ECBOT 5 Year T-Note Future September 2017
Trading Metrics calculated at close of trading on 19-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
118-113 |
118-110 |
-0-002 |
0.0% |
118-285 |
High |
118-118 |
118-120 |
0-002 |
0.0% |
119-002 |
Low |
118-087 |
118-075 |
-0-012 |
0.0% |
118-113 |
Close |
118-095 |
118-080 |
-0-015 |
0.0% |
118-127 |
Range |
0-030 |
0-045 |
0-015 |
49.9% |
0-210 |
ATR |
0-077 |
0-074 |
-0-002 |
-2.9% |
0-000 |
Volume |
4,295 |
6,644 |
2,349 |
54.7% |
64,237 |
|
Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-227 |
118-198 |
118-105 |
|
R3 |
118-182 |
118-153 |
118-092 |
|
R2 |
118-137 |
118-137 |
118-088 |
|
R1 |
118-108 |
118-108 |
118-084 |
118-100 |
PP |
118-092 |
118-092 |
118-092 |
118-088 |
S1 |
118-063 |
118-063 |
118-076 |
118-055 |
S2 |
118-047 |
118-047 |
118-072 |
|
S3 |
118-002 |
118-018 |
118-068 |
|
S4 |
117-277 |
117-293 |
118-055 |
|
|
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 |
118-227 |
118-075 |
0-152 |
0.4% |
0-055 |
0.1% |
3% |
False |
True |
8,345 |
10 |
119-093 |
118-075 |
1-018 |
0.9% |
0-067 |
0.2% |
1% |
False |
True |
13,935 |
20 |
119-093 |
118-075 |
1-018 |
0.9% |
0-071 |
0.2% |
1% |
False |
True |
443,723 |
40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-074 |
0.2% |
29% |
False |
False |
534,954 |
60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
45% |
False |
False |
577,578 |
80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
45% |
False |
False |
620,175 |
100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-076 |
0.2% |
50% |
False |
False |
536,448 |
120 |
119-093 |
116-295 |
2-118 |
2.0% |
0-078 |
0.2% |
56% |
False |
False |
447,152 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-311 |
2.618 |
118-238 |
1.618 |
118-193 |
1.000 |
118-165 |
0.618 |
118-148 |
HIGH |
118-120 |
0.618 |
118-103 |
0.500 |
118-098 |
0.382 |
118-092 |
LOW |
118-075 |
0.618 |
118-047 |
1.000 |
118-030 |
1.618 |
118-002 |
2.618 |
117-277 |
4.250 |
117-204 |
|
|
Fisher Pivots for day following 19-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
118-098 |
118-128 |
PP |
118-092 |
118-112 |
S1 |
118-086 |
118-096 |
|