ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 22-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2017 |
22-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-065 |
118-100 |
0-035 |
0.1% |
118-082 |
| High |
118-113 |
118-100 |
-0-013 |
0.0% |
118-135 |
| Low |
118-055 |
118-042 |
-0-013 |
0.0% |
117-280 |
| Close |
118-105 |
118-050 |
-0-055 |
-0.1% |
118-080 |
| Range |
0-058 |
0-058 |
0-000 |
0.0% |
0-175 |
| ATR |
0-073 |
0-072 |
-0-001 |
-1.0% |
0-000 |
| Volume |
43,197 |
305,203 |
262,006 |
606.5% |
236,387 |
|
| Daily Pivots for day following 22-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-237 |
118-201 |
118-082 |
|
| R3 |
118-179 |
118-143 |
118-066 |
|
| R2 |
118-122 |
118-122 |
118-061 |
|
| R1 |
118-086 |
118-086 |
118-055 |
118-075 |
| PP |
118-064 |
118-064 |
118-064 |
118-059 |
| S1 |
118-028 |
118-028 |
118-045 |
118-018 |
| S2 |
118-007 |
118-007 |
118-039 |
|
| S3 |
117-269 |
117-291 |
118-034 |
|
| S4 |
117-212 |
117-233 |
118-018 |
|
|
| Weekly Pivots for week ending 18-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-187 |
118-176 |
|
| R3 |
119-088 |
119-012 |
118-128 |
|
| R2 |
118-233 |
118-233 |
118-112 |
|
| R1 |
118-157 |
118-157 |
118-096 |
118-108 |
| PP |
118-058 |
118-058 |
118-058 |
118-034 |
| S1 |
117-302 |
117-302 |
118-064 |
117-252 |
| S2 |
117-203 |
117-203 |
118-048 |
|
| S3 |
117-028 |
117-127 |
118-032 |
|
| S4 |
116-173 |
116-272 |
117-304 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-135 |
117-280 |
0-175 |
0.5% |
0-079 |
0.2% |
51% |
False |
False |
101,016 |
| 10 |
118-135 |
117-280 |
0-175 |
0.5% |
0-072 |
0.2% |
51% |
False |
False |
61,074 |
| 20 |
118-135 |
117-160 |
0-295 |
0.8% |
0-069 |
0.2% |
71% |
False |
False |
31,790 |
| 40 |
118-135 |
117-033 |
1-102 |
1.1% |
0-059 |
0.2% |
80% |
False |
False |
16,203 |
| 60 |
118-135 |
117-033 |
1-102 |
1.1% |
0-039 |
0.1% |
80% |
False |
False |
10,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-024 |
|
2.618 |
118-251 |
|
1.618 |
118-193 |
|
1.000 |
118-158 |
|
0.618 |
118-136 |
|
HIGH |
118-100 |
|
0.618 |
118-078 |
|
0.500 |
118-071 |
|
0.382 |
118-064 |
|
LOW |
118-042 |
|
0.618 |
118-007 |
|
1.000 |
117-305 |
|
1.618 |
117-269 |
|
2.618 |
117-212 |
|
4.250 |
117-118 |
|
|
| Fisher Pivots for day following 22-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-071 |
118-089 |
| PP |
118-064 |
118-076 |
| S1 |
118-057 |
118-063 |
|