ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 08-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2017 |
08-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-200 |
118-290 |
0-090 |
0.2% |
118-167 |
| High |
118-310 |
119-015 |
0-025 |
0.1% |
119-015 |
| Low |
118-200 |
118-245 |
0-045 |
0.1% |
118-135 |
| Close |
118-270 |
118-267 |
-0-003 |
0.0% |
118-267 |
| Range |
0-110 |
0-090 |
-0-020 |
-18.2% |
0-200 |
| ATR |
0-082 |
0-083 |
0-001 |
0.7% |
0-000 |
| Volume |
802,323 |
644,710 |
-157,613 |
-19.6% |
3,126,464 |
|
| Daily Pivots for day following 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-233 |
119-180 |
118-317 |
|
| R3 |
119-143 |
119-090 |
118-292 |
|
| R2 |
119-053 |
119-053 |
118-284 |
|
| R1 |
119-000 |
119-000 |
118-276 |
118-301 |
| PP |
118-282 |
118-282 |
118-282 |
118-273 |
| S1 |
118-230 |
118-230 |
118-259 |
118-211 |
| S2 |
118-192 |
118-192 |
118-251 |
|
| S3 |
118-102 |
118-140 |
118-243 |
|
| S4 |
118-012 |
118-050 |
118-218 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-117 |
119-057 |
|
| R3 |
120-006 |
119-237 |
119-002 |
|
| R2 |
119-126 |
119-126 |
118-304 |
|
| R1 |
119-037 |
119-037 |
118-286 |
119-081 |
| PP |
118-246 |
118-246 |
118-246 |
118-268 |
| S1 |
118-157 |
118-157 |
118-249 |
118-201 |
| S2 |
118-046 |
118-046 |
118-231 |
|
| S3 |
117-166 |
117-277 |
118-212 |
|
| S4 |
116-286 |
117-077 |
118-157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-015 |
118-095 |
0-240 |
0.6% |
0-109 |
0.3% |
72% |
True |
False |
772,683 |
| 10 |
119-015 |
118-042 |
0-293 |
0.8% |
0-088 |
0.2% |
77% |
True |
False |
905,941 |
| 20 |
119-015 |
117-280 |
1-055 |
1.0% |
0-079 |
0.2% |
82% |
True |
False |
550,701 |
| 40 |
119-015 |
117-147 |
1-188 |
1.3% |
0-072 |
0.2% |
87% |
True |
False |
276,330 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-056 |
0.1% |
89% |
True |
False |
184,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-078 |
|
2.618 |
119-251 |
|
1.618 |
119-161 |
|
1.000 |
119-105 |
|
0.618 |
119-071 |
|
HIGH |
119-015 |
|
0.618 |
118-301 |
|
0.500 |
118-290 |
|
0.382 |
118-279 |
|
LOW |
118-245 |
|
0.618 |
118-189 |
|
1.000 |
118-155 |
|
1.618 |
118-099 |
|
2.618 |
118-009 |
|
4.250 |
117-182 |
|
|
| Fisher Pivots for day following 08-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-290 |
118-267 |
| PP |
118-282 |
118-266 |
| S1 |
118-275 |
118-265 |
|