ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 30-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2017 |
30-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-220 |
118-253 |
0-033 |
0.1% |
118-170 |
| High |
118-318 |
118-260 |
-0-058 |
-0.2% |
118-205 |
| Low |
118-218 |
118-205 |
-0-013 |
0.0% |
118-133 |
| Close |
118-250 |
118-225 |
-0-025 |
-0.1% |
118-182 |
| Range |
0-100 |
0-055 |
-0-045 |
-45.0% |
0-072 |
| ATR |
0-074 |
0-073 |
-0-001 |
-1.8% |
0-000 |
| Volume |
1,369,234 |
756,153 |
-613,081 |
-44.8% |
5,269,752 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-075 |
119-045 |
118-255 |
|
| R3 |
119-020 |
118-310 |
118-240 |
|
| R2 |
118-285 |
118-285 |
118-235 |
|
| R1 |
118-255 |
118-255 |
118-230 |
118-242 |
| PP |
118-230 |
118-230 |
118-230 |
118-224 |
| S1 |
118-200 |
118-200 |
118-220 |
118-187 |
| S2 |
118-175 |
118-175 |
118-215 |
|
| S3 |
118-120 |
118-145 |
118-210 |
|
| S4 |
118-065 |
118-090 |
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 |
118-135 |
0-182 |
0.5% |
0-064 |
0.2% |
49% |
False |
False |
1,318,893 |
| 10 |
118-318 |
118-105 |
0-213 |
0.6% |
0-068 |
0.2% |
56% |
False |
False |
1,007,343 |
| 20 |
118-318 |
118-035 |
0-282 |
0.7% |
0-072 |
0.2% |
67% |
False |
False |
793,878 |
| 40 |
118-318 |
117-133 |
1-185 |
1.3% |
0-073 |
0.2% |
82% |
False |
False |
715,895 |
| 60 |
118-318 |
117-133 |
1-185 |
1.3% |
0-076 |
0.2% |
82% |
False |
False |
717,573 |
| 80 |
118-318 |
117-067 |
1-250 |
1.5% |
0-076 |
0.2% |
84% |
False |
False |
663,920 |
| 100 |
118-318 |
117-053 |
1-265 |
1.5% |
0-079 |
0.2% |
84% |
False |
False |
531,501 |
| 120 |
118-318 |
116-002 |
2-315 |
2.5% |
0-070 |
0.2% |
90% |
False |
False |
442,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-174 |
|
2.618 |
119-084 |
|
1.618 |
119-029 |
|
1.000 |
118-315 |
|
0.618 |
118-294 |
|
HIGH |
118-260 |
|
0.618 |
118-239 |
|
0.500 |
118-232 |
|
0.382 |
118-226 |
|
LOW |
118-205 |
|
0.618 |
118-171 |
|
1.000 |
118-150 |
|
1.618 |
118-116 |
|
2.618 |
118-061 |
|
4.250 |
117-291 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-232 |
118-241 |
| PP |
118-230 |
118-236 |
| S1 |
118-227 |
118-230 |
|