ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 15-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-078 |
118-060 |
-0-018 |
0.0% |
118-195 |
| High |
118-087 |
118-073 |
-0-015 |
0.0% |
118-240 |
| Low |
118-002 |
118-000 |
-0-002 |
0.0% |
118-000 |
| Close |
118-042 |
118-015 |
-0-027 |
-0.1% |
118-015 |
| Range |
0-085 |
0-073 |
-0-012 |
-14.7% |
0-240 |
| ATR |
0-084 |
0-083 |
-0-001 |
-1.0% |
0-000 |
| Volume |
919,761 |
652,280 |
-267,481 |
-29.1% |
3,261,431 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-247 |
118-203 |
118-055 |
|
| R3 |
118-174 |
118-131 |
118-035 |
|
| R2 |
118-102 |
118-102 |
118-028 |
|
| R1 |
118-058 |
118-058 |
118-022 |
118-044 |
| PP |
118-029 |
118-029 |
118-029 |
118-022 |
| S1 |
117-306 |
117-306 |
118-008 |
117-291 |
| S2 |
117-277 |
117-277 |
118-002 |
|
| S3 |
117-204 |
117-233 |
117-315 |
|
| S4 |
117-132 |
117-161 |
117-295 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-165 |
120-010 |
118-147 |
|
| R3 |
119-245 |
119-090 |
118-081 |
|
| R2 |
119-005 |
119-005 |
118-059 |
|
| R1 |
118-170 |
118-170 |
118-037 |
118-128 |
| PP |
118-085 |
118-085 |
118-085 |
118-064 |
| S1 |
117-250 |
117-250 |
117-313 |
117-208 |
| S2 |
117-165 |
117-165 |
117-291 |
|
| S3 |
116-245 |
117-010 |
117-269 |
|
| S4 |
116-005 |
116-090 |
117-203 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-240 |
118-000 |
0-240 |
0.6% |
0-080 |
0.2% |
6% |
False |
True |
652,286 |
| 10 |
119-015 |
118-000 |
1-015 |
0.9% |
0-095 |
0.3% |
4% |
False |
True |
712,484 |
| 20 |
119-015 |
118-000 |
1-015 |
0.9% |
0-080 |
0.2% |
4% |
False |
True |
704,571 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-075 |
0.2% |
35% |
False |
False |
357,816 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-063 |
0.2% |
49% |
False |
False |
238,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-061 |
|
2.618 |
118-262 |
|
1.618 |
118-190 |
|
1.000 |
118-145 |
|
0.618 |
118-117 |
|
HIGH |
118-073 |
|
0.618 |
118-045 |
|
0.500 |
118-036 |
|
0.382 |
118-028 |
|
LOW |
118-000 |
|
0.618 |
117-275 |
|
1.000 |
117-247 |
|
1.618 |
117-203 |
|
2.618 |
117-130 |
|
4.250 |
117-012 |
|
|
| Fisher Pivots for day following 15-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
118-036 |
118-066 |
| PP |
118-029 |
118-049 |
| S1 |
118-022 |
118-032 |
|