ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 24-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2017 |
24-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-142 |
118-202 |
0-060 |
0.2% |
118-195 |
| High |
118-205 |
118-205 |
0-000 |
0.0% |
118-227 |
| Low |
118-133 |
118-153 |
0-020 |
0.1% |
118-058 |
| Close |
118-200 |
118-158 |
-0-042 |
-0.1% |
118-173 |
| Range |
0-072 |
0-052 |
-0-020 |
-27.6% |
0-170 |
| ATR |
0-076 |
0-074 |
-0-002 |
-2.2% |
0-000 |
| Volume |
987,250 |
1,380,958 |
393,708 |
39.9% |
3,068,765 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-009 |
118-296 |
118-186 |
|
| R3 |
118-277 |
118-243 |
118-172 |
|
| R2 |
118-224 |
118-224 |
118-167 |
|
| R1 |
118-191 |
118-191 |
118-162 |
118-181 |
| PP |
118-172 |
118-172 |
118-172 |
118-167 |
| S1 |
118-138 |
118-138 |
118-153 |
118-129 |
| S2 |
118-119 |
118-119 |
118-148 |
|
| S3 |
118-067 |
118-086 |
118-143 |
|
| S4 |
118-014 |
118-033 |
118-129 |
|
|
| 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 |
118-133 |
0-095 |
0.3% |
0-065 |
0.2% |
26% |
False |
False |
853,781 |
| 10 |
118-227 |
118-058 |
0-170 |
0.4% |
0-076 |
0.2% |
59% |
False |
False |
738,810 |
| 20 |
118-227 |
117-302 |
0-245 |
0.6% |
0-071 |
0.2% |
71% |
False |
False |
655,627 |
| 40 |
118-227 |
117-133 |
1-095 |
1.1% |
0-077 |
0.2% |
83% |
False |
False |
664,126 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
79% |
False |
False |
678,906 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-076 |
0.2% |
82% |
False |
False |
599,010 |
| 100 |
118-247 |
117-053 |
1-195 |
1.4% |
0-080 |
0.2% |
83% |
False |
False |
479,367 |
| 120 |
118-247 |
116-002 |
2-245 |
2.3% |
0-068 |
0.2% |
90% |
False |
False |
399,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-108 |
|
2.618 |
119-022 |
|
1.618 |
118-290 |
|
1.000 |
118-257 |
|
0.618 |
118-237 |
|
HIGH |
118-205 |
|
0.618 |
118-185 |
|
0.500 |
118-179 |
|
0.382 |
118-173 |
|
LOW |
118-153 |
|
0.618 |
118-120 |
|
1.000 |
118-100 |
|
1.618 |
118-068 |
|
2.618 |
118-015 |
|
4.250 |
117-249 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-179 |
118-169 |
| PP |
118-172 |
118-165 |
| S1 |
118-165 |
118-161 |
|