ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 09-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2017 |
09-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-082 |
118-080 |
-0-002 |
0.0% |
118-047 |
| High |
118-087 |
118-158 |
0-070 |
0.2% |
118-127 |
| Low |
118-035 |
118-078 |
0-042 |
0.1% |
118-010 |
| Close |
118-058 |
118-113 |
0-055 |
0.1% |
118-062 |
| Range |
0-052 |
0-080 |
0-028 |
52.4% |
0-117 |
| ATR |
0-073 |
0-075 |
0-002 |
2.7% |
0-000 |
| Volume |
476,360 |
603,917 |
127,557 |
26.8% |
3,011,706 |
|
| Daily Pivots for day following 09-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-036 |
118-314 |
118-157 |
|
| R3 |
118-276 |
118-234 |
118-135 |
|
| R2 |
118-196 |
118-196 |
118-127 |
|
| R1 |
118-154 |
118-154 |
118-120 |
118-175 |
| PP |
118-116 |
118-116 |
118-116 |
118-126 |
| S1 |
118-074 |
118-074 |
118-105 |
118-095 |
| S2 |
118-036 |
118-036 |
118-098 |
|
| S3 |
117-276 |
117-314 |
118-091 |
|
| S4 |
117-196 |
117-234 |
118-069 |
|
|
| 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 |
118-158 |
118-035 |
0-122 |
0.3% |
0-069 |
0.2% |
63% |
True |
False |
535,749 |
| 10 |
118-158 |
117-302 |
0-175 |
0.5% |
0-065 |
0.2% |
74% |
True |
False |
596,737 |
| 20 |
118-158 |
117-235 |
0-242 |
0.6% |
0-071 |
0.2% |
81% |
True |
False |
607,963 |
| 40 |
118-247 |
117-133 |
1-115 |
1.1% |
0-079 |
0.2% |
69% |
False |
False |
669,613 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-078 |
0.2% |
69% |
False |
False |
663,840 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-079 |
0.2% |
73% |
False |
False |
499,362 |
| 100 |
118-247 |
116-230 |
2-017 |
1.7% |
0-073 |
0.2% |
79% |
False |
False |
399,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-178 |
|
2.618 |
119-047 |
|
1.618 |
118-287 |
|
1.000 |
118-238 |
|
0.618 |
118-207 |
|
HIGH |
118-158 |
|
0.618 |
118-127 |
|
0.500 |
118-118 |
|
0.382 |
118-108 |
|
LOW |
118-078 |
|
0.618 |
118-028 |
|
1.000 |
117-318 |
|
1.618 |
117-268 |
|
2.618 |
117-188 |
|
4.250 |
117-058 |
|
|
| Fisher Pivots for day following 09-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-118 |
118-107 |
| PP |
118-116 |
118-102 |
| S1 |
118-114 |
118-096 |
|