ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-260 |
118-213 |
-0-047 |
-0.1% |
118-245 |
| High |
118-260 |
118-227 |
-0-033 |
-0.1% |
119-093 |
| Low |
118-193 |
118-165 |
-0-028 |
-0.1% |
118-227 |
| Close |
118-210 |
118-170 |
-0-040 |
-0.1% |
119-030 |
| Range |
0-067 |
0-062 |
-0-005 |
-7.4% |
0-185 |
| ATR |
0-082 |
0-081 |
-0-001 |
-1.7% |
0-000 |
| Volume |
26,642 |
11,422 |
-15,220 |
-57.1% |
116,803 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-055 |
119-015 |
118-204 |
|
| R3 |
118-312 |
118-273 |
118-187 |
|
| R2 |
118-250 |
118-250 |
118-181 |
|
| R1 |
118-210 |
118-210 |
118-176 |
118-199 |
| PP |
118-187 |
118-187 |
118-187 |
118-182 |
| S1 |
118-148 |
118-148 |
118-164 |
118-136 |
| S2 |
118-125 |
118-125 |
118-159 |
|
| S3 |
118-063 |
118-085 |
118-153 |
|
| S4 |
118-000 |
118-023 |
118-136 |
|
|
| 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 |
118-165 |
0-248 |
0.7% |
0-076 |
0.2% |
2% |
False |
True |
16,033 |
| 10 |
119-093 |
118-165 |
0-248 |
0.7% |
0-081 |
0.2% |
2% |
False |
True |
123,390 |
| 20 |
119-093 |
118-058 |
1-035 |
0.9% |
0-077 |
0.2% |
32% |
False |
False |
561,210 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-074 |
0.2% |
48% |
False |
False |
583,987 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
60% |
False |
False |
613,367 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
60% |
False |
False |
664,574 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-078 |
0.2% |
64% |
False |
False |
536,199 |
| 120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-076 |
0.2% |
68% |
False |
False |
446,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-173 |
|
2.618 |
119-071 |
|
1.618 |
119-009 |
|
1.000 |
118-290 |
|
0.618 |
118-266 |
|
HIGH |
118-227 |
|
0.618 |
118-204 |
|
0.500 |
118-196 |
|
0.382 |
118-189 |
|
LOW |
118-165 |
|
0.618 |
118-126 |
|
1.000 |
118-102 |
|
1.618 |
118-064 |
|
2.618 |
118-001 |
|
4.250 |
117-219 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-196 |
118-244 |
| PP |
118-187 |
118-219 |
| S1 |
118-179 |
118-195 |
|