ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-093 |
118-018 |
-0-075 |
-0.2% |
118-285 |
| High |
118-118 |
118-042 |
-0-075 |
-0.2% |
119-002 |
| Low |
117-315 |
117-313 |
-0-002 |
0.0% |
118-113 |
| Close |
118-010 |
117-318 |
-0-013 |
0.0% |
118-127 |
| Range |
0-122 |
0-050 |
-0-073 |
-59.2% |
0-210 |
| ATR |
0-078 |
0-076 |
-0-002 |
-2.5% |
0-000 |
| Volume |
5,977 |
2,577 |
-3,400 |
-56.9% |
64,237 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-161 |
118-129 |
118-025 |
|
| R3 |
118-111 |
118-079 |
118-011 |
|
| R2 |
118-061 |
118-061 |
118-007 |
|
| R1 |
118-029 |
118-029 |
118-002 |
118-020 |
| PP |
118-011 |
118-011 |
118-011 |
118-006 |
| S1 |
117-299 |
117-299 |
117-313 |
117-290 |
| S2 |
117-281 |
117-281 |
117-308 |
|
| S3 |
117-231 |
117-249 |
117-304 |
|
| S4 |
117-181 |
117-199 |
117-290 |
|
|
| 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 |
118-180 |
117-313 |
0-187 |
0.5% |
0-062 |
0.2% |
3% |
False |
True |
4,471 |
| 10 |
119-093 |
117-313 |
1-100 |
1.1% |
0-067 |
0.2% |
1% |
False |
True |
9,415 |
| 20 |
119-093 |
117-313 |
1-100 |
1.1% |
0-073 |
0.2% |
1% |
False |
True |
355,553 |
| 40 |
119-093 |
117-302 |
1-110 |
1.1% |
0-072 |
0.2% |
3% |
False |
False |
492,070 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
31% |
False |
False |
553,613 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
31% |
False |
False |
592,380 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-076 |
0.2% |
38% |
False |
False |
536,520 |
| 120 |
119-093 |
117-053 |
2-040 |
1.8% |
0-079 |
0.2% |
39% |
False |
False |
447,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-255 |
|
2.618 |
118-173 |
|
1.618 |
118-123 |
|
1.000 |
118-092 |
|
0.618 |
118-073 |
|
HIGH |
118-042 |
|
0.618 |
118-023 |
|
0.500 |
118-018 |
|
0.382 |
118-012 |
|
LOW |
117-313 |
|
0.618 |
117-282 |
|
1.000 |
117-263 |
|
1.618 |
117-232 |
|
2.618 |
117-182 |
|
4.250 |
117-100 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-018 |
118-056 |
| PP |
118-011 |
118-037 |
| S1 |
118-004 |
118-017 |
|