ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 25-Jul-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2017 |
25-Jul-2017 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-050 |
-0-030 |
-0.1% |
117-302 |
| High |
118-095 |
118-060 |
-0-035 |
-0.1% |
118-098 |
| Low |
118-035 |
117-265 |
-0-090 |
-0.2% |
117-295 |
| Close |
118-050 |
117-278 |
-0-093 |
-0.2% |
118-082 |
| Range |
0-060 |
0-115 |
0-055 |
91.7% |
0-122 |
| ATR |
0-075 |
0-078 |
0-003 |
3.8% |
0-000 |
| Volume |
402,565 |
727,370 |
324,805 |
80.7% |
2,710,361 |
|
| Daily Pivots for day following 25-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-013 |
118-260 |
118-021 |
|
| R3 |
118-218 |
118-145 |
117-309 |
|
| R2 |
118-103 |
118-103 |
117-299 |
|
| R1 |
118-030 |
118-030 |
117-288 |
118-009 |
| PP |
117-307 |
117-307 |
117-307 |
117-297 |
| S1 |
117-235 |
117-235 |
117-267 |
117-214 |
| S2 |
117-192 |
117-192 |
117-256 |
|
| S3 |
117-077 |
117-120 |
117-246 |
|
| S4 |
116-282 |
117-005 |
117-214 |
|
|
| Weekly Pivots for week ending 21-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-099 |
119-053 |
118-150 |
|
| R3 |
118-297 |
118-251 |
118-116 |
|
| R2 |
118-174 |
118-174 |
118-105 |
|
| R1 |
118-128 |
118-128 |
118-094 |
118-151 |
| PP |
118-052 |
118-052 |
118-052 |
118-063 |
| S1 |
118-006 |
118-006 |
118-071 |
118-029 |
| S2 |
117-249 |
117-249 |
118-060 |
|
| S3 |
117-127 |
117-203 |
118-049 |
|
| S4 |
117-004 |
117-081 |
118-015 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-098 |
117-265 |
0-153 |
0.4% |
0-064 |
0.2% |
8% |
False |
True |
543,794 |
| 10 |
118-098 |
117-213 |
0-205 |
0.5% |
0-076 |
0.2% |
32% |
False |
False |
604,815 |
| 20 |
118-135 |
117-133 |
1-002 |
0.9% |
0-082 |
0.2% |
45% |
False |
False |
673,992 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-079 |
0.2% |
33% |
False |
False |
698,403 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
42% |
False |
False |
549,552 |
| 80 |
118-247 |
116-310 |
1-257 |
1.5% |
0-081 |
0.2% |
50% |
False |
False |
412,343 |
| 100 |
118-247 |
116-002 |
2-245 |
2.3% |
0-065 |
0.2% |
67% |
False |
False |
329,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-229 |
|
2.618 |
119-041 |
|
1.618 |
118-246 |
|
1.000 |
118-175 |
|
0.618 |
118-131 |
|
HIGH |
118-060 |
|
0.618 |
118-016 |
|
0.500 |
118-002 |
|
0.382 |
117-309 |
|
LOW |
117-265 |
|
0.618 |
117-194 |
|
1.000 |
117-150 |
|
1.618 |
117-079 |
|
2.618 |
116-284 |
|
4.250 |
116-096 |
|
|
| Fisher Pivots for day following 25-Jul-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-002 |
118-021 |
| PP |
117-307 |
118-000 |
| S1 |
117-293 |
117-299 |
|