ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 18-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2017 |
18-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
117-302 |
117-313 |
0-010 |
0.0% |
117-170 |
| High |
118-018 |
118-065 |
0-047 |
0.1% |
118-060 |
| Low |
117-295 |
117-310 |
0-015 |
0.0% |
117-162 |
| Close |
118-005 |
118-047 |
0-042 |
0.1% |
117-313 |
| Range |
0-042 |
0-075 |
0-032 |
76.4% |
0-218 |
| ATR |
0-083 |
0-082 |
-0-001 |
-0.7% |
0-000 |
| Volume |
420,851 |
700,473 |
279,622 |
66.4% |
3,192,206 |
|
| Daily Pivots for day following 18-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-259 |
118-228 |
118-089 |
|
| R3 |
118-184 |
118-153 |
118-068 |
|
| R2 |
118-109 |
118-109 |
118-061 |
|
| R1 |
118-078 |
118-078 |
118-054 |
118-094 |
| PP |
118-034 |
118-034 |
118-034 |
118-042 |
| S1 |
118-003 |
118-003 |
118-041 |
118-019 |
| S2 |
117-279 |
117-279 |
118-034 |
|
| S3 |
117-204 |
117-248 |
118-027 |
|
| S4 |
117-129 |
117-173 |
118-006 |
|
|
| Weekly Pivots for week ending 14-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-298 |
119-203 |
118-112 |
|
| R3 |
119-080 |
118-305 |
118-052 |
|
| R2 |
118-183 |
118-183 |
118-032 |
|
| R1 |
118-088 |
118-088 |
118-012 |
118-135 |
| PP |
117-285 |
117-285 |
117-285 |
117-309 |
| S1 |
117-190 |
117-190 |
117-293 |
117-238 |
| S2 |
117-067 |
117-067 |
117-273 |
|
| S3 |
116-170 |
116-293 |
117-253 |
|
| S4 |
115-272 |
116-075 |
117-193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-065 |
117-213 |
0-172 |
0.5% |
0-088 |
0.2% |
90% |
True |
False |
665,836 |
| 10 |
118-065 |
117-133 |
0-252 |
0.7% |
0-081 |
0.2% |
93% |
True |
False |
659,163 |
| 20 |
118-140 |
117-133 |
1-007 |
0.9% |
0-079 |
0.2% |
72% |
False |
False |
672,128 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-079 |
0.2% |
54% |
False |
False |
745,161 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-080 |
0.2% |
60% |
False |
False |
504,340 |
| 80 |
118-247 |
116-295 |
1-272 |
1.6% |
0-077 |
0.2% |
66% |
False |
False |
378,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-064 |
|
2.618 |
118-261 |
|
1.618 |
118-186 |
|
1.000 |
118-140 |
|
0.618 |
118-111 |
|
HIGH |
118-065 |
|
0.618 |
118-036 |
|
0.500 |
118-028 |
|
0.382 |
118-019 |
|
LOW |
117-310 |
|
0.618 |
117-264 |
|
1.000 |
117-235 |
|
1.618 |
117-189 |
|
2.618 |
117-114 |
|
4.250 |
116-311 |
|
|
| Fisher Pivots for day following 18-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-041 |
118-030 |
| PP |
118-034 |
118-013 |
| S1 |
118-028 |
117-316 |
|