ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 07-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2017 |
07-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-267 |
118-200 |
-0-067 |
-0.2% |
118-090 |
| High |
118-285 |
118-310 |
0-025 |
0.1% |
118-233 |
| Low |
118-195 |
118-200 |
0-005 |
0.0% |
118-078 |
| Close |
118-198 |
118-270 |
0-073 |
0.2% |
118-118 |
| Range |
0-090 |
0-110 |
0-020 |
22.3% |
0-155 |
| ATR |
0-080 |
0-082 |
0-002 |
2.9% |
0-000 |
| Volume |
759,846 |
802,323 |
42,477 |
5.6% |
4,714,709 |
|
| Daily Pivots for day following 07-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-270 |
119-220 |
119-011 |
|
| R3 |
119-160 |
119-110 |
118-300 |
|
| R2 |
119-050 |
119-050 |
118-290 |
|
| R1 |
119-000 |
119-000 |
118-280 |
119-025 |
| PP |
118-260 |
118-260 |
118-260 |
118-273 |
| S1 |
118-210 |
118-210 |
118-260 |
118-235 |
| S2 |
118-150 |
118-150 |
118-250 |
|
| S3 |
118-040 |
118-100 |
118-240 |
|
| S4 |
117-250 |
117-310 |
118-210 |
|
|
| 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 |
118-310 |
118-095 |
0-215 |
0.6% |
0-101 |
0.3% |
81% |
True |
False |
800,844 |
| 10 |
118-310 |
118-042 |
0-268 |
0.7% |
0-084 |
0.2% |
85% |
True |
False |
930,539 |
| 20 |
118-310 |
117-280 |
1-030 |
0.9% |
0-078 |
0.2% |
89% |
True |
False |
518,809 |
| 40 |
118-310 |
117-122 |
1-188 |
1.3% |
0-071 |
0.2% |
92% |
True |
False |
260,230 |
| 60 |
118-310 |
117-033 |
1-278 |
1.6% |
0-055 |
0.1% |
93% |
True |
False |
173,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-138 |
|
2.618 |
119-278 |
|
1.618 |
119-168 |
|
1.000 |
119-100 |
|
0.618 |
119-058 |
|
HIGH |
118-310 |
|
0.618 |
118-268 |
|
0.500 |
118-255 |
|
0.382 |
118-242 |
|
LOW |
118-200 |
|
0.618 |
118-132 |
|
1.000 |
118-090 |
|
1.618 |
118-022 |
|
2.618 |
117-232 |
|
4.250 |
117-052 |
|
|
| Fisher Pivots for day following 07-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-265 |
118-254 |
| PP |
118-260 |
118-238 |
| S1 |
118-255 |
118-223 |
|