ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
119-050 |
118-285 |
-0-085 |
-0.2% |
118-245 |
| High |
119-093 |
119-002 |
-0-090 |
-0.2% |
119-093 |
| Low |
119-013 |
118-245 |
-0-088 |
-0.2% |
118-227 |
| Close |
119-030 |
118-265 |
-0-085 |
-0.2% |
119-030 |
| Range |
0-080 |
0-078 |
-0-002 |
-3.1% |
0-185 |
| ATR |
0-082 |
0-083 |
0-002 |
2.1% |
0-000 |
| Volume |
10,422 |
6,809 |
-3,613 |
-34.7% |
116,803 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-190 |
119-145 |
118-308 |
|
| R3 |
119-113 |
119-067 |
118-286 |
|
| R2 |
119-035 |
119-035 |
118-279 |
|
| R1 |
118-310 |
118-310 |
118-272 |
118-294 |
| PP |
118-277 |
118-277 |
118-277 |
118-269 |
| S1 |
118-232 |
118-232 |
118-258 |
118-216 |
| S2 |
118-200 |
118-200 |
118-251 |
|
| S3 |
118-122 |
118-155 |
118-244 |
|
| S4 |
118-045 |
118-077 |
118-222 |
|
|
| 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 |
118-227 |
0-185 |
0.5% |
0-091 |
0.2% |
20% |
False |
False |
24,722 |
| 10 |
119-093 |
118-165 |
0-248 |
0.7% |
0-084 |
0.2% |
40% |
False |
False |
400,362 |
| 20 |
119-093 |
118-058 |
1-035 |
0.9% |
0-078 |
0.2% |
58% |
False |
False |
617,106 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-074 |
0.2% |
68% |
False |
False |
611,068 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-077 |
0.2% |
75% |
False |
False |
634,648 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-077 |
0.2% |
75% |
False |
False |
666,705 |
| 100 |
119-093 |
117-067 |
2-025 |
1.7% |
0-078 |
0.2% |
78% |
False |
False |
535,841 |
| 120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-075 |
0.2% |
81% |
False |
False |
446,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-012 |
|
2.618 |
119-205 |
|
1.618 |
119-128 |
|
1.000 |
119-080 |
|
0.618 |
119-050 |
|
HIGH |
119-002 |
|
0.618 |
118-293 |
|
0.500 |
118-284 |
|
0.382 |
118-275 |
|
LOW |
118-245 |
|
0.618 |
118-197 |
|
1.000 |
118-167 |
|
1.618 |
118-120 |
|
2.618 |
118-042 |
|
4.250 |
117-236 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-284 |
119-009 |
| PP |
118-277 |
118-307 |
| S1 |
118-271 |
118-286 |
|