ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 25-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2017 |
25-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-115 |
118-062 |
-0-053 |
-0.1% |
118-065 |
| High |
118-115 |
118-105 |
-0-010 |
0.0% |
118-118 |
| Low |
118-062 |
118-042 |
-0-020 |
-0.1% |
118-040 |
| Close |
118-070 |
118-095 |
0-025 |
0.1% |
118-095 |
| Range |
0-053 |
0-062 |
0-010 |
19.0% |
0-078 |
| ATR |
0-071 |
0-070 |
-0-001 |
-0.8% |
0-000 |
| Volume |
890,694 |
1,218,242 |
327,548 |
36.8% |
2,919,429 |
|
| Daily Pivots for day following 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-268 |
118-244 |
118-129 |
|
| R3 |
118-206 |
118-182 |
118-112 |
|
| R2 |
118-143 |
118-143 |
118-106 |
|
| R1 |
118-119 |
118-119 |
118-101 |
118-131 |
| PP |
118-081 |
118-081 |
118-081 |
118-087 |
| S1 |
118-057 |
118-057 |
118-089 |
118-069 |
| S2 |
118-018 |
118-018 |
118-084 |
|
| S3 |
117-276 |
117-314 |
118-078 |
|
| S4 |
117-213 |
117-252 |
118-061 |
|
|
| 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 |
118-118 |
118-040 |
0-078 |
0.2% |
0-062 |
0.2% |
71% |
False |
False |
583,885 |
| 10 |
118-135 |
117-280 |
0-175 |
0.5% |
0-070 |
0.2% |
77% |
False |
False |
315,581 |
| 20 |
118-135 |
117-227 |
0-228 |
0.6% |
0-066 |
0.2% |
82% |
False |
False |
160,192 |
| 40 |
118-135 |
117-033 |
1-102 |
1.1% |
0-063 |
0.2% |
91% |
False |
False |
80,474 |
| 60 |
118-135 |
117-033 |
1-102 |
1.1% |
0-042 |
0.1% |
91% |
False |
False |
53,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-051 |
|
2.618 |
118-269 |
|
1.618 |
118-206 |
|
1.000 |
118-167 |
|
0.618 |
118-144 |
|
HIGH |
118-105 |
|
0.618 |
118-081 |
|
0.500 |
118-074 |
|
0.382 |
118-066 |
|
LOW |
118-042 |
|
0.618 |
118-004 |
|
1.000 |
117-300 |
|
1.618 |
117-261 |
|
2.618 |
117-199 |
|
4.250 |
117-097 |
|
|
| Fisher Pivots for day following 25-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-088 |
118-090 |
| PP |
118-081 |
118-084 |
| S1 |
118-074 |
118-079 |
|