ECBOT 5 Year T-Note Future December 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 |
118-053 |
118-115 |
0-062 |
0.2% |
118-082 |
| High |
118-118 |
118-115 |
-0-002 |
0.0% |
118-135 |
| Low |
118-040 |
118-062 |
0-022 |
0.1% |
117-280 |
| Close |
118-113 |
118-070 |
-0-042 |
-0.1% |
118-080 |
| Range |
0-078 |
0-053 |
-0-025 |
-32.2% |
0-175 |
| ATR |
0-072 |
0-071 |
-0-001 |
-2.0% |
0-000 |
| Volume |
462,093 |
890,694 |
428,601 |
92.8% |
236,387 |
|
| Daily Pivots for day following 24-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-240 |
118-208 |
118-099 |
|
| R3 |
118-188 |
118-155 |
118-084 |
|
| R2 |
118-135 |
118-135 |
118-080 |
|
| R1 |
118-103 |
118-103 |
118-075 |
118-093 |
| PP |
118-083 |
118-083 |
118-083 |
118-078 |
| S1 |
118-050 |
118-050 |
118-065 |
118-040 |
| S2 |
118-030 |
118-030 |
118-060 |
|
| S3 |
117-297 |
117-317 |
118-056 |
|
| S4 |
117-245 |
117-265 |
118-041 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-187 |
118-176 |
|
| R3 |
119-088 |
119-012 |
118-128 |
|
| R2 |
118-233 |
118-233 |
118-112 |
|
| R1 |
118-157 |
118-157 |
118-096 |
118-108 |
| PP |
118-058 |
118-058 |
118-058 |
118-034 |
| S1 |
117-302 |
117-302 |
118-064 |
117-252 |
| S2 |
117-203 |
117-203 |
118-048 |
|
| S3 |
117-028 |
117-127 |
118-032 |
|
| S4 |
116-173 |
116-272 |
117-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-135 |
118-040 |
0-095 |
0.3% |
0-067 |
0.2% |
32% |
False |
False |
354,118 |
| 10 |
118-135 |
117-280 |
0-175 |
0.5% |
0-071 |
0.2% |
63% |
False |
False |
195,462 |
| 20 |
118-135 |
117-195 |
0-260 |
0.7% |
0-067 |
0.2% |
75% |
False |
False |
99,312 |
| 40 |
118-135 |
117-033 |
1-102 |
1.1% |
0-062 |
0.2% |
85% |
False |
False |
50,018 |
| 60 |
118-135 |
117-033 |
1-102 |
1.1% |
0-041 |
0.1% |
85% |
False |
False |
33,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-018 |
|
2.618 |
118-252 |
|
1.618 |
118-200 |
|
1.000 |
118-168 |
|
0.618 |
118-147 |
|
HIGH |
118-115 |
|
0.618 |
118-095 |
|
0.500 |
118-089 |
|
0.382 |
118-083 |
|
LOW |
118-062 |
|
0.618 |
118-030 |
|
1.000 |
118-010 |
|
1.618 |
117-298 |
|
2.618 |
117-245 |
|
4.250 |
117-159 |
|
|
| Fisher Pivots for day following 24-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-089 |
118-079 |
| PP |
118-083 |
118-076 |
| S1 |
118-076 |
118-073 |
|