ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-170 |
118-193 |
0-022 |
0.1% |
118-195 |
| High |
118-205 |
118-195 |
-0-010 |
0.0% |
118-227 |
| Low |
118-150 |
118-135 |
-0-015 |
0.0% |
118-058 |
| Close |
118-195 |
118-142 |
-0-053 |
-0.1% |
118-173 |
| Range |
0-055 |
0-060 |
0-005 |
9.1% |
0-170 |
| ATR |
0-077 |
0-076 |
-0-001 |
-1.6% |
0-000 |
| Volume |
467,269 |
784,697 |
317,428 |
67.9% |
3,068,765 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-018 |
118-300 |
118-175 |
|
| R3 |
118-278 |
118-240 |
118-159 |
|
| R2 |
118-218 |
118-218 |
118-153 |
|
| R1 |
118-180 |
118-180 |
118-148 |
118-169 |
| PP |
118-158 |
118-158 |
118-158 |
118-152 |
| S1 |
118-120 |
118-120 |
118-137 |
118-109 |
| S2 |
118-098 |
118-098 |
118-131 |
|
| S3 |
118-038 |
118-060 |
118-126 |
|
| S4 |
117-298 |
118-000 |
118-109 |
|
|
| 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% |
0-077 |
0.2% |
50% |
False |
False |
632,946 |
| 10 |
118-227 |
118-058 |
0-170 |
0.4% |
0-078 |
0.2% |
50% |
False |
False |
622,102 |
| 20 |
118-227 |
117-265 |
0-282 |
0.7% |
0-074 |
0.2% |
70% |
False |
False |
629,052 |
| 40 |
118-227 |
117-133 |
1-095 |
1.1% |
0-078 |
0.2% |
80% |
False |
False |
651,522 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
76% |
False |
False |
675,286 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-077 |
0.2% |
79% |
False |
False |
569,427 |
| 100 |
118-247 |
116-310 |
1-257 |
1.5% |
0-080 |
0.2% |
82% |
False |
False |
455,685 |
| 120 |
118-247 |
116-002 |
2-245 |
2.3% |
0-067 |
0.2% |
88% |
False |
False |
379,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-130 |
|
2.618 |
119-032 |
|
1.618 |
118-292 |
|
1.000 |
118-255 |
|
0.618 |
118-232 |
|
HIGH |
118-195 |
|
0.618 |
118-172 |
|
0.500 |
118-165 |
|
0.382 |
118-158 |
|
LOW |
118-135 |
|
0.618 |
118-098 |
|
1.000 |
118-075 |
|
1.618 |
118-038 |
|
2.618 |
117-298 |
|
4.250 |
117-200 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-165 |
118-181 |
| PP |
118-158 |
118-168 |
| S1 |
118-150 |
118-155 |
|