ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 27-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
117-275 |
117-250 |
-0-025 |
-0.1% |
118-000 |
| High |
117-287 |
117-255 |
-0-032 |
-0.1% |
118-010 |
| Low |
117-227 |
117-150 |
-0-077 |
-0.2% |
117-187 |
| Close |
117-262 |
117-180 |
-0-082 |
-0.2% |
117-222 |
| Range |
0-060 |
0-105 |
0-045 |
75.0% |
0-143 |
| ATR |
0-079 |
0-081 |
0-002 |
3.1% |
0-000 |
| Volume |
658,408 |
1,041,558 |
383,150 |
58.2% |
3,258,439 |
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-190 |
118-130 |
117-238 |
|
| R3 |
118-085 |
118-025 |
117-209 |
|
| R2 |
117-300 |
117-300 |
117-199 |
|
| R1 |
117-240 |
117-240 |
117-190 |
117-218 |
| PP |
117-195 |
117-195 |
117-195 |
117-184 |
| S1 |
117-135 |
117-135 |
117-170 |
117-113 |
| S2 |
117-090 |
117-090 |
117-161 |
|
| S3 |
116-305 |
117-030 |
117-151 |
|
| S4 |
116-200 |
116-245 |
117-122 |
|
|
| 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 |
117-295 |
117-150 |
0-145 |
0.4% |
0-074 |
0.2% |
21% |
False |
True |
744,703 |
| 10 |
118-087 |
117-150 |
0-257 |
0.7% |
0-075 |
0.2% |
12% |
False |
True |
715,662 |
| 20 |
119-015 |
117-150 |
1-185 |
1.3% |
0-083 |
0.2% |
6% |
False |
True |
716,223 |
| 40 |
119-015 |
117-150 |
1-185 |
1.3% |
0-076 |
0.2% |
6% |
False |
True |
497,138 |
| 60 |
119-015 |
117-033 |
1-302 |
1.7% |
0-072 |
0.2% |
24% |
False |
False |
331,769 |
| 80 |
119-015 |
117-033 |
1-302 |
1.7% |
0-054 |
0.1% |
24% |
False |
False |
248,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-061 |
|
2.618 |
118-210 |
|
1.618 |
118-105 |
|
1.000 |
118-040 |
|
0.618 |
118-000 |
|
HIGH |
117-255 |
|
0.618 |
117-215 |
|
0.500 |
117-203 |
|
0.382 |
117-190 |
|
LOW |
117-150 |
|
0.618 |
117-085 |
|
1.000 |
117-045 |
|
1.618 |
116-300 |
|
2.618 |
116-195 |
|
4.250 |
116-024 |
|
|
| Fisher Pivots for day following 27-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-203 |
117-223 |
| PP |
117-195 |
117-208 |
| S1 |
117-188 |
117-194 |
|