ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 14-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2017 |
14-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-150 |
118-195 |
0-045 |
0.1% |
118-070 |
| High |
118-220 |
118-202 |
-0-018 |
0.0% |
118-220 |
| Low |
118-135 |
118-140 |
0-005 |
0.0% |
118-035 |
| Close |
118-207 |
118-160 |
-0-047 |
-0.1% |
118-207 |
| Range |
0-085 |
0-062 |
-0-022 |
-26.5% |
0-185 |
| ATR |
0-075 |
0-075 |
-0-001 |
-0.7% |
0-000 |
| Volume |
699,162 |
532,242 |
-166,920 |
-23.9% |
2,794,840 |
|
| Daily Pivots for day following 14-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-035 |
119-000 |
118-194 |
|
| R3 |
118-292 |
118-257 |
118-177 |
|
| R2 |
118-230 |
118-230 |
118-171 |
|
| R1 |
118-195 |
118-195 |
118-166 |
118-181 |
| PP |
118-167 |
118-167 |
118-167 |
118-161 |
| S1 |
118-133 |
118-133 |
118-154 |
118-119 |
| S2 |
118-105 |
118-105 |
118-149 |
|
| S3 |
118-043 |
118-070 |
118-143 |
|
| S4 |
117-300 |
118-008 |
118-126 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-069 |
120-003 |
118-309 |
|
| R3 |
119-204 |
119-138 |
118-258 |
|
| R2 |
119-019 |
119-019 |
118-241 |
|
| R1 |
118-273 |
118-273 |
118-224 |
118-306 |
| PP |
118-154 |
118-154 |
118-154 |
118-171 |
| S1 |
118-088 |
118-088 |
118-191 |
118-121 |
| S2 |
117-289 |
117-289 |
118-174 |
|
| S3 |
117-104 |
117-223 |
118-157 |
|
| S4 |
116-239 |
117-038 |
118-106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-220 |
118-035 |
0-185 |
0.5% |
0-070 |
0.2% |
68% |
False |
False |
581,778 |
| 10 |
118-220 |
118-010 |
0-210 |
0.6% |
0-070 |
0.2% |
71% |
False |
False |
579,119 |
| 20 |
118-220 |
117-265 |
0-275 |
0.7% |
0-070 |
0.2% |
78% |
False |
False |
610,600 |
| 40 |
118-220 |
117-133 |
1-087 |
1.1% |
0-075 |
0.2% |
85% |
False |
False |
641,289 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-076 |
0.2% |
80% |
False |
False |
690,459 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
83% |
False |
False |
522,172 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-075 |
0.2% |
85% |
False |
False |
417,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-148 |
|
2.618 |
119-046 |
|
1.618 |
118-304 |
|
1.000 |
118-265 |
|
0.618 |
118-241 |
|
HIGH |
118-202 |
|
0.618 |
118-179 |
|
0.500 |
118-171 |
|
0.382 |
118-164 |
|
LOW |
118-140 |
|
0.618 |
118-101 |
|
1.000 |
118-078 |
|
1.618 |
118-039 |
|
2.618 |
117-296 |
|
4.250 |
117-194 |
|
|
| Fisher Pivots for day following 14-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-171 |
118-157 |
| PP |
118-167 |
118-155 |
| S1 |
118-164 |
118-152 |
|