ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-180 |
118-220 |
0-040 |
0.1% |
118-170 |
| High |
118-218 |
118-318 |
0-100 |
0.3% |
118-205 |
| Low |
118-165 |
118-218 |
0-053 |
0.1% |
118-133 |
| Close |
118-210 |
118-250 |
0-040 |
0.1% |
118-182 |
| Range |
0-053 |
0-100 |
0-047 |
90.4% |
0-072 |
| ATR |
0-072 |
0-074 |
0-003 |
3.6% |
0-000 |
| Volume |
1,438,545 |
1,369,234 |
-69,311 |
-4.8% |
5,269,752 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-242 |
119-186 |
118-305 |
|
| R3 |
119-142 |
119-086 |
118-278 |
|
| R2 |
119-042 |
119-042 |
118-268 |
|
| R1 |
118-306 |
118-306 |
118-259 |
119-014 |
| PP |
118-262 |
118-262 |
118-262 |
118-276 |
| S1 |
118-206 |
118-206 |
118-241 |
118-234 |
| S2 |
118-162 |
118-162 |
118-232 |
|
| S3 |
118-062 |
118-106 |
118-223 |
|
| S4 |
117-282 |
118-006 |
118-195 |
|
|
| 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 |
118-318 |
118-133 |
0-185 |
0.5% |
0-067 |
0.2% |
64% |
True |
False |
1,365,113 |
| 10 |
118-318 |
118-058 |
0-260 |
0.7% |
0-072 |
0.2% |
74% |
True |
False |
999,029 |
| 20 |
118-318 |
118-035 |
0-282 |
0.7% |
0-072 |
0.2% |
76% |
True |
False |
787,794 |
| 40 |
118-318 |
117-133 |
1-185 |
1.3% |
0-074 |
0.2% |
87% |
True |
False |
717,930 |
| 60 |
118-318 |
117-133 |
1-185 |
1.3% |
0-077 |
0.2% |
87% |
True |
False |
716,492 |
| 80 |
118-318 |
117-067 |
1-250 |
1.5% |
0-076 |
0.2% |
88% |
True |
False |
654,559 |
| 100 |
118-318 |
117-053 |
1-265 |
1.5% |
0-080 |
0.2% |
88% |
True |
False |
523,940 |
| 120 |
118-318 |
116-002 |
2-315 |
2.5% |
0-070 |
0.2% |
93% |
True |
False |
436,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-103 |
|
2.618 |
119-259 |
|
1.618 |
119-159 |
|
1.000 |
119-098 |
|
0.618 |
119-059 |
|
HIGH |
118-318 |
|
0.618 |
118-279 |
|
0.500 |
118-268 |
|
0.382 |
118-256 |
|
LOW |
118-218 |
|
0.618 |
118-156 |
|
1.000 |
118-118 |
|
1.618 |
118-056 |
|
2.618 |
117-276 |
|
4.250 |
117-113 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-268 |
118-242 |
| PP |
118-262 |
118-234 |
| S1 |
118-256 |
118-226 |
|