ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 29-Aug-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2017 |
29-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
118-090 |
118-130 |
0-040 |
0.1% |
118-065 |
| High |
118-130 |
118-233 |
0-102 |
0.3% |
118-118 |
| Low |
118-078 |
118-130 |
0-053 |
0.1% |
118-040 |
| Close |
118-122 |
118-165 |
0-042 |
0.1% |
118-095 |
| Range |
0-053 |
0-102 |
0-050 |
95.2% |
0-078 |
| ATR |
0-069 |
0-072 |
0-003 |
4.2% |
0-000 |
| Volume |
1,186,873 |
1,175,837 |
-11,036 |
-0.9% |
2,919,429 |
|
| Daily Pivots for day following 29-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-163 |
119-107 |
118-221 |
|
| R3 |
119-061 |
119-004 |
118-193 |
|
| R2 |
118-278 |
118-278 |
118-184 |
|
| R1 |
118-222 |
118-222 |
118-174 |
118-250 |
| PP |
118-176 |
118-176 |
118-176 |
118-190 |
| S1 |
118-119 |
118-119 |
118-156 |
118-148 |
| S2 |
118-073 |
118-073 |
118-146 |
|
| S3 |
117-291 |
118-017 |
118-137 |
|
| S4 |
117-188 |
117-234 |
118-109 |
|
|
| 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 |
118-233 |
118-040 |
0-193 |
0.5% |
0-070 |
0.2% |
65% |
True |
False |
986,747 |
| 10 |
118-233 |
117-280 |
0-273 |
0.7% |
0-074 |
0.2% |
75% |
True |
False |
543,882 |
| 20 |
118-233 |
117-250 |
0-302 |
0.8% |
0-069 |
0.2% |
78% |
True |
False |
278,052 |
| 40 |
118-233 |
117-033 |
1-200 |
1.4% |
0-066 |
0.2% |
87% |
True |
False |
139,541 |
| 60 |
118-233 |
117-033 |
1-200 |
1.4% |
0-045 |
0.1% |
87% |
True |
False |
93,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-028 |
|
2.618 |
119-181 |
|
1.618 |
119-078 |
|
1.000 |
119-015 |
|
0.618 |
118-296 |
|
HIGH |
118-233 |
|
0.618 |
118-193 |
|
0.500 |
118-181 |
|
0.382 |
118-169 |
|
LOW |
118-130 |
|
0.618 |
118-067 |
|
1.000 |
118-028 |
|
1.618 |
117-284 |
|
2.618 |
117-182 |
|
4.250 |
117-014 |
|
|
| Fisher Pivots for day following 29-Aug-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-181 |
118-156 |
| PP |
118-176 |
118-147 |
| S1 |
118-170 |
118-138 |
|