ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 17-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2017 |
17-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-078 |
118-138 |
0-060 |
0.2% |
118-070 |
| High |
118-158 |
118-193 |
0-035 |
0.1% |
118-220 |
| Low |
118-058 |
118-105 |
0-047 |
0.1% |
118-035 |
| Close |
118-145 |
118-173 |
0-028 |
0.1% |
118-207 |
| Range |
0-100 |
0-088 |
-0-012 |
-12.5% |
0-185 |
| ATR |
0-078 |
0-079 |
0-001 |
0.9% |
0-000 |
| Volume |
673,019 |
591,014 |
-82,005 |
-12.2% |
2,794,840 |
|
| Daily Pivots for day following 17-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-099 |
119-063 |
118-221 |
|
| R3 |
119-012 |
118-296 |
118-197 |
|
| R2 |
118-244 |
118-244 |
118-189 |
|
| R1 |
118-208 |
118-208 |
118-181 |
118-226 |
| PP |
118-157 |
118-157 |
118-157 |
118-166 |
| S1 |
118-121 |
118-121 |
118-164 |
118-139 |
| S2 |
118-069 |
118-069 |
118-156 |
|
| S3 |
117-302 |
118-033 |
118-148 |
|
| S4 |
117-214 |
117-266 |
118-124 |
|
|
| 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 |
118-058 |
0-162 |
0.4% |
0-087 |
0.2% |
71% |
False |
False |
623,838 |
| 10 |
118-220 |
118-035 |
0-185 |
0.5% |
0-078 |
0.2% |
74% |
False |
False |
585,936 |
| 20 |
118-220 |
117-265 |
0-275 |
0.7% |
0-076 |
0.2% |
83% |
False |
False |
615,432 |
| 40 |
118-220 |
117-133 |
1-087 |
1.1% |
0-077 |
0.2% |
88% |
False |
False |
639,052 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
83% |
False |
False |
698,882 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
85% |
False |
False |
545,718 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-078 |
0.2% |
87% |
False |
False |
436,678 |
| 120 |
118-247 |
116-002 |
2-245 |
2.3% |
0-065 |
0.2% |
92% |
False |
False |
363,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-244 |
|
2.618 |
119-102 |
|
1.618 |
119-014 |
|
1.000 |
118-280 |
|
0.618 |
118-247 |
|
HIGH |
118-193 |
|
0.618 |
118-159 |
|
0.500 |
118-149 |
|
0.382 |
118-138 |
|
LOW |
118-105 |
|
0.618 |
118-051 |
|
1.000 |
118-017 |
|
1.618 |
117-283 |
|
2.618 |
117-196 |
|
4.250 |
117-053 |
|
|
| Fisher Pivots for day following 17-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-157 |
| PP |
118-157 |
118-141 |
| S1 |
118-149 |
118-125 |
|