ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-070 |
118-002 |
-0-068 |
-0.2% |
118-113 |
| High |
118-080 |
118-010 |
-0-070 |
-0.2% |
118-120 |
| Low |
118-030 |
117-278 |
-0-073 |
-0.2% |
117-313 |
| Close |
118-062 |
117-307 |
-0-075 |
-0.2% |
118-022 |
| Range |
0-050 |
0-053 |
0-003 |
5.1% |
0-127 |
| ATR |
0-072 |
0-075 |
0-002 |
3.2% |
0-000 |
| Volume |
2,250 |
13,623 |
11,373 |
505.5% |
22,312 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-143 |
118-118 |
118-016 |
|
| R3 |
118-090 |
118-065 |
118-002 |
|
| R2 |
118-038 |
118-038 |
117-317 |
|
| R1 |
118-013 |
118-013 |
117-312 |
117-319 |
| PP |
117-305 |
117-305 |
117-305 |
117-298 |
| S1 |
117-280 |
117-280 |
117-303 |
117-266 |
| S2 |
117-252 |
117-252 |
117-298 |
|
| S3 |
117-200 |
117-227 |
117-293 |
|
| S4 |
117-147 |
117-175 |
117-279 |
|
|
| 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 |
118-090 |
117-278 |
0-133 |
0.4% |
0-052 |
0.1% |
23% |
False |
True |
4,948 |
| 10 |
118-185 |
117-278 |
0-227 |
0.6% |
0-059 |
0.2% |
13% |
False |
True |
6,102 |
| 20 |
119-093 |
117-278 |
1-135 |
1.2% |
0-070 |
0.2% |
7% |
False |
True |
64,746 |
| 40 |
119-093 |
117-278 |
1-135 |
1.2% |
0-071 |
0.2% |
7% |
False |
True |
426,270 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-073 |
0.2% |
29% |
False |
False |
500,202 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-075 |
0.2% |
29% |
False |
False |
553,555 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-075 |
0.2% |
36% |
False |
False |
536,596 |
| 120 |
119-093 |
117-053 |
2-040 |
1.8% |
0-078 |
0.2% |
37% |
False |
False |
447,407 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-233 |
|
2.618 |
118-147 |
|
1.618 |
118-095 |
|
1.000 |
118-063 |
|
0.618 |
118-042 |
|
HIGH |
118-010 |
|
0.618 |
117-310 |
|
0.500 |
117-304 |
|
0.382 |
117-298 |
|
LOW |
117-278 |
|
0.618 |
117-245 |
|
1.000 |
117-225 |
|
1.618 |
117-193 |
|
2.618 |
117-140 |
|
4.250 |
117-054 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-306 |
118-024 |
| PP |
117-305 |
118-012 |
| S1 |
117-304 |
118-000 |
|