ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 15-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2017 |
15-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-162 |
-0-033 |
-0.1% |
118-070 |
| High |
118-202 |
118-162 |
-0-040 |
-0.1% |
118-220 |
| Low |
118-140 |
118-062 |
-0-078 |
-0.2% |
118-035 |
| Close |
118-160 |
118-085 |
-0-075 |
-0.2% |
118-207 |
| Range |
0-062 |
0-100 |
0-038 |
60.0% |
0-185 |
| ATR |
0-075 |
0-076 |
0-002 |
2.4% |
0-000 |
| Volume |
532,242 |
623,757 |
91,515 |
17.2% |
2,794,840 |
|
| Daily Pivots for day following 15-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-083 |
119-024 |
118-140 |
|
| R3 |
118-303 |
118-244 |
118-112 |
|
| R2 |
118-203 |
118-203 |
118-103 |
|
| R1 |
118-144 |
118-144 |
118-094 |
118-124 |
| PP |
118-103 |
118-103 |
118-103 |
118-093 |
| S1 |
118-044 |
118-044 |
118-076 |
118-024 |
| S2 |
118-003 |
118-003 |
118-067 |
|
| S3 |
117-223 |
117-264 |
118-057 |
|
| S4 |
117-123 |
117-164 |
118-030 |
|
|
| 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 |
118-062 |
0-158 |
0.4% |
0-080 |
0.2% |
14% |
False |
True |
611,257 |
| 10 |
118-220 |
118-035 |
0-185 |
0.5% |
0-071 |
0.2% |
27% |
False |
False |
576,559 |
| 20 |
118-220 |
117-265 |
0-275 |
0.7% |
0-071 |
0.2% |
51% |
False |
False |
606,764 |
| 40 |
118-220 |
117-133 |
1-087 |
1.1% |
0-075 |
0.2% |
67% |
False |
False |
639,446 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-076 |
0.2% |
63% |
False |
False |
699,029 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
68% |
False |
False |
529,946 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-076 |
0.2% |
73% |
False |
False |
424,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-267 |
|
2.618 |
119-104 |
|
1.618 |
119-004 |
|
1.000 |
118-262 |
|
0.618 |
118-224 |
|
HIGH |
118-162 |
|
0.618 |
118-124 |
|
0.500 |
118-112 |
|
0.382 |
118-101 |
|
LOW |
118-062 |
|
0.618 |
118-001 |
|
1.000 |
117-282 |
|
1.618 |
117-221 |
|
2.618 |
117-121 |
|
4.250 |
116-277 |
|
|
| Fisher Pivots for day following 15-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-112 |
118-141 |
| PP |
118-103 |
118-122 |
| S1 |
118-094 |
118-104 |
|