ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-245 |
119-042 |
0-118 |
0.3% |
118-180 |
| High |
119-030 |
119-042 |
0-012 |
0.0% |
118-318 |
| Low |
118-227 |
118-280 |
0-053 |
0.1% |
118-165 |
| Close |
119-025 |
118-282 |
-0-062 |
-0.2% |
118-210 |
| Range |
0-123 |
0-082 |
-0-040 |
-32.7% |
0-153 |
| ATR |
0-080 |
0-080 |
0-000 |
0.3% |
0-000 |
| Volume |
52,623 |
28,884 |
-23,739 |
-45.1% |
3,880,010 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-236 |
119-182 |
119-008 |
|
| R3 |
119-153 |
119-099 |
118-305 |
|
| R2 |
119-071 |
119-071 |
118-298 |
|
| R1 |
119-017 |
119-017 |
118-290 |
119-002 |
| PP |
118-308 |
118-308 |
118-308 |
118-301 |
| S1 |
118-254 |
118-254 |
118-275 |
118-240 |
| S2 |
118-226 |
118-226 |
118-267 |
|
| S3 |
118-143 |
118-172 |
118-260 |
|
| S4 |
118-061 |
118-089 |
118-237 |
|
|
| 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 |
119-042 |
118-185 |
0-178 |
0.5% |
0-087 |
0.2% |
55% |
True |
False |
230,747 |
| 10 |
119-042 |
118-133 |
0-230 |
0.6% |
0-077 |
0.2% |
65% |
True |
False |
797,930 |
| 20 |
119-042 |
118-058 |
0-305 |
0.8% |
0-078 |
0.2% |
74% |
True |
False |
710,016 |
| 40 |
119-042 |
117-213 |
1-150 |
1.2% |
0-075 |
0.2% |
83% |
True |
False |
665,212 |
| 60 |
119-042 |
117-133 |
1-230 |
1.4% |
0-078 |
0.2% |
85% |
True |
False |
682,518 |
| 80 |
119-042 |
117-133 |
1-230 |
1.4% |
0-077 |
0.2% |
85% |
True |
False |
668,107 |
| 100 |
119-042 |
117-067 |
1-295 |
1.6% |
0-079 |
0.2% |
87% |
True |
False |
535,460 |
| 120 |
119-042 |
116-180 |
2-182 |
2.2% |
0-073 |
0.2% |
90% |
True |
False |
446,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-073 |
|
2.618 |
119-258 |
|
1.618 |
119-176 |
|
1.000 |
119-125 |
|
0.618 |
119-093 |
|
HIGH |
119-042 |
|
0.618 |
119-011 |
|
0.500 |
119-001 |
|
0.382 |
118-312 |
|
LOW |
118-280 |
|
0.618 |
118-229 |
|
1.000 |
118-198 |
|
1.618 |
118-147 |
|
2.618 |
118-064 |
|
4.250 |
117-249 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
119-001 |
118-280 |
| PP |
118-308 |
118-277 |
| S1 |
118-295 |
118-274 |
|