ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-298 |
119-050 |
0-073 |
0.2% |
118-245 |
| High |
119-070 |
119-093 |
0-022 |
0.1% |
119-093 |
| Low |
118-298 |
119-013 |
0-035 |
0.1% |
118-227 |
| Close |
119-033 |
119-030 |
-0-002 |
0.0% |
119-030 |
| Range |
0-093 |
0-080 |
-0-013 |
-13.5% |
0-185 |
| ATR |
0-082 |
0-082 |
0-000 |
-0.1% |
0-000 |
| Volume |
24,874 |
10,422 |
-14,452 |
-58.1% |
116,803 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-285 |
119-238 |
119-074 |
|
| R3 |
119-205 |
119-158 |
119-052 |
|
| R2 |
119-125 |
119-125 |
119-045 |
|
| R1 |
119-078 |
119-078 |
119-037 |
119-061 |
| PP |
119-045 |
119-045 |
119-045 |
119-037 |
| S1 |
118-318 |
118-318 |
119-023 |
118-301 |
| S2 |
118-285 |
118-285 |
119-015 |
|
| S3 |
118-205 |
118-238 |
119-008 |
|
| S4 |
118-125 |
118-158 |
118-306 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-245 |
120-163 |
119-132 |
|
| R3 |
120-060 |
119-298 |
119-081 |
|
| R2 |
119-195 |
119-195 |
119-064 |
|
| R1 |
119-113 |
119-113 |
119-047 |
119-154 |
| PP |
119-010 |
119-010 |
119-010 |
119-031 |
| S1 |
118-247 |
118-247 |
119-013 |
118-289 |
| S2 |
118-145 |
118-145 |
118-316 |
|
| S3 |
117-280 |
118-062 |
118-299 |
|
| S4 |
117-095 |
117-197 |
118-248 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-093 |
118-185 |
0-228 |
0.6% |
0-100 |
0.3% |
73% |
True |
False |
46,552 |
| 10 |
119-093 |
118-135 |
0-278 |
0.7% |
0-082 |
0.2% |
77% |
True |
False |
564,639 |
| 20 |
119-093 |
118-058 |
1-035 |
0.9% |
0-079 |
0.2% |
82% |
True |
False |
651,724 |
| 40 |
119-093 |
117-247 |
1-165 |
1.3% |
0-075 |
0.2% |
87% |
True |
False |
630,509 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-077 |
0.2% |
90% |
True |
False |
647,983 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-078 |
0.2% |
90% |
True |
False |
667,627 |
| 100 |
119-093 |
117-067 |
2-025 |
1.7% |
0-078 |
0.2% |
91% |
True |
False |
535,793 |
| 120 |
119-093 |
116-282 |
2-130 |
2.0% |
0-074 |
0.2% |
92% |
True |
False |
446,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-113 |
|
2.618 |
119-302 |
|
1.618 |
119-222 |
|
1.000 |
119-173 |
|
0.618 |
119-142 |
|
HIGH |
119-093 |
|
0.618 |
119-062 |
|
0.500 |
119-053 |
|
0.382 |
119-043 |
|
LOW |
119-013 |
|
0.618 |
118-283 |
|
1.000 |
118-253 |
|
1.618 |
118-203 |
|
2.618 |
118-123 |
|
4.250 |
117-313 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
119-053 |
119-029 |
| PP |
119-045 |
119-028 |
| S1 |
119-038 |
119-026 |
|