ECBOT 5 Year T-Note Future December 2017
Trading Metrics calculated at close of trading on 25-Sep-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
Open |
117-193 |
117-227 |
0-035 |
0.1% |
118-000 |
High |
117-258 |
117-295 |
0-038 |
0.1% |
118-010 |
Low |
117-193 |
117-213 |
0-020 |
0.1% |
117-187 |
Close |
117-222 |
117-278 |
0-055 |
0.1% |
117-222 |
Range |
0-065 |
0-082 |
0-018 |
26.9% |
0-143 |
ATR |
0-080 |
0-080 |
0-000 |
0.2% |
0-000 |
Volume |
631,036 |
626,176 |
-4,860 |
-0.8% |
3,258,439 |
|
Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-189 |
118-156 |
118-003 |
|
R3 |
118-107 |
118-073 |
117-300 |
|
R2 |
118-024 |
118-024 |
117-293 |
|
R1 |
117-311 |
117-311 |
117-285 |
118-008 |
PP |
117-262 |
117-262 |
117-262 |
117-270 |
S1 |
117-228 |
117-228 |
117-270 |
117-245 |
S2 |
117-179 |
117-179 |
117-262 |
|
S3 |
117-097 |
117-146 |
117-255 |
|
S4 |
117-014 |
117-063 |
117-232 |
|
|
Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-034 |
118-271 |
117-301 |
|
R3 |
118-212 |
118-128 |
117-262 |
|
R2 |
118-069 |
118-069 |
117-249 |
|
R1 |
117-306 |
117-306 |
117-236 |
117-276 |
PP |
117-247 |
117-247 |
117-247 |
117-232 |
S1 |
117-163 |
117-163 |
117-209 |
117-134 |
S2 |
117-104 |
117-104 |
117-196 |
|
S3 |
116-282 |
117-021 |
117-183 |
|
S4 |
116-139 |
116-198 |
117-144 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
118-010 |
117-187 |
0-143 |
0.4% |
0-079 |
0.2% |
63% |
False |
False |
687,819 |
10 |
118-173 |
117-187 |
0-305 |
0.8% |
0-074 |
0.2% |
30% |
False |
False |
663,483 |
20 |
119-015 |
117-187 |
1-148 |
1.2% |
0-082 |
0.2% |
19% |
False |
False |
749,360 |
40 |
119-015 |
117-187 |
1-148 |
1.2% |
0-074 |
0.2% |
19% |
False |
False |
454,776 |
60 |
119-015 |
117-033 |
1-302 |
1.7% |
0-069 |
0.2% |
39% |
False |
False |
303,436 |
80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-052 |
0.1% |
39% |
False |
False |
227,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-006 |
2.618 |
118-191 |
1.618 |
118-108 |
1.000 |
118-058 |
0.618 |
118-026 |
HIGH |
117-295 |
0.618 |
117-263 |
0.500 |
117-254 |
0.382 |
117-244 |
LOW |
117-213 |
0.618 |
117-162 |
1.000 |
117-130 |
1.618 |
117-079 |
2.618 |
116-317 |
4.250 |
116-182 |
|
|
Fisher Pivots for day following 25-Sep-2017 |
Pivot |
1 day |
3 day |
R1 |
117-270 |
117-265 |
PP |
117-262 |
117-253 |
S1 |
117-254 |
117-241 |
|