ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 28-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2017 |
28-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-062 |
118-090 |
0-028 |
0.1% |
118-065 |
| High |
118-105 |
118-130 |
0-025 |
0.1% |
118-118 |
| Low |
118-042 |
118-078 |
0-035 |
0.1% |
118-040 |
| Close |
118-095 |
118-122 |
0-027 |
0.1% |
118-095 |
| Range |
0-062 |
0-053 |
-0-010 |
-16.0% |
0-078 |
| ATR |
0-070 |
0-069 |
-0-001 |
-1.8% |
0-000 |
| Volume |
1,218,242 |
1,186,873 |
-31,369 |
-2.6% |
2,919,429 |
|
| Daily Pivots for day following 28-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-268 |
118-248 |
118-151 |
|
| R3 |
118-215 |
118-195 |
118-137 |
|
| R2 |
118-163 |
118-163 |
118-132 |
|
| R1 |
118-143 |
118-143 |
118-127 |
118-153 |
| PP |
118-110 |
118-110 |
118-110 |
118-115 |
| S1 |
118-090 |
118-090 |
118-118 |
118-100 |
| S2 |
118-057 |
118-057 |
118-113 |
|
| S3 |
118-005 |
118-037 |
118-108 |
|
| S4 |
117-272 |
117-305 |
118-094 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-317 |
118-283 |
118-138 |
|
| R3 |
118-239 |
118-206 |
118-116 |
|
| R2 |
118-162 |
118-162 |
118-109 |
|
| R1 |
118-128 |
118-128 |
118-102 |
118-145 |
| PP |
118-084 |
118-084 |
118-084 |
118-093 |
| S1 |
118-051 |
118-051 |
118-088 |
118-068 |
| S2 |
118-007 |
118-007 |
118-081 |
|
| S3 |
117-249 |
117-293 |
118-074 |
|
| S4 |
117-172 |
117-216 |
118-052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-130 |
118-040 |
0-090 |
0.2% |
0-061 |
0.2% |
92% |
True |
False |
812,621 |
| 10 |
118-135 |
117-280 |
0-175 |
0.5% |
0-071 |
0.2% |
93% |
False |
False |
431,374 |
| 20 |
118-135 |
117-227 |
0-228 |
0.6% |
0-068 |
0.2% |
95% |
False |
False |
219,535 |
| 40 |
118-135 |
117-033 |
1-102 |
1.1% |
0-064 |
0.2% |
97% |
False |
False |
110,146 |
| 60 |
118-135 |
117-033 |
1-102 |
1.1% |
0-043 |
0.1% |
97% |
False |
False |
73,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-033 |
|
2.618 |
118-267 |
|
1.618 |
118-215 |
|
1.000 |
118-183 |
|
0.618 |
118-162 |
|
HIGH |
118-130 |
|
0.618 |
118-110 |
|
0.500 |
118-104 |
|
0.382 |
118-098 |
|
LOW |
118-078 |
|
0.618 |
118-045 |
|
1.000 |
118-025 |
|
1.618 |
117-313 |
|
2.618 |
117-260 |
|
4.250 |
117-174 |
|
|
| Fisher Pivots for day following 28-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-116 |
118-110 |
| PP |
118-110 |
118-098 |
| S1 |
118-104 |
118-086 |
|