ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 31-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2017 |
31-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
118-025 |
118-047 |
0-022 |
0.1% |
118-080 |
| High |
118-058 |
118-065 |
0-007 |
0.0% |
118-095 |
| Low |
117-302 |
118-033 |
0-050 |
0.1% |
117-265 |
| Close |
118-050 |
118-047 |
-0-003 |
0.0% |
118-050 |
| Range |
0-075 |
0-032 |
-0-043 |
-56.7% |
0-150 |
| ATR |
0-080 |
0-076 |
-0-003 |
-4.2% |
0-000 |
| Volume |
617,068 |
547,598 |
-69,470 |
-11.3% |
3,583,708 |
|
| Daily Pivots for day following 31-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-146 |
118-129 |
118-065 |
|
| R3 |
118-113 |
118-097 |
118-056 |
|
| R2 |
118-081 |
118-081 |
118-053 |
|
| R1 |
118-064 |
118-064 |
118-050 |
118-064 |
| PP |
118-048 |
118-048 |
118-048 |
118-048 |
| S1 |
118-032 |
118-032 |
118-045 |
118-031 |
| S2 |
118-016 |
118-016 |
118-042 |
|
| S3 |
117-303 |
117-319 |
118-039 |
|
| S4 |
117-271 |
117-287 |
118-030 |
|
|
| 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 |
118-073 |
117-265 |
0-128 |
0.3% |
0-083 |
0.2% |
80% |
False |
False |
745,748 |
| 10 |
118-098 |
117-265 |
0-153 |
0.4% |
0-069 |
0.2% |
67% |
False |
False |
642,081 |
| 20 |
118-098 |
117-133 |
0-285 |
0.8% |
0-077 |
0.2% |
82% |
False |
False |
638,455 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-078 |
0.2% |
54% |
False |
False |
678,537 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
60% |
False |
False |
599,332 |
| 80 |
118-247 |
117-053 |
1-195 |
1.4% |
0-082 |
0.2% |
61% |
False |
False |
449,859 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-068 |
0.2% |
77% |
False |
False |
359,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-203 |
|
2.618 |
118-150 |
|
1.618 |
118-118 |
|
1.000 |
118-097 |
|
0.618 |
118-085 |
|
HIGH |
118-065 |
|
0.618 |
118-053 |
|
0.500 |
118-049 |
|
0.382 |
118-045 |
|
LOW |
118-033 |
|
0.618 |
118-012 |
|
1.000 |
118-000 |
|
1.618 |
117-300 |
|
2.618 |
117-267 |
|
4.250 |
117-214 |
|
|
| Fisher Pivots for day following 31-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-049 |
118-040 |
| PP |
118-048 |
118-032 |
| S1 |
118-048 |
118-024 |
|