ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 11-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2017 |
11-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-170 |
117-190 |
0-020 |
0.1% |
117-265 |
| High |
117-215 |
117-230 |
0-015 |
0.0% |
117-285 |
| Low |
117-165 |
117-162 |
-0-002 |
0.0% |
117-133 |
| Close |
117-200 |
117-218 |
0-018 |
0.0% |
117-158 |
| Range |
0-050 |
0-068 |
0-018 |
35.0% |
0-152 |
| ATR |
0-082 |
0-081 |
-0-001 |
-1.2% |
0-000 |
| Volume |
454,196 |
530,151 |
75,955 |
16.7% |
2,735,236 |
|
| Daily Pivots for day following 11-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-086 |
118-059 |
117-255 |
|
| R3 |
118-018 |
117-312 |
117-236 |
|
| R2 |
117-271 |
117-271 |
117-230 |
|
| R1 |
117-244 |
117-244 |
117-224 |
117-258 |
| PP |
117-203 |
117-203 |
117-203 |
117-210 |
| S1 |
117-177 |
117-177 |
117-211 |
117-190 |
| S2 |
117-136 |
117-136 |
117-205 |
|
| S3 |
117-068 |
117-109 |
117-199 |
|
| S4 |
117-001 |
117-042 |
117-180 |
|
|
| 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 |
117-258 |
117-133 |
0-125 |
0.3% |
0-074 |
0.2% |
68% |
False |
False |
652,490 |
| 10 |
118-135 |
117-133 |
1-002 |
0.9% |
0-088 |
0.2% |
26% |
False |
False |
743,170 |
| 20 |
118-247 |
117-133 |
1-115 |
1.2% |
0-083 |
0.2% |
20% |
False |
False |
717,129 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-079 |
0.2% |
20% |
False |
False |
671,002 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
30% |
False |
False |
448,958 |
| 80 |
118-247 |
116-180 |
2-067 |
1.9% |
0-072 |
0.2% |
51% |
False |
False |
336,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-197 |
|
2.618 |
118-087 |
|
1.618 |
118-019 |
|
1.000 |
117-298 |
|
0.618 |
117-272 |
|
HIGH |
117-230 |
|
0.618 |
117-204 |
|
0.500 |
117-196 |
|
0.382 |
117-188 |
|
LOW |
117-162 |
|
0.618 |
117-121 |
|
1.000 |
117-095 |
|
1.618 |
117-053 |
|
2.618 |
116-306 |
|
4.250 |
116-196 |
|
|
| Fisher Pivots for day following 11-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-210 |
117-208 |
| PP |
117-203 |
117-199 |
| S1 |
117-196 |
117-190 |
|