ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 07-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2017 |
07-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-070 |
-0-045 |
-0.1% |
118-047 |
| High |
118-120 |
118-090 |
-0-030 |
-0.1% |
118-127 |
| Low |
118-035 |
118-038 |
0-002 |
0.0% |
118-010 |
| Close |
118-062 |
118-085 |
0-022 |
0.1% |
118-062 |
| Range |
0-085 |
0-053 |
-0-032 |
-38.2% |
0-117 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.2% |
0-000 |
| Volume |
644,488 |
418,191 |
-226,297 |
-35.1% |
3,011,706 |
|
| Daily Pivots for day following 07-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-228 |
118-209 |
118-114 |
|
| R3 |
118-176 |
118-157 |
118-099 |
|
| R2 |
118-123 |
118-123 |
118-095 |
|
| R1 |
118-104 |
118-104 |
118-090 |
118-114 |
| PP |
118-071 |
118-071 |
118-071 |
118-076 |
| S1 |
118-052 |
118-052 |
118-080 |
118-061 |
| S2 |
118-018 |
118-018 |
118-075 |
|
| S3 |
117-286 |
117-319 |
118-071 |
|
| S4 |
117-233 |
117-267 |
118-056 |
|
|
| 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% |
0-070 |
0.2% |
64% |
False |
False |
576,459 |
| 10 |
118-127 |
117-265 |
0-182 |
0.5% |
0-076 |
0.2% |
77% |
False |
False |
661,104 |
| 20 |
118-127 |
117-162 |
0-285 |
0.8% |
0-074 |
0.2% |
85% |
False |
False |
623,098 |
| 40 |
118-247 |
117-133 |
1-115 |
1.1% |
0-078 |
0.2% |
63% |
False |
False |
671,481 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-078 |
0.2% |
63% |
False |
False |
646,533 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-080 |
0.2% |
68% |
False |
False |
485,869 |
| 100 |
118-247 |
116-160 |
2-087 |
1.9% |
0-071 |
0.2% |
78% |
False |
False |
388,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-313 |
|
2.618 |
118-227 |
|
1.618 |
118-175 |
|
1.000 |
118-143 |
|
0.618 |
118-122 |
|
HIGH |
118-090 |
|
0.618 |
118-070 |
|
0.500 |
118-064 |
|
0.382 |
118-058 |
|
LOW |
118-038 |
|
0.618 |
118-005 |
|
1.000 |
117-305 |
|
1.618 |
117-273 |
|
2.618 |
117-220 |
|
4.250 |
117-134 |
|
|
| Fisher Pivots for day following 07-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-078 |
118-084 |
| PP |
118-071 |
118-082 |
| S1 |
118-064 |
118-081 |
|