ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 20-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
117-300 |
117-285 |
-0-015 |
0.0% |
118-195 |
| High |
118-010 |
118-007 |
-0-003 |
0.0% |
118-240 |
| Low |
117-280 |
117-187 |
-0-093 |
-0.2% |
118-000 |
| Close |
117-287 |
117-207 |
-0-080 |
-0.2% |
118-015 |
| Range |
0-050 |
0-140 |
0-090 |
179.9% |
0-240 |
| ATR |
0-078 |
0-083 |
0-004 |
5.6% |
0-000 |
| Volume |
525,266 |
890,281 |
365,015 |
69.5% |
3,261,431 |
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-021 |
118-254 |
117-284 |
|
| R3 |
118-201 |
118-114 |
117-246 |
|
| R2 |
118-061 |
118-061 |
117-233 |
|
| R1 |
117-294 |
117-294 |
117-220 |
117-267 |
| PP |
117-241 |
117-241 |
117-241 |
117-227 |
| S1 |
117-154 |
117-154 |
117-195 |
117-127 |
| S2 |
117-101 |
117-101 |
117-182 |
|
| S3 |
116-281 |
117-014 |
117-169 |
|
| S4 |
116-141 |
116-194 |
117-130 |
|
|
| 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 |
118-087 |
117-187 |
0-220 |
0.6% |
0-077 |
0.2% |
9% |
False |
True |
686,621 |
| 10 |
119-015 |
117-187 |
1-148 |
1.2% |
0-083 |
0.2% |
4% |
False |
True |
656,952 |
| 20 |
119-015 |
117-187 |
1-148 |
1.2% |
0-082 |
0.2% |
4% |
False |
True |
776,734 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-075 |
0.2% |
10% |
False |
False |
404,262 |
| 60 |
119-015 |
117-033 |
1-302 |
1.7% |
0-066 |
0.2% |
28% |
False |
False |
269,713 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-050 |
0.1% |
28% |
False |
False |
202,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-282 |
|
2.618 |
119-054 |
|
1.618 |
118-234 |
|
1.000 |
118-147 |
|
0.618 |
118-094 |
|
HIGH |
118-007 |
|
0.618 |
117-274 |
|
0.500 |
117-257 |
|
0.382 |
117-241 |
|
LOW |
117-187 |
|
0.618 |
117-101 |
|
1.000 |
117-047 |
|
1.618 |
116-281 |
|
2.618 |
116-141 |
|
4.250 |
115-232 |
|
|
| Fisher Pivots for day following 20-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-257 |
117-259 |
| PP |
117-241 |
117-242 |
| S1 |
117-224 |
117-225 |
|