ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 26-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-058 |
118-070 |
0-013 |
0.0% |
118-113 |
| High |
118-090 |
118-080 |
-0-010 |
0.0% |
118-120 |
| Low |
118-018 |
118-030 |
0-013 |
0.0% |
117-313 |
| Close |
118-078 |
118-062 |
-0-015 |
0.0% |
118-022 |
| Range |
0-073 |
0-050 |
-0-023 |
-31.1% |
0-127 |
| ATR |
0-074 |
0-072 |
-0-002 |
-2.3% |
0-000 |
| Volume |
3,471 |
2,250 |
-1,221 |
-35.2% |
22,312 |
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-207 |
118-185 |
118-090 |
|
| R3 |
118-157 |
118-135 |
118-076 |
|
| R2 |
118-107 |
118-107 |
118-072 |
|
| R1 |
118-085 |
118-085 |
118-067 |
118-071 |
| PP |
118-058 |
118-058 |
118-058 |
118-051 |
| S1 |
118-035 |
118-035 |
118-058 |
118-021 |
| S2 |
118-008 |
118-008 |
118-053 |
|
| S3 |
117-278 |
117-305 |
118-049 |
|
| S4 |
117-228 |
117-255 |
118-035 |
|
|
| 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 |
118-118 |
117-313 |
0-125 |
0.3% |
0-066 |
0.2% |
56% |
False |
False |
3,418 |
| 10 |
118-227 |
117-313 |
0-235 |
0.6% |
0-060 |
0.2% |
30% |
False |
False |
5,881 |
| 20 |
119-093 |
117-313 |
1-100 |
1.1% |
0-073 |
0.2% |
17% |
False |
False |
132,526 |
| 40 |
119-093 |
117-313 |
1-100 |
1.1% |
0-072 |
0.2% |
17% |
False |
False |
442,163 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-074 |
0.2% |
42% |
False |
False |
507,594 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-075 |
0.2% |
42% |
False |
False |
560,350 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-075 |
0.2% |
47% |
False |
False |
536,464 |
| 120 |
119-093 |
117-053 |
2-040 |
1.8% |
0-078 |
0.2% |
49% |
False |
False |
447,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-292 |
|
2.618 |
118-211 |
|
1.618 |
118-161 |
|
1.000 |
118-130 |
|
0.618 |
118-111 |
|
HIGH |
118-080 |
|
0.618 |
118-061 |
|
0.500 |
118-055 |
|
0.382 |
118-049 |
|
LOW |
118-030 |
|
0.618 |
117-319 |
|
1.000 |
117-300 |
|
1.618 |
117-269 |
|
2.618 |
117-219 |
|
4.250 |
117-138 |
|
|
| Fisher Pivots for day following 26-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-060 |
118-060 |
| PP |
118-058 |
118-057 |
| S1 |
118-055 |
118-054 |
|