ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-250 |
118-245 |
-0-005 |
0.0% |
118-180 |
| High |
118-307 |
119-030 |
0-043 |
0.1% |
118-318 |
| Low |
118-185 |
118-227 |
0-042 |
0.1% |
118-165 |
| Close |
118-210 |
119-025 |
0-135 |
0.4% |
118-210 |
| Range |
0-122 |
0-123 |
0-000 |
0.0% |
0-153 |
| ATR |
0-075 |
0-080 |
0-005 |
6.2% |
0-000 |
| Volume |
115,958 |
52,623 |
-63,335 |
-54.6% |
3,880,010 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-035 |
119-313 |
119-092 |
|
| R3 |
119-233 |
119-190 |
119-059 |
|
| R2 |
119-110 |
119-110 |
119-047 |
|
| R1 |
119-068 |
119-068 |
119-036 |
119-089 |
| PP |
118-307 |
118-307 |
118-307 |
118-318 |
| S1 |
118-265 |
118-265 |
119-014 |
118-286 |
| S2 |
118-185 |
118-185 |
119-003 |
|
| S3 |
118-062 |
118-142 |
118-311 |
|
| S4 |
117-260 |
118-020 |
118-278 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-048 |
119-282 |
118-294 |
|
| R3 |
119-216 |
119-129 |
118-252 |
|
| R2 |
119-063 |
119-063 |
118-238 |
|
| R1 |
118-297 |
118-297 |
118-224 |
119-020 |
| PP |
118-231 |
118-231 |
118-231 |
118-253 |
| S1 |
118-144 |
118-144 |
118-196 |
118-188 |
| S2 |
118-078 |
118-078 |
118-182 |
|
| S3 |
117-246 |
117-312 |
118-168 |
|
| S4 |
117-093 |
117-159 |
118-126 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-030 |
118-185 |
0-165 |
0.4% |
0-090 |
0.2% |
97% |
True |
False |
498,817 |
| 10 |
119-030 |
118-133 |
0-218 |
0.6% |
0-075 |
0.2% |
98% |
True |
False |
873,511 |
| 20 |
119-030 |
118-035 |
0-315 |
0.8% |
0-076 |
0.2% |
98% |
True |
False |
732,389 |
| 40 |
119-030 |
117-162 |
1-188 |
1.3% |
0-075 |
0.2% |
99% |
True |
False |
677,744 |
| 60 |
119-030 |
117-133 |
1-218 |
1.4% |
0-077 |
0.2% |
99% |
True |
False |
691,784 |
| 80 |
119-030 |
117-133 |
1-218 |
1.4% |
0-078 |
0.2% |
99% |
True |
False |
667,997 |
| 100 |
119-030 |
117-067 |
1-283 |
1.6% |
0-079 |
0.2% |
99% |
True |
False |
535,173 |
| 120 |
119-030 |
116-160 |
2-190 |
2.2% |
0-072 |
0.2% |
99% |
True |
False |
445,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-231 |
|
2.618 |
120-031 |
|
1.618 |
119-228 |
|
1.000 |
119-153 |
|
0.618 |
119-106 |
|
HIGH |
119-030 |
|
0.618 |
118-303 |
|
0.500 |
118-289 |
|
0.382 |
118-274 |
|
LOW |
118-227 |
|
0.618 |
118-152 |
|
1.000 |
118-105 |
|
1.618 |
118-029 |
|
2.618 |
117-227 |
|
4.250 |
117-027 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
119-006 |
118-319 |
| PP |
118-307 |
118-293 |
| S1 |
118-289 |
118-268 |
|