ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 05-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-165 |
118-167 |
0-002 |
0.0% |
118-090 |
| High |
118-215 |
118-270 |
0-055 |
0.1% |
118-233 |
| Low |
118-095 |
118-135 |
0-040 |
0.1% |
118-078 |
| Close |
118-118 |
118-262 |
0-145 |
0.4% |
118-118 |
| Range |
0-120 |
0-135 |
0-015 |
12.5% |
0-155 |
| ATR |
0-073 |
0-079 |
0-006 |
7.7% |
0-000 |
| Volume |
736,952 |
919,585 |
182,633 |
24.8% |
4,714,709 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-308 |
119-260 |
119-017 |
|
| R3 |
119-173 |
119-125 |
118-300 |
|
| R2 |
119-038 |
119-038 |
118-287 |
|
| R1 |
118-310 |
118-310 |
118-275 |
119-014 |
| PP |
118-223 |
118-223 |
118-223 |
118-234 |
| S1 |
118-175 |
118-175 |
118-250 |
118-199 |
| S2 |
118-087 |
118-087 |
118-238 |
|
| S3 |
117-272 |
118-040 |
118-225 |
|
| S4 |
117-137 |
117-225 |
118-188 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-288 |
119-198 |
118-203 |
|
| R3 |
119-133 |
119-043 |
118-160 |
|
| R2 |
118-298 |
118-298 |
118-146 |
|
| R1 |
118-208 |
118-208 |
118-132 |
118-253 |
| PP |
118-143 |
118-143 |
118-143 |
118-165 |
| S1 |
118-053 |
118-053 |
118-103 |
118-098 |
| S2 |
117-307 |
117-307 |
118-089 |
|
| S3 |
117-152 |
117-217 |
118-075 |
|
| S4 |
116-317 |
117-062 |
118-032 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-270 |
118-095 |
0-175 |
0.5% |
0-094 |
0.2% |
96% |
True |
False |
889,484 |
| 10 |
118-270 |
118-040 |
0-230 |
0.6% |
0-077 |
0.2% |
97% |
True |
False |
851,052 |
| 20 |
118-270 |
117-253 |
1-018 |
0.9% |
0-074 |
0.2% |
98% |
True |
False |
441,024 |
| 40 |
118-270 |
117-053 |
1-218 |
1.4% |
0-070 |
0.2% |
99% |
True |
False |
221,227 |
| 60 |
118-270 |
117-033 |
1-238 |
1.5% |
0-051 |
0.1% |
99% |
True |
False |
147,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-204 |
|
2.618 |
119-303 |
|
1.618 |
119-168 |
|
1.000 |
119-085 |
|
0.618 |
119-033 |
|
HIGH |
118-270 |
|
0.618 |
118-218 |
|
0.500 |
118-203 |
|
0.382 |
118-187 |
|
LOW |
118-135 |
|
0.618 |
118-052 |
|
1.000 |
118-000 |
|
1.618 |
117-237 |
|
2.618 |
117-102 |
|
4.250 |
116-201 |
|
|
| Fisher Pivots for day following 05-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-243 |
118-236 |
| PP |
118-223 |
118-209 |
| S1 |
118-203 |
118-183 |
|