ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 13-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-162 |
118-113 |
-0-050 |
-0.1% |
118-167 |
| High |
118-173 |
118-133 |
-0-040 |
-0.1% |
119-015 |
| Low |
118-090 |
118-060 |
-0-030 |
-0.1% |
118-135 |
| Close |
118-110 |
118-067 |
-0-043 |
-0.1% |
118-267 |
| Range |
0-082 |
0-073 |
-0-010 |
-12.1% |
0-200 |
| ATR |
0-085 |
0-084 |
-0-001 |
-1.1% |
0-000 |
| Volume |
667,517 |
510,661 |
-156,856 |
-23.5% |
3,126,464 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-304 |
118-258 |
118-107 |
|
| R3 |
118-232 |
118-186 |
118-087 |
|
| R2 |
118-159 |
118-159 |
118-081 |
|
| R1 |
118-113 |
118-113 |
118-074 |
118-100 |
| PP |
118-087 |
118-087 |
118-087 |
118-080 |
| S1 |
118-041 |
118-041 |
118-061 |
118-027 |
| S2 |
118-014 |
118-014 |
118-054 |
|
| S3 |
117-262 |
117-288 |
118-048 |
|
| S4 |
117-189 |
117-216 |
118-028 |
|
|
| 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 |
118-060 |
0-275 |
0.7% |
0-089 |
0.2% |
3% |
False |
True |
627,284 |
| 10 |
119-015 |
118-060 |
0-275 |
0.7% |
0-090 |
0.2% |
3% |
False |
True |
716,785 |
| 20 |
119-015 |
117-280 |
1-055 |
1.0% |
0-082 |
0.2% |
29% |
False |
False |
630,333 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-072 |
0.2% |
46% |
False |
False |
318,532 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-060 |
0.2% |
57% |
False |
False |
212,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-121 |
|
2.618 |
119-002 |
|
1.618 |
118-250 |
|
1.000 |
118-205 |
|
0.618 |
118-177 |
|
HIGH |
118-133 |
|
0.618 |
118-105 |
|
0.500 |
118-096 |
|
0.382 |
118-088 |
|
LOW |
118-060 |
|
0.618 |
118-015 |
|
1.000 |
117-307 |
|
1.618 |
117-263 |
|
2.618 |
117-190 |
|
4.250 |
117-072 |
|
|
| Fisher Pivots for day following 13-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-096 |
118-150 |
| PP |
118-087 |
118-122 |
| S1 |
118-077 |
118-095 |
|