ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 18-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-060 |
118-000 |
-0-060 |
-0.2% |
118-195 |
| High |
118-073 |
118-007 |
-0-065 |
-0.2% |
118-240 |
| Low |
118-000 |
117-290 |
-0-030 |
-0.1% |
118-000 |
| Close |
118-015 |
117-302 |
-0-033 |
-0.1% |
118-015 |
| Range |
0-073 |
0-037 |
-0-035 |
-48.3% |
0-240 |
| ATR |
0-083 |
0-081 |
-0-003 |
-3.3% |
0-000 |
| Volume |
652,280 |
445,517 |
-206,763 |
-31.7% |
3,261,431 |
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-099 |
118-078 |
118-003 |
|
| R3 |
118-062 |
118-041 |
117-313 |
|
| R2 |
118-024 |
118-024 |
117-309 |
|
| R1 |
118-003 |
118-003 |
117-306 |
117-315 |
| PP |
117-307 |
117-307 |
117-307 |
117-303 |
| S1 |
117-286 |
117-286 |
117-299 |
117-278 |
| S2 |
117-269 |
117-269 |
117-296 |
|
| S3 |
117-232 |
117-248 |
117-292 |
|
| S4 |
117-194 |
117-211 |
117-282 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-165 |
120-010 |
118-147 |
|
| R3 |
119-245 |
119-090 |
118-081 |
|
| R2 |
119-005 |
119-005 |
118-059 |
|
| R1 |
118-170 |
118-170 |
118-037 |
118-128 |
| PP |
118-085 |
118-085 |
118-085 |
118-064 |
| S1 |
117-250 |
117-250 |
117-313 |
117-208 |
| S2 |
117-165 |
117-165 |
117-291 |
|
| S3 |
116-245 |
117-010 |
117-269 |
|
| S4 |
116-005 |
116-090 |
117-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-173 |
117-290 |
0-202 |
0.5% |
0-070 |
0.2% |
6% |
False |
True |
639,147 |
| 10 |
119-015 |
117-290 |
1-045 |
1.0% |
0-086 |
0.2% |
3% |
False |
True |
683,341 |
| 20 |
119-015 |
117-290 |
1-045 |
1.0% |
0-078 |
0.2% |
3% |
False |
True |
723,377 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-075 |
0.2% |
29% |
False |
False |
368,925 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-063 |
0.2% |
43% |
False |
False |
246,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-167 |
|
2.618 |
118-106 |
|
1.618 |
118-068 |
|
1.000 |
118-045 |
|
0.618 |
118-031 |
|
HIGH |
118-007 |
|
0.618 |
117-313 |
|
0.500 |
117-309 |
|
0.382 |
117-304 |
|
LOW |
117-290 |
|
0.618 |
117-267 |
|
1.000 |
117-253 |
|
1.618 |
117-229 |
|
2.618 |
117-192 |
|
4.250 |
117-131 |
|
|
| Fisher Pivots for day following 18-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-309 |
118-029 |
| PP |
117-307 |
118-013 |
| S1 |
117-305 |
117-318 |
|