ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 31-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-178 |
118-147 |
-0-030 |
-0.1% |
118-065 |
| High |
118-178 |
118-167 |
-0-010 |
0.0% |
118-118 |
| Low |
118-118 |
118-115 |
-0-002 |
0.0% |
118-040 |
| Close |
118-138 |
118-160 |
0-022 |
0.1% |
118-095 |
| Range |
0-060 |
0-052 |
-0-008 |
-12.5% |
0-078 |
| ATR |
0-071 |
0-070 |
-0-001 |
-1.9% |
0-000 |
| Volume |
829,533 |
785,514 |
-44,019 |
-5.3% |
2,919,429 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-305 |
118-285 |
118-189 |
|
| R3 |
118-252 |
118-232 |
118-174 |
|
| R2 |
118-200 |
118-200 |
118-170 |
|
| R1 |
118-180 |
118-180 |
118-165 |
118-190 |
| PP |
118-147 |
118-147 |
118-147 |
118-152 |
| S1 |
118-128 |
118-128 |
118-155 |
118-138 |
| S2 |
118-095 |
118-095 |
118-150 |
|
| S3 |
118-043 |
118-075 |
118-146 |
|
| S4 |
117-310 |
118-023 |
118-131 |
|
|
| 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% |
62% |
False |
False |
1,039,199 |
| 10 |
118-233 |
118-040 |
0-193 |
0.5% |
0-066 |
0.2% |
62% |
False |
False |
696,659 |
| 20 |
118-233 |
117-250 |
0-302 |
0.8% |
0-068 |
0.2% |
76% |
False |
False |
358,433 |
| 40 |
118-233 |
117-035 |
1-198 |
1.4% |
0-066 |
0.2% |
86% |
False |
False |
179,831 |
| 60 |
118-233 |
117-033 |
1-200 |
1.4% |
0-047 |
0.1% |
86% |
False |
False |
119,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-071 |
|
2.618 |
118-305 |
|
1.618 |
118-252 |
|
1.000 |
118-220 |
|
0.618 |
118-200 |
|
HIGH |
118-167 |
|
0.618 |
118-147 |
|
0.500 |
118-141 |
|
0.382 |
118-135 |
|
LOW |
118-115 |
|
0.618 |
118-083 |
|
1.000 |
118-063 |
|
1.618 |
118-030 |
|
2.618 |
117-298 |
|
4.250 |
117-212 |
|
|
| Fisher Pivots for day following 31-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-154 |
118-174 |
| PP |
118-147 |
118-169 |
| S1 |
118-141 |
118-165 |
|