ECBOT 5 Year T-Note Future December 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 |
117-250 |
117-190 |
-0-060 |
-0.2% |
117-210 |
| High |
117-275 |
117-282 |
0-007 |
0.0% |
117-310 |
| Low |
117-160 |
117-160 |
0-000 |
0.0% |
117-190 |
| Close |
117-170 |
117-278 |
0-107 |
0.3% |
117-302 |
| Range |
0-115 |
0-122 |
0-007 |
6.5% |
0-120 |
| ATR |
0-059 |
0-064 |
0-005 |
7.6% |
0-000 |
| Volume |
1,004 |
1,870 |
866 |
86.3% |
2,887 |
|
| Daily Pivots for day following 26-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-287 |
118-245 |
118-025 |
|
| R3 |
118-165 |
118-122 |
117-311 |
|
| R2 |
118-042 |
118-042 |
117-300 |
|
| R1 |
118-000 |
118-000 |
117-289 |
118-021 |
| PP |
117-240 |
117-240 |
117-240 |
117-251 |
| S1 |
117-198 |
117-198 |
117-266 |
117-219 |
| S2 |
117-118 |
117-118 |
117-255 |
|
| S3 |
116-315 |
117-075 |
117-244 |
|
| S4 |
116-193 |
116-273 |
117-210 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-308 |
118-265 |
118-048 |
|
| R3 |
118-188 |
118-145 |
118-015 |
|
| R2 |
118-068 |
118-068 |
118-004 |
|
| R1 |
118-025 |
118-025 |
117-313 |
118-046 |
| PP |
117-268 |
117-268 |
117-268 |
117-278 |
| S1 |
117-225 |
117-225 |
117-291 |
117-246 |
| S2 |
117-148 |
117-148 |
117-280 |
|
| S3 |
117-028 |
117-105 |
117-269 |
|
| S4 |
116-228 |
116-305 |
117-236 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-163 |
|
2.618 |
118-283 |
|
1.618 |
118-161 |
|
1.000 |
118-085 |
|
0.618 |
118-038 |
|
HIGH |
117-282 |
|
0.618 |
117-236 |
|
0.500 |
117-221 |
|
0.382 |
117-207 |
|
LOW |
117-160 |
|
0.618 |
117-084 |
|
1.000 |
117-038 |
|
1.618 |
116-282 |
|
2.618 |
116-159 |
|
4.250 |
115-279 |
|
|
| Fisher Pivots for day following 26-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-259 |
117-265 |
| PP |
117-240 |
117-252 |
| S1 |
117-221 |
117-239 |
|