ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 11-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2017 |
11-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-102 |
118-150 |
0-048 |
0.1% |
118-070 |
| High |
118-155 |
118-220 |
0-065 |
0.2% |
118-220 |
| Low |
118-085 |
118-135 |
0-050 |
0.1% |
118-035 |
| Close |
118-135 |
118-207 |
0-072 |
0.2% |
118-207 |
| Range |
0-070 |
0-085 |
0-015 |
21.4% |
0-185 |
| ATR |
0-074 |
0-075 |
0-001 |
1.0% |
0-000 |
| Volume |
597,210 |
699,162 |
101,952 |
17.1% |
2,794,840 |
|
| Daily Pivots for day following 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-122 |
119-090 |
118-254 |
|
| R3 |
119-037 |
119-005 |
118-231 |
|
| R2 |
118-272 |
118-272 |
118-223 |
|
| R1 |
118-240 |
118-240 |
118-215 |
118-256 |
| PP |
118-187 |
118-187 |
118-187 |
118-196 |
| S1 |
118-155 |
118-155 |
118-200 |
118-171 |
| S2 |
118-103 |
118-103 |
118-192 |
|
| S3 |
118-018 |
118-070 |
118-184 |
|
| S4 |
117-253 |
117-305 |
118-161 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-069 |
120-003 |
118-309 |
|
| R3 |
119-204 |
119-138 |
118-258 |
|
| R2 |
119-019 |
119-019 |
118-241 |
|
| R1 |
118-273 |
118-273 |
118-224 |
118-306 |
| PP |
118-154 |
118-154 |
118-154 |
118-171 |
| S1 |
118-088 |
118-088 |
118-191 |
118-121 |
| S2 |
117-289 |
117-289 |
118-174 |
|
| S3 |
117-104 |
117-223 |
118-157 |
|
| S4 |
116-239 |
117-038 |
118-106 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-220 |
118-035 |
0-185 |
0.5% |
0-068 |
0.2% |
93% |
True |
False |
558,968 |
| 10 |
118-220 |
118-010 |
0-210 |
0.6% |
0-067 |
0.2% |
94% |
True |
False |
580,654 |
| 20 |
118-220 |
117-265 |
0-275 |
0.7% |
0-069 |
0.2% |
95% |
True |
False |
605,030 |
| 40 |
118-220 |
117-133 |
1-087 |
1.1% |
0-076 |
0.2% |
97% |
True |
False |
643,419 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-076 |
0.2% |
91% |
False |
False |
683,238 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
92% |
False |
False |
515,525 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-074 |
0.2% |
93% |
False |
False |
412,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-261 |
|
2.618 |
119-123 |
|
1.618 |
119-038 |
|
1.000 |
118-305 |
|
0.618 |
118-273 |
|
HIGH |
118-220 |
|
0.618 |
118-188 |
|
0.500 |
118-178 |
|
0.382 |
118-167 |
|
LOW |
118-135 |
|
0.618 |
118-082 |
|
1.000 |
118-050 |
|
1.618 |
117-317 |
|
2.618 |
117-232 |
|
4.250 |
117-094 |
|
|
| Fisher Pivots for day following 11-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-197 |
118-188 |
| PP |
118-187 |
118-168 |
| S1 |
118-178 |
118-149 |
|