ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 08-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2017 |
08-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-082 |
0-012 |
0.0% |
118-047 |
| High |
118-090 |
118-087 |
-0-003 |
0.0% |
118-127 |
| Low |
118-038 |
118-035 |
-0-002 |
0.0% |
118-010 |
| Close |
118-085 |
118-058 |
-0-027 |
-0.1% |
118-062 |
| Range |
0-053 |
0-052 |
0-000 |
-0.1% |
0-117 |
| ATR |
0-074 |
0-073 |
-0-002 |
-2.1% |
0-000 |
| Volume |
418,191 |
476,360 |
58,169 |
13.9% |
3,011,706 |
|
| Daily Pivots for day following 08-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-217 |
118-190 |
118-086 |
|
| R3 |
118-165 |
118-137 |
118-072 |
|
| R2 |
118-112 |
118-112 |
118-067 |
|
| R1 |
118-085 |
118-085 |
118-062 |
118-072 |
| PP |
118-060 |
118-060 |
118-060 |
118-054 |
| S1 |
118-033 |
118-033 |
118-053 |
118-020 |
| S2 |
118-008 |
118-008 |
118-048 |
|
| S3 |
117-275 |
117-300 |
118-043 |
|
| S4 |
117-223 |
117-248 |
118-029 |
|
|
| 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 |
118-035 |
0-092 |
0.2% |
0-063 |
0.2% |
24% |
False |
True |
541,860 |
| 10 |
118-127 |
117-265 |
0-182 |
0.5% |
0-070 |
0.2% |
62% |
False |
False |
636,003 |
| 20 |
118-127 |
117-213 |
0-235 |
0.6% |
0-073 |
0.2% |
70% |
False |
False |
620,409 |
| 40 |
118-247 |
117-133 |
1-115 |
1.2% |
0-078 |
0.2% |
56% |
False |
False |
668,769 |
| 60 |
118-247 |
117-133 |
1-115 |
1.2% |
0-077 |
0.2% |
56% |
False |
False |
654,137 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
62% |
False |
False |
491,821 |
| 100 |
118-247 |
116-180 |
2-067 |
1.9% |
0-072 |
0.2% |
73% |
False |
False |
393,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-311 |
|
2.618 |
118-225 |
|
1.618 |
118-172 |
|
1.000 |
118-140 |
|
0.618 |
118-120 |
|
HIGH |
118-087 |
|
0.618 |
118-067 |
|
0.500 |
118-061 |
|
0.382 |
118-055 |
|
LOW |
118-035 |
|
0.618 |
118-003 |
|
1.000 |
117-303 |
|
1.618 |
117-270 |
|
2.618 |
117-218 |
|
4.250 |
117-132 |
|
|
| Fisher Pivots for day following 08-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-061 |
118-078 |
| PP |
118-060 |
118-071 |
| S1 |
118-059 |
118-064 |
|