ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-162 |
118-113 |
-0-050 |
-0.1% |
118-285 |
| High |
118-180 |
118-118 |
-0-062 |
-0.2% |
119-002 |
| Low |
118-115 |
118-087 |
-0-028 |
-0.1% |
118-113 |
| Close |
118-127 |
118-095 |
-0-032 |
-0.1% |
118-127 |
| Range |
0-065 |
0-030 |
-0-035 |
-53.8% |
0-210 |
| ATR |
0-079 |
0-077 |
-0-003 |
-3.5% |
0-000 |
| Volume |
2,865 |
4,295 |
1,430 |
49.9% |
64,237 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-190 |
118-173 |
118-112 |
|
| R3 |
118-160 |
118-143 |
118-103 |
|
| R2 |
118-130 |
118-130 |
118-101 |
|
| R1 |
118-113 |
118-113 |
118-098 |
118-106 |
| PP |
118-100 |
118-100 |
118-100 |
118-097 |
| S1 |
118-082 |
118-082 |
118-092 |
118-076 |
| S2 |
118-070 |
118-070 |
118-090 |
|
| S3 |
118-040 |
118-052 |
118-087 |
|
| S4 |
118-010 |
118-022 |
118-078 |
|
|
| 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 |
118-260 |
118-087 |
0-173 |
0.5% |
0-059 |
0.2% |
4% |
False |
True |
12,344 |
| 10 |
119-093 |
118-087 |
1-005 |
0.9% |
0-075 |
0.2% |
2% |
False |
True |
18,533 |
| 20 |
119-093 |
118-087 |
1-005 |
0.9% |
0-071 |
0.2% |
2% |
False |
True |
466,754 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-074 |
0.2% |
32% |
False |
False |
544,852 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
47% |
False |
False |
584,308 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
47% |
False |
False |
638,499 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-076 |
0.2% |
52% |
False |
False |
536,400 |
| 120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-077 |
0.2% |
58% |
False |
False |
447,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-245 |
|
2.618 |
118-196 |
|
1.618 |
118-166 |
|
1.000 |
118-148 |
|
0.618 |
118-136 |
|
HIGH |
118-118 |
|
0.618 |
118-106 |
|
0.500 |
118-102 |
|
0.382 |
118-099 |
|
LOW |
118-087 |
|
0.618 |
118-069 |
|
1.000 |
118-057 |
|
1.618 |
118-039 |
|
2.618 |
118-009 |
|
4.250 |
117-280 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-102 |
118-136 |
| PP |
118-100 |
118-122 |
| S1 |
118-098 |
118-109 |
|