ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 10-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2017 |
10-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-080 |
118-102 |
0-022 |
0.1% |
118-047 |
| High |
118-158 |
118-155 |
-0-002 |
0.0% |
118-127 |
| Low |
118-078 |
118-085 |
0-007 |
0.0% |
118-010 |
| Close |
118-113 |
118-135 |
0-022 |
0.1% |
118-062 |
| Range |
0-080 |
0-070 |
-0-010 |
-12.5% |
0-117 |
| ATR |
0-075 |
0-074 |
0-000 |
-0.5% |
0-000 |
| Volume |
603,917 |
597,210 |
-6,707 |
-1.1% |
3,011,706 |
|
| Daily Pivots for day following 10-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-015 |
118-305 |
118-174 |
|
| R3 |
118-265 |
118-235 |
118-154 |
|
| R2 |
118-195 |
118-195 |
118-148 |
|
| R1 |
118-165 |
118-165 |
118-141 |
118-180 |
| PP |
118-125 |
118-125 |
118-125 |
118-133 |
| S1 |
118-095 |
118-095 |
118-129 |
118-110 |
| S2 |
118-055 |
118-055 |
118-122 |
|
| S3 |
117-305 |
118-025 |
118-116 |
|
| S4 |
117-235 |
117-275 |
118-096 |
|
|
| 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% |
0-068 |
0.2% |
82% |
False |
False |
548,033 |
| 10 |
118-158 |
117-302 |
0-175 |
0.5% |
0-066 |
0.2% |
87% |
False |
False |
572,445 |
| 20 |
118-158 |
117-247 |
0-230 |
0.6% |
0-071 |
0.2% |
90% |
False |
False |
609,294 |
| 40 |
118-182 |
117-133 |
1-050 |
1.0% |
0-076 |
0.2% |
87% |
False |
False |
646,113 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-078 |
0.2% |
74% |
False |
False |
672,928 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
78% |
False |
False |
506,810 |
| 100 |
118-247 |
116-282 |
1-285 |
1.6% |
0-073 |
0.2% |
81% |
False |
False |
405,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-133 |
|
2.618 |
119-018 |
|
1.618 |
118-268 |
|
1.000 |
118-225 |
|
0.618 |
118-198 |
|
HIGH |
118-155 |
|
0.618 |
118-128 |
|
0.500 |
118-120 |
|
0.382 |
118-112 |
|
LOW |
118-085 |
|
0.618 |
118-042 |
|
1.000 |
118-015 |
|
1.618 |
117-292 |
|
2.618 |
117-222 |
|
4.250 |
117-107 |
|
|
| Fisher Pivots for day following 10-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-130 |
118-122 |
| PP |
118-125 |
118-109 |
| S1 |
118-120 |
118-096 |
|