ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 21-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2017 |
21-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-185 |
118-170 |
-0-015 |
0.0% |
118-195 |
| High |
118-227 |
118-205 |
-0-022 |
-0.1% |
118-227 |
| Low |
118-142 |
118-150 |
0-008 |
0.0% |
118-058 |
| Close |
118-173 |
118-195 |
0-022 |
0.1% |
118-173 |
| Range |
0-085 |
0-055 |
-0-030 |
-35.3% |
0-170 |
| ATR |
0-079 |
0-077 |
-0-002 |
-2.2% |
0-000 |
| Volume |
648,733 |
467,269 |
-181,464 |
-28.0% |
3,068,765 |
|
| Daily Pivots for day following 21-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-028 |
119-007 |
118-225 |
|
| R3 |
118-293 |
118-272 |
118-210 |
|
| R2 |
118-238 |
118-238 |
118-205 |
|
| R1 |
118-217 |
118-217 |
118-200 |
118-227 |
| PP |
118-183 |
118-183 |
118-183 |
118-189 |
| S1 |
118-162 |
118-162 |
118-190 |
118-173 |
| S2 |
118-128 |
118-128 |
118-185 |
|
| S3 |
118-073 |
118-107 |
118-180 |
|
| S4 |
118-018 |
118-052 |
118-165 |
|
|
| 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% |
0-085 |
0.2% |
81% |
False |
False |
600,758 |
| 10 |
118-227 |
118-035 |
0-192 |
0.5% |
0-078 |
0.2% |
83% |
False |
False |
591,268 |
| 20 |
118-227 |
117-265 |
0-282 |
0.7% |
0-077 |
0.2% |
89% |
False |
False |
626,186 |
| 40 |
118-227 |
117-133 |
1-095 |
1.1% |
0-078 |
0.2% |
92% |
False |
False |
644,505 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
88% |
False |
False |
678,993 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
90% |
False |
False |
559,629 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-079 |
0.2% |
91% |
False |
False |
447,838 |
| 120 |
118-247 |
116-002 |
2-245 |
2.3% |
0-066 |
0.2% |
94% |
False |
False |
373,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-119 |
|
2.618 |
119-029 |
|
1.618 |
118-294 |
|
1.000 |
118-260 |
|
0.618 |
118-239 |
|
HIGH |
118-205 |
|
0.618 |
118-184 |
|
0.500 |
118-178 |
|
0.382 |
118-171 |
|
LOW |
118-150 |
|
0.618 |
118-116 |
|
1.000 |
118-095 |
|
1.618 |
118-061 |
|
2.618 |
118-006 |
|
4.250 |
117-236 |
|
|
| Fisher Pivots for day following 21-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-189 |
118-185 |
| PP |
118-183 |
118-176 |
| S1 |
118-178 |
118-166 |
|