ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 18-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2017 |
18-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-138 |
118-185 |
0-047 |
0.1% |
118-195 |
| High |
118-193 |
118-227 |
0-035 |
0.1% |
118-227 |
| Low |
118-105 |
118-142 |
0-038 |
0.1% |
118-058 |
| Close |
118-173 |
118-173 |
0-000 |
0.0% |
118-173 |
| Range |
0-088 |
0-085 |
-0-003 |
-2.9% |
0-170 |
| ATR |
0-079 |
0-079 |
0-000 |
0.6% |
0-000 |
| Volume |
591,014 |
648,733 |
57,719 |
9.8% |
3,068,765 |
|
| Daily Pivots for day following 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-116 |
119-069 |
118-219 |
|
| R3 |
119-031 |
118-304 |
118-196 |
|
| R2 |
118-266 |
118-266 |
118-188 |
|
| R1 |
118-219 |
118-219 |
118-180 |
118-200 |
| PP |
118-181 |
118-181 |
118-181 |
118-171 |
| S1 |
118-134 |
118-134 |
118-165 |
118-115 |
| S2 |
118-096 |
118-096 |
118-157 |
|
| S3 |
118-011 |
118-049 |
118-149 |
|
| S4 |
117-246 |
117-284 |
118-126 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-022 |
119-267 |
118-266 |
|
| R3 |
119-172 |
119-097 |
118-219 |
|
| R2 |
119-002 |
119-002 |
118-204 |
|
| R1 |
118-247 |
118-247 |
118-188 |
118-200 |
| PP |
118-153 |
118-153 |
118-153 |
118-129 |
| S1 |
118-078 |
118-078 |
118-157 |
118-030 |
| S2 |
117-303 |
117-303 |
118-141 |
|
| S3 |
117-133 |
117-228 |
118-126 |
|
| S4 |
116-283 |
117-058 |
118-079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-227 |
118-058 |
0-170 |
0.4% |
0-087 |
0.2% |
68% |
True |
False |
613,753 |
| 10 |
118-227 |
118-035 |
0-192 |
0.5% |
0-078 |
0.2% |
71% |
True |
False |
586,360 |
| 20 |
118-227 |
117-265 |
0-282 |
0.7% |
0-077 |
0.2% |
81% |
True |
False |
622,950 |
| 40 |
118-227 |
117-133 |
1-095 |
1.1% |
0-078 |
0.2% |
87% |
True |
False |
643,084 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
83% |
False |
False |
695,747 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
85% |
False |
False |
553,812 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-079 |
0.2% |
87% |
False |
False |
443,166 |
| 120 |
118-247 |
116-002 |
2-245 |
2.3% |
0-066 |
0.2% |
92% |
False |
False |
369,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-269 |
|
2.618 |
119-130 |
|
1.618 |
119-045 |
|
1.000 |
118-312 |
|
0.618 |
118-280 |
|
HIGH |
118-227 |
|
0.618 |
118-195 |
|
0.500 |
118-185 |
|
0.382 |
118-175 |
|
LOW |
118-142 |
|
0.618 |
118-090 |
|
1.000 |
118-058 |
|
1.618 |
118-005 |
|
2.618 |
117-240 |
|
4.250 |
117-101 |
|
|
| Fisher Pivots for day following 18-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-185 |
118-163 |
| PP |
118-181 |
118-153 |
| S1 |
118-177 |
118-142 |
|