ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 03-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2017 |
03-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-055 |
-0-035 |
-0.1% |
118-080 |
| High |
118-095 |
118-127 |
0-032 |
0.1% |
118-095 |
| Low |
118-042 |
118-053 |
0-010 |
0.0% |
117-265 |
| Close |
118-065 |
118-110 |
0-045 |
0.1% |
118-050 |
| Range |
0-053 |
0-075 |
0-022 |
42.8% |
0-150 |
| ATR |
0-075 |
0-075 |
0-000 |
0.0% |
0-000 |
| Volume |
634,474 |
535,789 |
-98,685 |
-15.6% |
3,583,708 |
|
| Daily Pivots for day following 03-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-002 |
118-291 |
118-151 |
|
| R3 |
118-247 |
118-216 |
118-131 |
|
| R2 |
118-172 |
118-172 |
118-124 |
|
| R1 |
118-141 |
118-141 |
118-117 |
118-156 |
| PP |
118-097 |
118-097 |
118-097 |
118-104 |
| S1 |
118-066 |
118-066 |
118-103 |
118-081 |
| S2 |
118-022 |
118-022 |
118-096 |
|
| S3 |
117-267 |
117-311 |
118-089 |
|
| S4 |
117-192 |
117-236 |
118-069 |
|
|
| Weekly Pivots for week ending 28-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-160 |
119-095 |
118-133 |
|
| R3 |
119-010 |
118-265 |
118-091 |
|
| R2 |
118-180 |
118-180 |
118-078 |
|
| R1 |
118-115 |
118-115 |
118-064 |
118-073 |
| PP |
118-030 |
118-030 |
118-030 |
118-009 |
| S1 |
117-285 |
117-285 |
118-036 |
117-242 |
| S2 |
117-200 |
117-200 |
118-023 |
|
| S3 |
117-050 |
117-135 |
118-009 |
|
| S4 |
116-220 |
116-305 |
117-288 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-127 |
117-302 |
0-145 |
0.4% |
0-064 |
0.2% |
88% |
True |
False |
596,857 |
| 10 |
118-127 |
117-265 |
0-182 |
0.5% |
0-075 |
0.2% |
90% |
True |
False |
644,928 |
| 20 |
118-127 |
117-150 |
0-297 |
0.8% |
0-073 |
0.2% |
94% |
True |
False |
625,119 |
| 40 |
118-247 |
117-133 |
1-115 |
1.1% |
0-079 |
0.2% |
68% |
False |
False |
677,201 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
73% |
False |
False |
629,356 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
73% |
False |
False |
472,605 |
| 100 |
118-247 |
116-013 |
2-235 |
2.3% |
0-071 |
0.2% |
84% |
False |
False |
378,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-126 |
|
2.618 |
119-004 |
|
1.618 |
118-249 |
|
1.000 |
118-202 |
|
0.618 |
118-174 |
|
HIGH |
118-127 |
|
0.618 |
118-099 |
|
0.500 |
118-090 |
|
0.382 |
118-081 |
|
LOW |
118-053 |
|
0.618 |
118-006 |
|
1.000 |
117-298 |
|
1.618 |
117-251 |
|
2.618 |
117-176 |
|
4.250 |
117-054 |
|
|
| Fisher Pivots for day following 03-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-103 |
118-096 |
| PP |
118-097 |
118-083 |
| S1 |
118-090 |
118-069 |
|