ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 06-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-167 |
118-267 |
0-100 |
0.3% |
118-090 |
| High |
118-270 |
118-285 |
0-015 |
0.0% |
118-233 |
| Low |
118-135 |
118-195 |
0-060 |
0.2% |
118-078 |
| Close |
118-262 |
118-198 |
-0-065 |
-0.2% |
118-118 |
| Range |
0-135 |
0-090 |
-0-045 |
-33.3% |
0-155 |
| ATR |
0-079 |
0-080 |
0-001 |
1.0% |
0-000 |
| Volume |
919,585 |
759,846 |
-159,739 |
-17.4% |
4,714,709 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-176 |
119-117 |
118-247 |
|
| R3 |
119-086 |
119-027 |
118-222 |
|
| R2 |
118-316 |
118-316 |
118-214 |
|
| R1 |
118-257 |
118-257 |
118-206 |
118-241 |
| PP |
118-226 |
118-226 |
118-226 |
118-218 |
| S1 |
118-167 |
118-167 |
118-189 |
118-151 |
| S2 |
118-136 |
118-136 |
118-181 |
|
| S3 |
118-046 |
118-077 |
118-173 |
|
| S4 |
117-276 |
117-307 |
118-148 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-198 |
118-203 |
|
| R3 |
119-133 |
119-043 |
118-160 |
|
| R2 |
118-298 |
118-298 |
118-146 |
|
| R1 |
118-208 |
118-208 |
118-132 |
118-253 |
| PP |
118-143 |
118-143 |
118-143 |
118-165 |
| S1 |
118-053 |
118-053 |
118-103 |
118-098 |
| S2 |
117-307 |
117-307 |
118-089 |
|
| S3 |
117-152 |
117-217 |
118-075 |
|
| S4 |
116-317 |
117-062 |
118-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-285 |
118-095 |
0-190 |
0.5% |
0-091 |
0.2% |
54% |
True |
False |
806,286 |
| 10 |
118-285 |
118-040 |
0-245 |
0.6% |
0-080 |
0.2% |
64% |
True |
False |
896,516 |
| 20 |
118-285 |
117-280 |
1-005 |
0.9% |
0-076 |
0.2% |
73% |
True |
False |
478,795 |
| 40 |
118-285 |
117-115 |
1-170 |
1.3% |
0-071 |
0.2% |
82% |
True |
False |
240,198 |
| 60 |
118-285 |
117-033 |
1-252 |
1.5% |
0-053 |
0.1% |
85% |
True |
False |
160,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-027 |
|
2.618 |
119-201 |
|
1.618 |
119-111 |
|
1.000 |
119-055 |
|
0.618 |
119-021 |
|
HIGH |
118-285 |
|
0.618 |
118-251 |
|
0.500 |
118-240 |
|
0.382 |
118-229 |
|
LOW |
118-195 |
|
0.618 |
118-139 |
|
1.000 |
118-105 |
|
1.618 |
118-049 |
|
2.618 |
117-279 |
|
4.250 |
117-133 |
|
|
| Fisher Pivots for day following 06-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-240 |
118-195 |
| PP |
118-226 |
118-193 |
| S1 |
118-212 |
118-190 |
|