ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-285 |
118-260 |
-0-025 |
-0.1% |
118-245 |
| High |
119-002 |
118-260 |
-0-062 |
-0.2% |
119-093 |
| Low |
118-245 |
118-193 |
-0-052 |
-0.1% |
118-227 |
| Close |
118-265 |
118-210 |
-0-055 |
-0.1% |
119-030 |
| Range |
0-078 |
0-067 |
-0-010 |
-12.9% |
0-185 |
| ATR |
0-083 |
0-082 |
-0-001 |
-0.9% |
0-000 |
| Volume |
6,809 |
26,642 |
19,833 |
291.3% |
116,803 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-103 |
119-064 |
118-247 |
|
| R3 |
119-036 |
118-317 |
118-229 |
|
| R2 |
118-288 |
118-288 |
118-222 |
|
| R1 |
118-249 |
118-249 |
118-216 |
118-235 |
| PP |
118-221 |
118-221 |
118-221 |
118-214 |
| S1 |
118-182 |
118-182 |
118-204 |
118-168 |
| S2 |
118-153 |
118-153 |
118-198 |
|
| S3 |
118-086 |
118-114 |
118-191 |
|
| S4 |
118-018 |
118-047 |
118-173 |
|
|
| 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 |
118-193 |
0-220 |
0.6% |
0-080 |
0.2% |
8% |
False |
True |
19,526 |
| 10 |
119-093 |
118-185 |
0-228 |
0.6% |
0-085 |
0.2% |
11% |
False |
False |
259,171 |
| 20 |
119-093 |
118-058 |
1-035 |
0.9% |
0-079 |
0.2% |
43% |
False |
False |
591,826 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-074 |
0.2% |
57% |
False |
False |
601,213 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
66% |
False |
False |
624,801 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
66% |
False |
False |
665,801 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-078 |
0.2% |
70% |
False |
False |
536,103 |
| 120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-076 |
0.2% |
73% |
False |
False |
446,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-227 |
|
2.618 |
119-117 |
|
1.618 |
119-049 |
|
1.000 |
119-007 |
|
0.618 |
118-302 |
|
HIGH |
118-260 |
|
0.618 |
118-234 |
|
0.500 |
118-226 |
|
0.382 |
118-218 |
|
LOW |
118-193 |
|
0.618 |
118-151 |
|
1.000 |
118-125 |
|
1.618 |
118-083 |
|
2.618 |
118-016 |
|
4.250 |
117-226 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-226 |
118-303 |
| PP |
118-221 |
118-272 |
| S1 |
118-215 |
118-241 |
|