
|
R1 |
118-115 |
118-115 |
118-064 |
118-073 |
PP |
118-030 |
118-030 |
118-030 |
118-009 |
S1 |
117-285 |
117-285 |
118-036 |
117-242 |
S2 |
117-200 |
117-200 |
118-023 |
|
S3 |
117-050 |
117-135 |
118-009 |
|
S4 |
116-220 |
116-305 |
117-288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-095 |
117-265 |
0-150 |
0.4% |
0-088 |
0.2% |
70% |
False |
False |
716,741 |
10 |
118-098 |
117-265 |
0-153 |
0.4% |
0-070 |
0.2% |
69% |
False |
False |
629,406 |
20 |
118-098 |
117-133 |
0-285 |
0.8% |
0-080 |
0.2% |
83% |
False |
False |
659,955 |
40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-081 |
0.2% |
55% |
False |
False |
687,552 |
60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
61% |
False |
False |
590,280 |
80 |
118-247 |
117-053 |
1-195 |
1.4% |
0-082 |
0.2% |
62% |
False |
False |
443,015 |
100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-068 |
0.2% |
78% |
False |
False |
354,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-056 |
2.618 |
118-254 |
1.618 |
118-179 |
1.000 |
118-133 |
0.618 |
118-104 |
HIGH |
118-058 |
0.618 |
118-029 |
0.500 |
118-020 |
0.382 |
118-011 |
LOW |
117-302 |
0.618 |
117-256 |
1.000 |
117-227 |
1.618 |
117-181 |
2.618 |
117-106 |
4.250 |
116-304 |
|
|
Fisher Pivots for day following 28-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
118-040 |
118-036 |
PP |
118-030 |
118-023 |
S1 |
118-020 |
118-009 |
|