ECBOT 5 Year T-Note Future December 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 |
118-130 |
118-178 |
0-047 |
0.1% |
118-065 |
| High |
118-233 |
118-178 |
-0-055 |
-0.1% |
118-118 |
| Low |
118-130 |
118-118 |
-0-013 |
0.0% |
118-040 |
| Close |
118-165 |
118-138 |
-0-027 |
-0.1% |
118-095 |
| Range |
0-102 |
0-060 |
-0-042 |
-41.5% |
0-078 |
| ATR |
0-072 |
0-071 |
-0-001 |
-1.2% |
0-000 |
| Volume |
1,175,837 |
829,533 |
-346,304 |
-29.5% |
2,919,429 |
|
| Daily Pivots for day following 30-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-004 |
118-291 |
118-171 |
|
| R3 |
118-264 |
118-231 |
118-154 |
|
| R2 |
118-204 |
118-204 |
118-149 |
|
| R1 |
118-171 |
118-171 |
118-143 |
118-158 |
| PP |
118-144 |
118-144 |
118-144 |
118-138 |
| S1 |
118-111 |
118-111 |
118-132 |
118-098 |
| S2 |
118-084 |
118-084 |
118-127 |
|
| S3 |
118-024 |
118-051 |
118-121 |
|
| S4 |
117-284 |
117-311 |
118-105 |
|
|
| 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 |
118-233 |
118-042 |
0-190 |
0.5% |
0-066 |
0.2% |
50% |
False |
False |
1,060,235 |
| 10 |
118-233 |
118-007 |
0-225 |
0.6% |
0-070 |
0.2% |
58% |
False |
False |
621,677 |
| 20 |
118-233 |
117-250 |
0-302 |
0.8% |
0-069 |
0.2% |
69% |
False |
False |
319,458 |
| 40 |
118-233 |
117-033 |
1-200 |
1.4% |
0-066 |
0.2% |
82% |
False |
False |
160,207 |
| 60 |
118-233 |
117-033 |
1-200 |
1.4% |
0-046 |
0.1% |
82% |
False |
False |
106,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-113 |
|
2.618 |
119-015 |
|
1.618 |
118-275 |
|
1.000 |
118-238 |
|
0.618 |
118-215 |
|
HIGH |
118-178 |
|
0.618 |
118-155 |
|
0.500 |
118-148 |
|
0.382 |
118-140 |
|
LOW |
118-118 |
|
0.618 |
118-080 |
|
1.000 |
118-058 |
|
1.618 |
118-020 |
|
2.618 |
117-280 |
|
4.250 |
117-183 |
|
|
| Fisher Pivots for day following 30-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-148 |
118-155 |
| PP |
118-144 |
118-149 |
| S1 |
118-141 |
118-143 |
|