ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-213 |
118-182 |
-0-030 |
-0.1% |
118-245 |
| High |
118-227 |
118-185 |
-0-042 |
-0.1% |
119-093 |
| Low |
118-165 |
118-113 |
-0-052 |
-0.1% |
118-227 |
| Close |
118-170 |
118-153 |
-0-018 |
0.0% |
119-030 |
| Range |
0-062 |
0-072 |
0-010 |
16.0% |
0-185 |
| ATR |
0-081 |
0-080 |
-0-001 |
-0.8% |
0-000 |
| Volume |
11,422 |
16,499 |
5,077 |
44.4% |
116,803 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-047 |
119-012 |
118-192 |
|
| R3 |
118-295 |
118-260 |
118-172 |
|
| R2 |
118-222 |
118-222 |
118-166 |
|
| R1 |
118-187 |
118-187 |
118-159 |
118-169 |
| PP |
118-150 |
118-150 |
118-150 |
118-141 |
| S1 |
118-115 |
118-115 |
118-146 |
118-096 |
| S2 |
118-078 |
118-078 |
118-139 |
|
| S3 |
118-005 |
118-043 |
118-133 |
|
| S4 |
117-253 |
117-290 |
118-113 |
|
|
| 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 |
118-113 |
0-300 |
0.8% |
0-072 |
0.2% |
13% |
False |
True |
14,358 |
| 10 |
119-093 |
118-113 |
0-300 |
0.8% |
0-083 |
0.2% |
13% |
False |
True |
49,425 |
| 20 |
119-093 |
118-105 |
0-308 |
0.8% |
0-075 |
0.2% |
15% |
False |
False |
528,384 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-075 |
0.2% |
44% |
False |
False |
572,324 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
57% |
False |
False |
602,803 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-077 |
0.2% |
57% |
False |
False |
661,305 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-077 |
0.2% |
61% |
False |
False |
536,348 |
| 120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-077 |
0.2% |
66% |
False |
False |
447,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-173 |
|
2.618 |
119-055 |
|
1.618 |
118-302 |
|
1.000 |
118-257 |
|
0.618 |
118-230 |
|
HIGH |
118-185 |
|
0.618 |
118-157 |
|
0.500 |
118-149 |
|
0.382 |
118-140 |
|
LOW |
118-113 |
|
0.618 |
118-068 |
|
1.000 |
118-040 |
|
1.618 |
117-315 |
|
2.618 |
117-243 |
|
4.250 |
117-124 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-151 |
118-186 |
| PP |
118-150 |
118-175 |
| S1 |
118-149 |
118-164 |
|