ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 22-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-018 |
118-035 |
0-018 |
0.0% |
118-113 |
| High |
118-042 |
118-053 |
0-010 |
0.0% |
118-120 |
| Low |
117-313 |
118-018 |
0-025 |
0.1% |
117-313 |
| Close |
117-318 |
118-022 |
0-025 |
0.1% |
118-022 |
| Range |
0-050 |
0-035 |
-0-015 |
-30.0% |
0-127 |
| ATR |
0-076 |
0-074 |
-0-001 |
-2.0% |
0-000 |
| Volume |
2,577 |
2,819 |
242 |
9.4% |
22,312 |
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-136 |
118-114 |
118-042 |
|
| R3 |
118-101 |
118-079 |
118-032 |
|
| R2 |
118-066 |
118-066 |
118-029 |
|
| R1 |
118-044 |
118-044 |
118-026 |
118-038 |
| PP |
118-031 |
118-031 |
118-031 |
118-028 |
| S1 |
118-009 |
118-009 |
118-019 |
118-002 |
| S2 |
117-316 |
117-316 |
118-016 |
|
| S3 |
117-281 |
117-294 |
118-013 |
|
| S4 |
117-246 |
117-259 |
118-003 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-107 |
119-032 |
118-093 |
|
| R3 |
118-300 |
118-225 |
118-058 |
|
| R2 |
118-172 |
118-172 |
118-046 |
|
| R1 |
118-097 |
118-097 |
118-034 |
118-071 |
| PP |
118-045 |
118-045 |
118-045 |
118-032 |
| S1 |
117-290 |
117-290 |
118-011 |
117-264 |
| S2 |
117-238 |
117-238 |
117-319 |
|
| S3 |
117-110 |
117-163 |
117-307 |
|
| S4 |
116-303 |
117-035 |
117-272 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-120 |
117-313 |
0-127 |
0.3% |
0-056 |
0.1% |
24% |
False |
False |
4,462 |
| 10 |
119-002 |
117-313 |
1-010 |
0.9% |
0-063 |
0.2% |
9% |
False |
False |
8,654 |
| 20 |
119-093 |
117-313 |
1-100 |
1.1% |
0-072 |
0.2% |
7% |
False |
False |
286,647 |
| 40 |
119-093 |
117-302 |
1-110 |
1.1% |
0-072 |
0.2% |
9% |
False |
False |
471,137 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-075 |
0.2% |
35% |
False |
False |
538,300 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-076 |
0.2% |
35% |
False |
False |
580,841 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-076 |
0.2% |
41% |
False |
False |
536,537 |
| 120 |
119-093 |
117-053 |
2-040 |
1.8% |
0-078 |
0.2% |
43% |
False |
False |
447,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-201 |
|
2.618 |
118-144 |
|
1.618 |
118-109 |
|
1.000 |
118-088 |
|
0.618 |
118-074 |
|
HIGH |
118-053 |
|
0.618 |
118-039 |
|
0.500 |
118-035 |
|
0.382 |
118-031 |
|
LOW |
118-018 |
|
0.618 |
117-316 |
|
1.000 |
117-302 |
|
1.618 |
117-281 |
|
2.618 |
117-246 |
|
4.250 |
117-189 |
|
|
| Fisher Pivots for day following 22-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-035 |
118-055 |
| PP |
118-031 |
118-044 |
| S1 |
118-027 |
118-033 |
|