ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-110 |
118-093 |
-0-018 |
0.0% |
118-285 |
| High |
118-120 |
118-118 |
-0-002 |
0.0% |
119-002 |
| Low |
118-075 |
117-315 |
-0-080 |
-0.2% |
118-113 |
| Close |
118-080 |
118-010 |
-0-070 |
-0.2% |
118-127 |
| Range |
0-045 |
0-122 |
0-078 |
172.3% |
0-210 |
| ATR |
0-074 |
0-078 |
0-003 |
4.6% |
0-000 |
| Volume |
6,644 |
5,977 |
-667 |
-10.0% |
64,237 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-088 |
119-012 |
118-077 |
|
| R3 |
118-286 |
118-209 |
118-044 |
|
| R2 |
118-163 |
118-163 |
118-032 |
|
| R1 |
118-087 |
118-087 |
118-021 |
118-064 |
| PP |
118-041 |
118-041 |
118-041 |
118-029 |
| S1 |
117-284 |
117-284 |
117-319 |
117-261 |
| S2 |
117-238 |
117-238 |
117-308 |
|
| S3 |
117-116 |
117-162 |
117-296 |
|
| S4 |
116-313 |
117-039 |
117-263 |
|
|
| 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 |
118-185 |
117-315 |
0-190 |
0.5% |
0-067 |
0.2% |
8% |
False |
True |
7,256 |
| 10 |
119-093 |
117-315 |
1-098 |
1.1% |
0-071 |
0.2% |
4% |
False |
True |
11,644 |
| 20 |
119-093 |
117-315 |
1-098 |
1.1% |
0-074 |
0.2% |
4% |
False |
True |
404,787 |
| 40 |
119-093 |
117-265 |
1-148 |
1.2% |
0-074 |
0.2% |
14% |
False |
False |
516,920 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-077 |
0.2% |
33% |
False |
False |
569,277 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-077 |
0.2% |
33% |
False |
False |
607,661 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-076 |
0.2% |
39% |
False |
False |
536,499 |
| 120 |
119-093 |
116-310 |
2-102 |
2.0% |
0-079 |
0.2% |
46% |
False |
False |
447,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-318 |
|
2.618 |
119-118 |
|
1.618 |
118-316 |
|
1.000 |
118-240 |
|
0.618 |
118-193 |
|
HIGH |
118-118 |
|
0.618 |
118-071 |
|
0.500 |
118-056 |
|
0.382 |
118-042 |
|
LOW |
117-315 |
|
0.618 |
117-239 |
|
1.000 |
117-193 |
|
1.618 |
117-117 |
|
2.618 |
116-314 |
|
4.250 |
116-114 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-056 |
118-058 |
| PP |
118-041 |
118-042 |
| S1 |
118-025 |
118-026 |
|