ECBOT 5 Year T-Note Future September 2017
| Trading Metrics calculated at close of trading on 29-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
117-295 |
117-300 |
0-005 |
0.0% |
118-058 |
| High |
118-022 |
118-033 |
0-010 |
0.0% |
118-090 |
| Low |
117-255 |
117-280 |
0-025 |
0.1% |
117-255 |
| Close |
118-020 |
117-313 |
-0-027 |
-0.1% |
117-313 |
| Range |
0-087 |
0-073 |
-0-015 |
-17.1% |
0-155 |
| ATR |
0-076 |
0-075 |
0-000 |
-0.3% |
0-000 |
| Volume |
2,187 |
528 |
-1,659 |
-75.9% |
22,059 |
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-213 |
118-175 |
118-032 |
|
| R3 |
118-140 |
118-103 |
118-012 |
|
| R2 |
118-068 |
118-068 |
118-006 |
|
| R1 |
118-030 |
118-030 |
117-319 |
118-049 |
| PP |
117-315 |
117-315 |
117-315 |
118-004 |
| S1 |
117-278 |
117-278 |
117-306 |
117-296 |
| S2 |
117-242 |
117-242 |
117-299 |
|
| S3 |
117-170 |
117-205 |
117-293 |
|
| S4 |
117-097 |
117-132 |
117-273 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-151 |
119-067 |
118-078 |
|
| R3 |
118-316 |
118-232 |
118-035 |
|
| R2 |
118-161 |
118-161 |
118-021 |
|
| R1 |
118-077 |
118-077 |
118-007 |
118-041 |
| PP |
118-006 |
118-006 |
118-006 |
117-308 |
| S1 |
117-242 |
117-242 |
117-298 |
117-206 |
| S2 |
117-171 |
117-171 |
117-284 |
|
| S3 |
117-016 |
117-087 |
117-270 |
|
| S4 |
116-181 |
116-252 |
117-227 |
|
|
| 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% |
0-067 |
0.2% |
37% |
False |
False |
4,411 |
| 10 |
118-120 |
117-255 |
0-185 |
0.5% |
0-062 |
0.2% |
31% |
False |
False |
4,437 |
| 20 |
119-093 |
117-255 |
1-158 |
1.3% |
0-073 |
0.2% |
12% |
False |
False |
17,068 |
| 40 |
119-093 |
117-255 |
1-158 |
1.3% |
0-072 |
0.2% |
12% |
False |
False |
397,081 |
| 60 |
119-093 |
117-150 |
1-262 |
1.5% |
0-072 |
0.2% |
28% |
False |
False |
473,094 |
| 80 |
119-093 |
117-133 |
1-280 |
1.6% |
0-075 |
0.2% |
30% |
False |
False |
537,141 |
| 100 |
119-093 |
117-067 |
2-025 |
1.8% |
0-076 |
0.2% |
37% |
False |
False |
536,446 |
| 120 |
119-093 |
117-067 |
2-025 |
1.8% |
0-078 |
0.2% |
37% |
False |
False |
447,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-021 |
|
2.618 |
118-222 |
|
1.618 |
118-150 |
|
1.000 |
118-105 |
|
0.618 |
118-077 |
|
HIGH |
118-033 |
|
0.618 |
118-005 |
|
0.500 |
117-316 |
|
0.382 |
117-308 |
|
LOW |
117-280 |
|
0.618 |
117-235 |
|
1.000 |
117-207 |
|
1.618 |
117-163 |
|
2.618 |
117-090 |
|
4.250 |
116-292 |
|
|
| Fisher Pivots for day following 29-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-316 |
117-310 |
| PP |
117-315 |
117-307 |
| S1 |
117-314 |
117-304 |
|