ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 28-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-002 |
117-295 |
-0-027 |
-0.1% |
118-113 |
| High |
118-010 |
118-022 |
0-012 |
0.0% |
118-120 |
| Low |
117-278 |
117-255 |
-0-022 |
-0.1% |
117-313 |
| Close |
117-307 |
118-020 |
0-033 |
0.1% |
118-022 |
| Range |
0-053 |
0-087 |
0-035 |
66.6% |
0-127 |
| ATR |
0-075 |
0-076 |
0-001 |
1.2% |
0-000 |
| Volume |
13,623 |
2,187 |
-11,436 |
-83.9% |
22,312 |
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-255 |
118-225 |
118-068 |
|
| R3 |
118-167 |
118-137 |
118-044 |
|
| R2 |
118-080 |
118-080 |
118-036 |
|
| R1 |
118-050 |
118-050 |
118-028 |
118-065 |
| PP |
117-313 |
117-313 |
117-313 |
118-000 |
| S1 |
117-283 |
117-283 |
118-012 |
117-298 |
| S2 |
117-225 |
117-225 |
118-004 |
|
| S3 |
117-138 |
117-195 |
117-316 |
|
| S4 |
117-050 |
117-108 |
117-292 |
|
|
| 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 |
117-255 |
0-155 |
0.4% |
0-060 |
0.2% |
55% |
False |
True |
4,870 |
| 10 |
118-180 |
117-255 |
0-245 |
0.6% |
0-061 |
0.2% |
35% |
False |
True |
4,670 |
| 20 |
119-093 |
117-255 |
1-158 |
1.3% |
0-072 |
0.2% |
18% |
False |
True |
27,048 |
| 40 |
119-093 |
117-255 |
1-158 |
1.3% |
0-072 |
0.2% |
18% |
False |
True |
410,463 |
| 60 |
119-093 |
117-133 |
1-280 |
1.6% |
0-073 |
0.2% |
35% |
False |
False |
486,279 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-075 |
0.2% |
35% |
False |
False |
544,942 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-075 |
0.2% |
41% |
False |
False |
536,545 |
| 120 |
119-093 |
117-053 |
2-040 |
1.8% |
0-078 |
0.2% |
42% |
False |
False |
447,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-074 |
|
2.618 |
118-252 |
|
1.618 |
118-164 |
|
1.000 |
118-110 |
|
0.618 |
118-077 |
|
HIGH |
118-022 |
|
0.618 |
117-309 |
|
0.500 |
117-299 |
|
0.382 |
117-288 |
|
LOW |
117-255 |
|
0.618 |
117-201 |
|
1.000 |
117-168 |
|
1.618 |
117-113 |
|
2.618 |
117-026 |
|
4.250 |
116-203 |
|
|
| Fisher Pivots for day following 28-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-006 |
118-016 |
| PP |
117-313 |
118-012 |
| S1 |
117-299 |
118-008 |
|