ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 01-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-147 |
118-165 |
0-018 |
0.0% |
118-090 |
| High |
118-167 |
118-215 |
0-048 |
0.1% |
118-233 |
| Low |
118-115 |
118-095 |
-0-020 |
-0.1% |
118-078 |
| Close |
118-160 |
118-118 |
-0-042 |
-0.1% |
118-118 |
| Range |
0-052 |
0-120 |
0-068 |
128.7% |
0-155 |
| ATR |
0-070 |
0-073 |
0-004 |
5.1% |
0-000 |
| Volume |
785,514 |
736,952 |
-48,562 |
-6.2% |
4,714,709 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-183 |
119-110 |
118-184 |
|
| R3 |
119-063 |
118-310 |
118-151 |
|
| R2 |
118-263 |
118-263 |
118-140 |
|
| R1 |
118-190 |
118-190 |
118-129 |
118-166 |
| PP |
118-143 |
118-143 |
118-143 |
118-131 |
| S1 |
118-070 |
118-070 |
118-107 |
118-046 |
| S2 |
118-023 |
118-023 |
118-096 |
|
| S3 |
117-223 |
117-270 |
118-085 |
|
| S4 |
117-103 |
117-150 |
118-052 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-198 |
118-203 |
|
| R3 |
119-133 |
119-043 |
118-160 |
|
| R2 |
118-298 |
118-298 |
118-146 |
|
| R1 |
118-208 |
118-208 |
118-132 |
118-253 |
| PP |
118-143 |
118-143 |
118-143 |
118-165 |
| S1 |
118-053 |
118-053 |
118-103 |
118-098 |
| S2 |
117-307 |
117-307 |
118-089 |
|
| S3 |
117-152 |
117-217 |
118-075 |
|
| S4 |
116-317 |
117-062 |
118-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-233 |
118-078 |
0-155 |
0.4% |
0-077 |
0.2% |
26% |
False |
False |
942,941 |
| 10 |
118-233 |
118-040 |
0-193 |
0.5% |
0-070 |
0.2% |
40% |
False |
False |
763,413 |
| 20 |
118-233 |
117-253 |
0-300 |
0.8% |
0-070 |
0.2% |
62% |
False |
False |
395,154 |
| 40 |
118-233 |
117-053 |
1-180 |
1.3% |
0-067 |
0.2% |
77% |
False |
False |
198,245 |
| 60 |
118-233 |
117-033 |
1-200 |
1.4% |
0-049 |
0.1% |
78% |
False |
False |
132,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-085 |
|
2.618 |
119-209 |
|
1.618 |
119-089 |
|
1.000 |
119-015 |
|
0.618 |
118-289 |
|
HIGH |
118-215 |
|
0.618 |
118-169 |
|
0.500 |
118-155 |
|
0.382 |
118-141 |
|
LOW |
118-095 |
|
0.618 |
118-021 |
|
1.000 |
117-295 |
|
1.618 |
117-221 |
|
2.618 |
117-101 |
|
4.250 |
116-225 |
|
|
| Fisher Pivots for day following 01-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-155 |
118-155 |
| PP |
118-143 |
118-143 |
| S1 |
118-130 |
118-130 |
|