ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 14-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-113 |
118-078 |
-0-035 |
-0.1% |
118-167 |
| High |
118-133 |
118-087 |
-0-045 |
-0.1% |
119-015 |
| Low |
118-060 |
118-002 |
-0-058 |
-0.2% |
118-135 |
| Close |
118-067 |
118-042 |
-0-025 |
-0.1% |
118-267 |
| Range |
0-073 |
0-085 |
0-012 |
17.2% |
0-200 |
| ATR |
0-084 |
0-084 |
0-000 |
0.1% |
0-000 |
| Volume |
510,661 |
919,761 |
409,100 |
80.1% |
3,126,464 |
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-299 |
118-256 |
118-089 |
|
| R3 |
118-214 |
118-171 |
118-066 |
|
| R2 |
118-129 |
118-129 |
118-058 |
|
| R1 |
118-086 |
118-086 |
118-050 |
118-065 |
| PP |
118-044 |
118-044 |
118-044 |
118-034 |
| S1 |
118-001 |
118-001 |
118-035 |
117-300 |
| S2 |
117-279 |
117-279 |
118-027 |
|
| S3 |
117-194 |
117-236 |
118-019 |
|
| S4 |
117-109 |
117-151 |
117-316 |
|
|
| 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 |
118-002 |
1-013 |
0.9% |
0-084 |
0.2% |
12% |
False |
True |
650,772 |
| 10 |
119-015 |
118-002 |
1-013 |
0.9% |
0-092 |
0.2% |
12% |
False |
True |
725,808 |
| 20 |
119-015 |
118-002 |
1-013 |
0.9% |
0-081 |
0.2% |
12% |
False |
True |
673,742 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-074 |
0.2% |
41% |
False |
False |
341,520 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-061 |
0.2% |
53% |
False |
False |
227,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-129 |
|
2.618 |
118-310 |
|
1.618 |
118-225 |
|
1.000 |
118-172 |
|
0.618 |
118-140 |
|
HIGH |
118-087 |
|
0.618 |
118-055 |
|
0.500 |
118-045 |
|
0.382 |
118-035 |
|
LOW |
118-002 |
|
0.618 |
117-270 |
|
1.000 |
117-238 |
|
1.618 |
117-185 |
|
2.618 |
117-100 |
|
4.250 |
116-281 |
|
|
| Fisher Pivots for day following 14-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-045 |
118-088 |
| PP |
118-044 |
118-073 |
| S1 |
118-043 |
118-057 |
|