ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 23-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2017 |
23-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-100 |
118-053 |
-0-047 |
-0.1% |
118-082 |
| High |
118-100 |
118-118 |
0-018 |
0.0% |
118-135 |
| Low |
118-042 |
118-040 |
-0-002 |
0.0% |
117-280 |
| Close |
118-050 |
118-113 |
0-062 |
0.2% |
118-080 |
| Range |
0-058 |
0-078 |
0-020 |
34.8% |
0-175 |
| ATR |
0-072 |
0-072 |
0-000 |
0.6% |
0-000 |
| Volume |
305,203 |
462,093 |
156,890 |
51.4% |
236,387 |
|
| Daily Pivots for day following 23-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-003 |
118-295 |
118-155 |
|
| R3 |
118-245 |
118-218 |
118-134 |
|
| R2 |
118-168 |
118-168 |
118-127 |
|
| R1 |
118-140 |
118-140 |
118-120 |
118-154 |
| PP |
118-090 |
118-090 |
118-090 |
118-097 |
| S1 |
118-063 |
118-063 |
118-105 |
118-076 |
| S2 |
118-013 |
118-013 |
118-098 |
|
| S3 |
117-255 |
117-305 |
118-091 |
|
| S4 |
117-177 |
117-227 |
118-070 |
|
|
| 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 |
118-007 |
0-128 |
0.3% |
0-074 |
0.2% |
82% |
False |
False |
183,119 |
| 10 |
118-135 |
117-280 |
0-175 |
0.5% |
0-073 |
0.2% |
87% |
False |
False |
107,078 |
| 20 |
118-135 |
117-195 |
0-260 |
0.7% |
0-067 |
0.2% |
91% |
False |
False |
54,801 |
| 40 |
118-135 |
117-033 |
1-102 |
1.1% |
0-061 |
0.2% |
95% |
False |
False |
27,755 |
| 60 |
118-135 |
117-033 |
1-102 |
1.1% |
0-041 |
0.1% |
95% |
False |
False |
18,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-127 |
|
2.618 |
119-000 |
|
1.618 |
118-243 |
|
1.000 |
118-195 |
|
0.618 |
118-165 |
|
HIGH |
118-118 |
|
0.618 |
118-088 |
|
0.500 |
118-079 |
|
0.382 |
118-070 |
|
LOW |
118-040 |
|
0.618 |
117-312 |
|
1.000 |
117-282 |
|
1.618 |
117-235 |
|
2.618 |
117-157 |
|
4.250 |
117-031 |
|
|
| Fisher Pivots for day following 23-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-101 |
118-101 |
| PP |
118-090 |
118-090 |
| S1 |
118-079 |
118-079 |
|