ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 01-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2017 |
01-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-047 |
118-038 |
-0-010 |
0.0% |
118-080 |
| High |
118-065 |
118-098 |
0-033 |
0.1% |
118-095 |
| Low |
118-033 |
118-010 |
-0-022 |
-0.1% |
117-265 |
| Close |
118-047 |
118-095 |
0-048 |
0.1% |
118-050 |
| Range |
0-032 |
0-087 |
0-055 |
169.4% |
0-150 |
| ATR |
0-076 |
0-077 |
0-001 |
1.0% |
0-000 |
| Volume |
547,598 |
649,357 |
101,759 |
18.6% |
3,583,708 |
|
| Daily Pivots for day following 01-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-010 |
118-300 |
118-143 |
|
| R3 |
118-242 |
118-212 |
118-119 |
|
| R2 |
118-155 |
118-155 |
118-111 |
|
| R1 |
118-125 |
118-125 |
118-103 |
118-140 |
| PP |
118-068 |
118-068 |
118-068 |
118-075 |
| S1 |
118-038 |
118-038 |
118-087 |
118-053 |
| S2 |
117-300 |
117-300 |
118-079 |
|
| S3 |
117-213 |
117-270 |
118-071 |
|
| S4 |
117-125 |
117-183 |
118-047 |
|
|
| 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 |
118-098 |
117-265 |
0-153 |
0.4% |
0-077 |
0.2% |
98% |
True |
False |
730,145 |
| 10 |
118-098 |
117-265 |
0-153 |
0.4% |
0-071 |
0.2% |
98% |
True |
False |
636,970 |
| 20 |
118-098 |
117-133 |
0-285 |
0.8% |
0-076 |
0.2% |
99% |
True |
False |
648,066 |
| 40 |
118-247 |
117-133 |
1-115 |
1.1% |
0-079 |
0.2% |
65% |
False |
False |
680,841 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
70% |
False |
False |
610,147 |
| 80 |
118-247 |
117-053 |
1-195 |
1.4% |
0-082 |
0.2% |
70% |
False |
False |
457,976 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-069 |
0.2% |
83% |
False |
False |
366,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-149 |
|
2.618 |
119-007 |
|
1.618 |
118-239 |
|
1.000 |
118-185 |
|
0.618 |
118-152 |
|
HIGH |
118-098 |
|
0.618 |
118-064 |
|
0.500 |
118-054 |
|
0.382 |
118-043 |
|
LOW |
118-010 |
|
0.618 |
117-276 |
|
1.000 |
117-243 |
|
1.618 |
117-188 |
|
2.618 |
117-101 |
|
4.250 |
116-278 |
|
|
| Fisher Pivots for day following 01-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-081 |
118-077 |
| PP |
118-068 |
118-058 |
| S1 |
118-054 |
118-040 |
|