ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-202 |
118-155 |
-0-047 |
-0.1% |
118-170 |
| High |
118-205 |
118-193 |
-0-012 |
0.0% |
118-205 |
| Low |
118-153 |
118-135 |
-0-018 |
0.0% |
118-133 |
| Close |
118-158 |
118-182 |
0-025 |
0.1% |
118-182 |
| Range |
0-052 |
0-058 |
0-005 |
9.6% |
0-072 |
| ATR |
0-074 |
0-073 |
-0-001 |
-1.6% |
0-000 |
| Volume |
1,380,958 |
1,649,578 |
268,620 |
19.5% |
5,269,752 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-023 |
119-000 |
118-214 |
|
| R3 |
118-285 |
118-263 |
118-198 |
|
| R2 |
118-228 |
118-228 |
118-193 |
|
| R1 |
118-205 |
118-205 |
118-188 |
118-216 |
| PP |
118-170 |
118-170 |
118-170 |
118-176 |
| S1 |
118-147 |
118-147 |
118-177 |
118-159 |
| S2 |
118-113 |
118-113 |
118-172 |
|
| S3 |
118-055 |
118-090 |
118-167 |
|
| S4 |
117-317 |
118-032 |
118-151 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-071 |
119-039 |
118-222 |
|
| R3 |
118-318 |
118-287 |
118-202 |
|
| R2 |
118-246 |
118-246 |
118-196 |
|
| R1 |
118-214 |
118-214 |
118-189 |
118-230 |
| PP |
118-173 |
118-173 |
118-173 |
118-181 |
| S1 |
118-142 |
118-142 |
118-176 |
118-158 |
| S2 |
118-101 |
118-101 |
118-169 |
|
| S3 |
118-028 |
118-069 |
118-163 |
|
| S4 |
117-276 |
117-317 |
118-143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-205 |
118-133 |
0-072 |
0.2% |
0-059 |
0.2% |
69% |
False |
False |
1,053,950 |
| 10 |
118-227 |
118-058 |
0-170 |
0.4% |
0-073 |
0.2% |
74% |
False |
False |
833,851 |
| 20 |
118-227 |
118-010 |
0-217 |
0.6% |
0-070 |
0.2% |
79% |
False |
False |
707,253 |
| 40 |
118-227 |
117-133 |
1-095 |
1.1% |
0-075 |
0.2% |
89% |
False |
False |
683,604 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
85% |
False |
False |
694,119 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-076 |
0.2% |
87% |
False |
False |
619,523 |
| 100 |
118-247 |
117-053 |
1-195 |
1.4% |
0-080 |
0.2% |
87% |
False |
False |
495,863 |
| 120 |
118-247 |
116-002 |
2-245 |
2.3% |
0-068 |
0.2% |
93% |
False |
False |
413,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-117 |
|
2.618 |
119-023 |
|
1.618 |
118-286 |
|
1.000 |
118-250 |
|
0.618 |
118-228 |
|
HIGH |
118-193 |
|
0.618 |
118-171 |
|
0.500 |
118-164 |
|
0.382 |
118-157 |
|
LOW |
118-135 |
|
0.618 |
118-099 |
|
1.000 |
118-078 |
|
1.618 |
118-042 |
|
2.618 |
117-304 |
|
4.250 |
117-211 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-176 |
118-178 |
| PP |
118-170 |
118-173 |
| S1 |
118-164 |
118-169 |
|