ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 12-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-195 |
118-162 |
-0-033 |
-0.1% |
118-167 |
| High |
118-240 |
118-173 |
-0-067 |
-0.2% |
119-015 |
| Low |
118-153 |
118-090 |
-0-062 |
-0.2% |
118-135 |
| Close |
118-175 |
118-110 |
-0-065 |
-0.2% |
118-267 |
| Range |
0-087 |
0-082 |
-0-005 |
-5.7% |
0-200 |
| ATR |
0-085 |
0-085 |
0-000 |
0.0% |
0-000 |
| Volume |
511,212 |
667,517 |
156,305 |
30.6% |
3,126,464 |
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-052 |
119-003 |
118-155 |
|
| R3 |
118-289 |
118-241 |
118-133 |
|
| R2 |
118-207 |
118-207 |
118-125 |
|
| R1 |
118-158 |
118-158 |
118-118 |
118-141 |
| PP |
118-124 |
118-124 |
118-124 |
118-116 |
| S1 |
118-076 |
118-076 |
118-102 |
118-059 |
| S2 |
118-042 |
118-042 |
118-095 |
|
| S3 |
117-279 |
117-313 |
118-087 |
|
| S4 |
117-197 |
117-231 |
118-065 |
|
|
| 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 |
118-090 |
0-245 |
0.6% |
0-092 |
0.2% |
8% |
False |
True |
677,121 |
| 10 |
119-015 |
118-090 |
0-245 |
0.6% |
0-093 |
0.2% |
8% |
False |
True |
783,302 |
| 20 |
119-015 |
117-280 |
1-055 |
1.0% |
0-082 |
0.2% |
40% |
False |
False |
607,338 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-072 |
0.2% |
55% |
False |
False |
305,791 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-059 |
0.2% |
64% |
False |
False |
203,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-203 |
|
2.618 |
119-068 |
|
1.618 |
118-306 |
|
1.000 |
118-255 |
|
0.618 |
118-223 |
|
HIGH |
118-173 |
|
0.618 |
118-141 |
|
0.500 |
118-131 |
|
0.382 |
118-122 |
|
LOW |
118-090 |
|
0.618 |
118-039 |
|
1.000 |
118-008 |
|
1.618 |
117-277 |
|
2.618 |
117-194 |
|
4.250 |
117-059 |
|
|
| Fisher Pivots for day following 12-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-131 |
118-213 |
| PP |
118-124 |
118-178 |
| S1 |
118-117 |
118-144 |
|