ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 21-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
117-285 |
117-215 |
-0-070 |
-0.2% |
118-195 |
| High |
118-007 |
117-245 |
-0-082 |
-0.2% |
118-240 |
| Low |
117-187 |
117-187 |
0-000 |
0.0% |
118-000 |
| Close |
117-207 |
117-198 |
-0-010 |
0.0% |
118-015 |
| Range |
0-140 |
0-058 |
-0-082 |
-58.9% |
0-240 |
| ATR |
0-083 |
0-081 |
-0-002 |
-2.2% |
0-000 |
| Volume |
890,281 |
766,339 |
-123,942 |
-13.9% |
3,261,431 |
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-063 |
118-028 |
117-229 |
|
| R3 |
118-005 |
117-290 |
117-213 |
|
| R2 |
117-267 |
117-267 |
117-208 |
|
| R1 |
117-233 |
117-233 |
117-203 |
117-221 |
| PP |
117-210 |
117-210 |
117-210 |
117-204 |
| S1 |
117-175 |
117-175 |
117-192 |
117-164 |
| S2 |
117-152 |
117-152 |
117-187 |
|
| S3 |
117-095 |
117-117 |
117-182 |
|
| S4 |
117-037 |
117-060 |
117-166 |
|
|
| 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 |
118-073 |
117-187 |
0-205 |
0.5% |
0-072 |
0.2% |
5% |
False |
True |
655,936 |
| 10 |
119-015 |
117-187 |
1-148 |
1.2% |
0-078 |
0.2% |
2% |
False |
True |
653,354 |
| 20 |
119-015 |
117-187 |
1-148 |
1.2% |
0-081 |
0.2% |
2% |
False |
True |
791,947 |
| 40 |
119-015 |
117-187 |
1-148 |
1.2% |
0-074 |
0.2% |
2% |
False |
True |
423,374 |
| 60 |
119-015 |
117-033 |
1-302 |
1.7% |
0-067 |
0.2% |
27% |
False |
False |
282,486 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-051 |
0.1% |
27% |
False |
False |
211,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-169 |
|
2.618 |
118-076 |
|
1.618 |
118-018 |
|
1.000 |
117-302 |
|
0.618 |
117-281 |
|
HIGH |
117-245 |
|
0.618 |
117-223 |
|
0.500 |
117-216 |
|
0.382 |
117-209 |
|
LOW |
117-187 |
|
0.618 |
117-152 |
|
1.000 |
117-130 |
|
1.618 |
117-094 |
|
2.618 |
117-037 |
|
4.250 |
116-263 |
|
|
| Fisher Pivots for day following 21-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-216 |
117-259 |
| PP |
117-210 |
117-238 |
| S1 |
117-204 |
117-218 |
|