ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 11-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-290 |
118-195 |
-0-095 |
-0.2% |
118-167 |
| High |
119-015 |
118-240 |
-0-095 |
-0.2% |
119-015 |
| Low |
118-245 |
118-153 |
-0-092 |
-0.2% |
118-135 |
| Close |
118-267 |
118-175 |
-0-092 |
-0.2% |
118-267 |
| Range |
0-090 |
0-087 |
-0-003 |
-2.8% |
0-200 |
| ATR |
0-083 |
0-085 |
0-002 |
2.8% |
0-000 |
| Volume |
644,710 |
511,212 |
-133,498 |
-20.7% |
3,126,464 |
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-132 |
119-081 |
118-223 |
|
| R3 |
119-044 |
118-313 |
118-199 |
|
| R2 |
118-277 |
118-277 |
118-191 |
|
| R1 |
118-226 |
118-226 |
118-183 |
118-208 |
| PP |
118-189 |
118-189 |
118-189 |
118-180 |
| S1 |
118-138 |
118-138 |
118-167 |
118-120 |
| S2 |
118-102 |
118-102 |
118-159 |
|
| S3 |
118-014 |
118-051 |
118-151 |
|
| S4 |
117-247 |
117-283 |
118-127 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-206 |
120-117 |
119-057 |
|
| R3 |
120-006 |
119-237 |
119-002 |
|
| R2 |
119-126 |
119-126 |
118-304 |
|
| R1 |
119-037 |
119-037 |
118-286 |
119-081 |
| PP |
118-246 |
118-246 |
118-246 |
118-268 |
| S1 |
118-157 |
118-157 |
118-249 |
118-201 |
| S2 |
118-046 |
118-046 |
118-231 |
|
| S3 |
117-166 |
117-277 |
118-212 |
|
| S4 |
116-286 |
117-077 |
118-157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-015 |
118-135 |
0-200 |
0.5% |
0-103 |
0.3% |
20% |
False |
False |
727,535 |
| 10 |
119-015 |
118-078 |
0-258 |
0.7% |
0-090 |
0.2% |
38% |
False |
False |
835,238 |
| 20 |
119-015 |
117-280 |
1-055 |
1.0% |
0-080 |
0.2% |
57% |
False |
False |
575,410 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-071 |
0.2% |
68% |
False |
False |
289,104 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-057 |
0.2% |
74% |
False |
False |
192,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-292 |
|
2.618 |
119-149 |
|
1.618 |
119-062 |
|
1.000 |
119-007 |
|
0.618 |
118-294 |
|
HIGH |
118-240 |
|
0.618 |
118-207 |
|
0.500 |
118-196 |
|
0.382 |
118-186 |
|
LOW |
118-153 |
|
0.618 |
118-098 |
|
1.000 |
118-065 |
|
1.618 |
118-011 |
|
2.618 |
117-243 |
|
4.250 |
117-101 |
|
|
| Fisher Pivots for day following 11-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-196 |
118-244 |
| PP |
118-189 |
118-221 |
| S1 |
118-182 |
118-198 |
|