ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 12-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2017 |
12-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-190 |
117-218 |
0-027 |
0.1% |
117-265 |
| High |
117-230 |
118-015 |
0-105 |
0.3% |
117-285 |
| Low |
117-162 |
117-213 |
0-050 |
0.1% |
117-133 |
| Close |
117-218 |
117-280 |
0-062 |
0.2% |
117-158 |
| Range |
0-068 |
0-122 |
0-055 |
81.4% |
0-152 |
| ATR |
0-081 |
0-084 |
0-003 |
3.7% |
0-000 |
| Volume |
530,151 |
852,840 |
322,689 |
60.9% |
2,735,236 |
|
| Daily Pivots for day following 12-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-264 |
118-027 |
|
| R3 |
118-201 |
118-142 |
117-314 |
|
| R2 |
118-078 |
118-078 |
117-302 |
|
| R1 |
118-019 |
118-019 |
117-291 |
118-049 |
| PP |
117-276 |
117-276 |
117-276 |
117-291 |
| S1 |
117-217 |
117-217 |
117-269 |
117-246 |
| S2 |
117-153 |
117-153 |
117-258 |
|
| S3 |
117-031 |
117-094 |
117-246 |
|
| S4 |
116-228 |
116-292 |
117-213 |
|
|
| 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 |
118-015 |
117-133 |
0-202 |
0.5% |
0-081 |
0.2% |
73% |
True |
False |
655,548 |
| 10 |
118-067 |
117-133 |
0-255 |
0.7% |
0-089 |
0.2% |
58% |
False |
False |
734,210 |
| 20 |
118-247 |
117-133 |
1-115 |
1.2% |
0-087 |
0.2% |
34% |
False |
False |
731,264 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-081 |
0.2% |
34% |
False |
False |
691,778 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
43% |
False |
False |
463,162 |
| 80 |
118-247 |
116-230 |
2-017 |
1.7% |
0-073 |
0.2% |
56% |
False |
False |
347,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-216 |
|
2.618 |
119-016 |
|
1.618 |
118-213 |
|
1.000 |
118-138 |
|
0.618 |
118-091 |
|
HIGH |
118-015 |
|
0.618 |
117-288 |
|
0.500 |
117-274 |
|
0.382 |
117-259 |
|
LOW |
117-213 |
|
0.618 |
117-137 |
|
1.000 |
117-090 |
|
1.618 |
117-014 |
|
2.618 |
116-212 |
|
4.250 |
116-012 |
|
|
| Fisher Pivots for day following 12-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-278 |
117-270 |
| PP |
117-276 |
117-259 |
| S1 |
117-274 |
117-249 |
|