ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 16-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-162 |
118-078 |
-0-085 |
-0.2% |
118-070 |
| High |
118-162 |
118-158 |
-0-005 |
0.0% |
118-220 |
| Low |
118-062 |
118-058 |
-0-005 |
0.0% |
118-035 |
| Close |
118-085 |
118-145 |
0-060 |
0.2% |
118-207 |
| Range |
0-100 |
0-100 |
0-000 |
0.0% |
0-185 |
| ATR |
0-076 |
0-078 |
0-002 |
2.2% |
0-000 |
| Volume |
623,757 |
673,019 |
49,262 |
7.9% |
2,794,840 |
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-100 |
119-062 |
118-200 |
|
| R3 |
119-000 |
118-282 |
118-172 |
|
| R2 |
118-220 |
118-220 |
118-163 |
|
| R1 |
118-182 |
118-182 |
118-154 |
118-201 |
| PP |
118-120 |
118-120 |
118-120 |
118-129 |
| S1 |
118-082 |
118-082 |
118-136 |
118-101 |
| S2 |
118-020 |
118-020 |
118-127 |
|
| S3 |
117-240 |
117-302 |
118-117 |
|
| S4 |
117-140 |
117-202 |
118-090 |
|
|
| 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 |
118-058 |
0-162 |
0.4% |
0-084 |
0.2% |
54% |
False |
True |
625,078 |
| 10 |
118-220 |
118-035 |
0-185 |
0.5% |
0-076 |
0.2% |
59% |
False |
False |
580,413 |
| 20 |
118-220 |
117-265 |
0-275 |
0.7% |
0-074 |
0.2% |
73% |
False |
False |
616,264 |
| 40 |
118-220 |
117-133 |
1-087 |
1.1% |
0-076 |
0.2% |
82% |
False |
False |
640,013 |
| 60 |
118-247 |
117-133 |
1-115 |
1.1% |
0-077 |
0.2% |
76% |
False |
False |
705,612 |
| 80 |
118-247 |
117-067 |
1-180 |
1.3% |
0-078 |
0.2% |
80% |
False |
False |
538,339 |
| 100 |
118-247 |
116-295 |
1-272 |
1.6% |
0-077 |
0.2% |
83% |
False |
False |
430,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-263 |
|
2.618 |
119-099 |
|
1.618 |
118-319 |
|
1.000 |
118-258 |
|
0.618 |
118-219 |
|
HIGH |
118-158 |
|
0.618 |
118-119 |
|
0.500 |
118-108 |
|
0.382 |
118-096 |
|
LOW |
118-058 |
|
0.618 |
117-316 |
|
1.000 |
117-278 |
|
1.618 |
117-216 |
|
2.618 |
117-116 |
|
4.250 |
116-273 |
|
|
| Fisher Pivots for day following 16-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-132 |
118-140 |
| PP |
118-120 |
118-135 |
| S1 |
118-108 |
118-130 |
|