ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 04-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2017 |
04-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-055 |
118-115 |
0-060 |
0.2% |
118-047 |
| High |
118-127 |
118-120 |
-0-007 |
0.0% |
118-127 |
| Low |
118-053 |
118-035 |
-0-018 |
0.0% |
118-010 |
| Close |
118-110 |
118-062 |
-0-048 |
-0.1% |
118-062 |
| Range |
0-075 |
0-085 |
0-010 |
13.4% |
0-117 |
| ATR |
0-075 |
0-076 |
0-001 |
0.9% |
0-000 |
| Volume |
535,789 |
644,488 |
108,699 |
20.3% |
3,011,706 |
|
| Daily Pivots for day following 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-007 |
118-280 |
118-109 |
|
| R3 |
118-242 |
118-195 |
118-086 |
|
| R2 |
118-157 |
118-157 |
118-078 |
|
| R1 |
118-110 |
118-110 |
118-070 |
118-091 |
| PP |
118-073 |
118-073 |
118-073 |
118-063 |
| S1 |
118-025 |
118-025 |
118-055 |
118-006 |
| S2 |
117-308 |
117-308 |
118-047 |
|
| S3 |
117-223 |
117-260 |
118-039 |
|
| S4 |
117-138 |
117-175 |
118-016 |
|
|
| Weekly Pivots for week ending 04-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-099 |
119-038 |
118-127 |
|
| R3 |
118-302 |
118-241 |
118-095 |
|
| R2 |
118-184 |
118-184 |
118-084 |
|
| R1 |
118-123 |
118-123 |
118-073 |
118-154 |
| PP |
118-067 |
118-067 |
118-067 |
118-082 |
| S1 |
118-006 |
118-006 |
118-052 |
118-036 |
| S2 |
117-269 |
117-269 |
118-041 |
|
| S3 |
117-152 |
117-208 |
118-030 |
|
| S4 |
117-034 |
117-091 |
117-318 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-127 |
118-010 |
0-117 |
0.3% |
0-066 |
0.2% |
45% |
False |
False |
602,341 |
| 10 |
118-127 |
117-265 |
0-182 |
0.5% |
0-077 |
0.2% |
64% |
False |
False |
659,541 |
| 20 |
118-127 |
117-162 |
0-285 |
0.8% |
0-074 |
0.2% |
77% |
False |
False |
624,899 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-079 |
0.2% |
57% |
False |
False |
676,554 |
| 60 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
63% |
False |
False |
639,994 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-081 |
0.2% |
63% |
False |
False |
480,654 |
| 100 |
118-247 |
116-135 |
2-112 |
2.0% |
0-071 |
0.2% |
75% |
False |
False |
384,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-161 |
|
2.618 |
119-023 |
|
1.618 |
118-258 |
|
1.000 |
118-205 |
|
0.618 |
118-173 |
|
HIGH |
118-120 |
|
0.618 |
118-088 |
|
0.500 |
118-078 |
|
0.382 |
118-067 |
|
LOW |
118-035 |
|
0.618 |
117-302 |
|
1.000 |
117-270 |
|
1.618 |
117-217 |
|
2.618 |
117-132 |
|
4.250 |
116-314 |
|
|
| Fisher Pivots for day following 04-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-078 |
118-081 |
| PP |
118-073 |
118-075 |
| S1 |
118-067 |
118-069 |
|