ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-182 |
118-162 |
-0-020 |
-0.1% |
118-285 |
| High |
118-185 |
118-180 |
-0-005 |
0.0% |
119-002 |
| Low |
118-113 |
118-115 |
0-002 |
0.0% |
118-113 |
| Close |
118-153 |
118-127 |
-0-025 |
-0.1% |
118-127 |
| Range |
0-072 |
0-065 |
-0-007 |
-10.3% |
0-210 |
| ATR |
0-080 |
0-079 |
-0-001 |
-1.4% |
0-000 |
| Volume |
16,499 |
2,865 |
-13,634 |
-82.6% |
64,237 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-016 |
118-297 |
118-163 |
|
| R3 |
118-271 |
118-232 |
118-145 |
|
| R2 |
118-206 |
118-206 |
118-139 |
|
| R1 |
118-167 |
118-167 |
118-133 |
118-154 |
| PP |
118-141 |
118-141 |
118-141 |
118-134 |
| S1 |
118-102 |
118-102 |
118-122 |
118-089 |
| S2 |
118-076 |
118-076 |
118-116 |
|
| S3 |
118-011 |
118-037 |
118-110 |
|
| S4 |
117-266 |
117-292 |
118-092 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-177 |
120-042 |
118-243 |
|
| R3 |
119-287 |
119-152 |
118-185 |
|
| R2 |
119-077 |
119-077 |
118-166 |
|
| R1 |
118-262 |
118-262 |
118-147 |
118-225 |
| PP |
118-187 |
118-187 |
118-187 |
118-169 |
| S1 |
118-053 |
118-053 |
118-108 |
118-015 |
| S2 |
117-298 |
117-298 |
118-089 |
|
| S3 |
117-088 |
117-163 |
118-070 |
|
| S4 |
116-198 |
116-273 |
118-012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-002 |
118-113 |
0-210 |
0.6% |
0-069 |
0.2% |
7% |
False |
False |
12,847 |
| 10 |
119-093 |
118-113 |
0-300 |
0.8% |
0-084 |
0.2% |
5% |
False |
False |
29,699 |
| 20 |
119-093 |
118-113 |
0-300 |
0.8% |
0-074 |
0.2% |
5% |
False |
False |
498,976 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-075 |
0.2% |
39% |
False |
False |
557,204 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
52% |
False |
False |
592,360 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
52% |
False |
False |
648,905 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-077 |
0.2% |
57% |
False |
False |
536,370 |
| 120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-077 |
0.2% |
62% |
False |
False |
447,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-136 |
|
2.618 |
119-030 |
|
1.618 |
118-285 |
|
1.000 |
118-245 |
|
0.618 |
118-220 |
|
HIGH |
118-180 |
|
0.618 |
118-155 |
|
0.500 |
118-148 |
|
0.382 |
118-140 |
|
LOW |
118-115 |
|
0.618 |
118-075 |
|
1.000 |
118-050 |
|
1.618 |
118-010 |
|
2.618 |
117-265 |
|
4.250 |
117-159 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-148 |
118-170 |
| PP |
118-141 |
118-156 |
| S1 |
118-134 |
118-142 |
|