ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
119-042 |
118-298 |
-0-065 |
-0.2% |
118-180 |
| High |
119-042 |
119-070 |
0-028 |
0.1% |
118-318 |
| Low |
118-280 |
118-298 |
0-018 |
0.0% |
118-165 |
| Close |
118-282 |
119-033 |
0-070 |
0.2% |
118-210 |
| Range |
0-082 |
0-093 |
0-010 |
12.1% |
0-153 |
| ATR |
0-080 |
0-082 |
0-002 |
2.5% |
0-000 |
| Volume |
28,884 |
24,874 |
-4,010 |
-13.9% |
3,880,010 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-304 |
119-261 |
119-083 |
|
| R3 |
119-212 |
119-168 |
119-058 |
|
| R2 |
119-119 |
119-119 |
119-049 |
|
| R1 |
119-076 |
119-076 |
119-041 |
119-098 |
| PP |
119-027 |
119-027 |
119-027 |
119-038 |
| S1 |
118-303 |
118-303 |
119-024 |
119-005 |
| S2 |
118-254 |
118-254 |
119-016 |
|
| S3 |
118-162 |
118-211 |
119-007 |
|
| S4 |
118-069 |
118-118 |
118-302 |
|
|
| 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 |
119-070 |
118-185 |
0-205 |
0.5% |
0-094 |
0.2% |
82% |
True |
False |
84,491 |
| 10 |
119-070 |
118-135 |
0-255 |
0.7% |
0-079 |
0.2% |
85% |
True |
False |
701,692 |
| 20 |
119-070 |
118-058 |
1-013 |
0.9% |
0-078 |
0.2% |
89% |
True |
False |
681,064 |
| 40 |
119-070 |
117-235 |
1-155 |
1.2% |
0-075 |
0.2% |
92% |
True |
False |
644,513 |
| 60 |
119-070 |
117-133 |
1-258 |
1.5% |
0-079 |
0.2% |
94% |
True |
False |
673,430 |
| 80 |
119-070 |
117-133 |
1-258 |
1.5% |
0-078 |
0.2% |
94% |
True |
False |
668,146 |
| 100 |
119-070 |
117-067 |
2-003 |
1.7% |
0-079 |
0.2% |
94% |
True |
False |
535,702 |
| 120 |
119-070 |
116-230 |
2-160 |
2.1% |
0-074 |
0.2% |
95% |
True |
False |
446,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-143 |
|
2.618 |
119-312 |
|
1.618 |
119-220 |
|
1.000 |
119-163 |
|
0.618 |
119-127 |
|
HIGH |
119-070 |
|
0.618 |
119-035 |
|
0.500 |
119-024 |
|
0.382 |
119-013 |
|
LOW |
118-298 |
|
0.618 |
118-240 |
|
1.000 |
118-205 |
|
1.618 |
118-148 |
|
2.618 |
118-055 |
|
4.250 |
117-224 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
119-030 |
119-018 |
| PP |
119-027 |
119-003 |
| S1 |
119-024 |
118-309 |
|