ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 10-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2017 |
10-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-185 |
117-170 |
-0-015 |
0.0% |
117-265 |
| High |
117-215 |
117-215 |
0-000 |
0.0% |
117-285 |
| Low |
117-150 |
117-165 |
0-015 |
0.0% |
117-133 |
| Close |
117-158 |
117-200 |
0-042 |
0.1% |
117-158 |
| Range |
0-065 |
0-050 |
-0-015 |
-23.0% |
0-152 |
| ATR |
0-083 |
0-082 |
-0-002 |
-2.2% |
0-000 |
| Volume |
648,900 |
454,196 |
-194,704 |
-30.0% |
2,735,236 |
|
| Daily Pivots for day following 10-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-023 |
118-002 |
117-228 |
|
| R3 |
117-293 |
117-272 |
117-214 |
|
| R2 |
117-243 |
117-243 |
117-209 |
|
| R1 |
117-222 |
117-222 |
117-205 |
117-233 |
| PP |
117-193 |
117-193 |
117-193 |
117-199 |
| S1 |
117-172 |
117-172 |
117-195 |
117-182 |
| S2 |
117-143 |
117-143 |
117-191 |
|
| S3 |
117-093 |
117-122 |
117-186 |
|
| S4 |
117-043 |
117-072 |
117-172 |
|
|
| Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-009 |
118-236 |
117-241 |
|
| R3 |
118-177 |
118-083 |
117-199 |
|
| R2 |
118-024 |
118-024 |
117-185 |
|
| R1 |
117-251 |
117-251 |
117-171 |
117-221 |
| PP |
117-192 |
117-192 |
117-192 |
117-177 |
| S1 |
117-098 |
117-098 |
117-144 |
117-069 |
| S2 |
117-039 |
117-039 |
117-130 |
|
| S3 |
116-207 |
116-266 |
117-116 |
|
| S4 |
116-054 |
116-113 |
117-074 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-285 |
117-133 |
0-152 |
0.4% |
0-083 |
0.2% |
44% |
False |
False |
637,886 |
| 10 |
118-140 |
117-133 |
1-007 |
0.9% |
0-087 |
0.2% |
21% |
False |
False |
740,556 |
| 20 |
118-247 |
117-133 |
1-115 |
1.2% |
0-082 |
0.2% |
16% |
False |
False |
719,864 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-080 |
0.2% |
16% |
False |
False |
658,251 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-082 |
0.2% |
27% |
False |
False |
440,125 |
| 80 |
118-247 |
116-160 |
2-087 |
1.9% |
0-071 |
0.2% |
49% |
False |
False |
330,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-108 |
|
2.618 |
118-026 |
|
1.618 |
117-296 |
|
1.000 |
117-265 |
|
0.618 |
117-246 |
|
HIGH |
117-215 |
|
0.618 |
117-196 |
|
0.500 |
117-190 |
|
0.382 |
117-184 |
|
LOW |
117-165 |
|
0.618 |
117-134 |
|
1.000 |
117-115 |
|
1.618 |
117-084 |
|
2.618 |
117-034 |
|
4.250 |
116-272 |
|
|
| Fisher Pivots for day following 10-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-197 |
117-194 |
| PP |
117-193 |
117-188 |
| S1 |
117-190 |
117-181 |
|