ECBOT 5 Year T-Note Future December 2017
| Trading Metrics calculated at close of trading on 19-Sep-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
118-000 |
117-300 |
-0-020 |
-0.1% |
118-195 |
| High |
118-007 |
118-010 |
0-003 |
0.0% |
118-240 |
| Low |
117-290 |
117-280 |
-0-010 |
0.0% |
118-000 |
| Close |
117-302 |
117-287 |
-0-015 |
0.0% |
118-015 |
| Range |
0-037 |
0-050 |
0-013 |
33.5% |
0-240 |
| ATR |
0-081 |
0-078 |
-0-002 |
-2.7% |
0-000 |
| Volume |
445,517 |
525,266 |
79,749 |
17.9% |
3,261,431 |
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-129 |
118-098 |
117-315 |
|
| R3 |
118-079 |
118-048 |
117-301 |
|
| R2 |
118-029 |
118-029 |
117-297 |
|
| R1 |
117-318 |
117-318 |
117-292 |
117-309 |
| PP |
117-299 |
117-299 |
117-299 |
117-294 |
| S1 |
117-268 |
117-268 |
117-283 |
117-259 |
| S2 |
117-249 |
117-249 |
117-278 |
|
| S3 |
117-199 |
117-218 |
117-274 |
|
| S4 |
117-149 |
117-168 |
117-260 |
|
|
| 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 |
118-133 |
117-280 |
0-173 |
0.5% |
0-064 |
0.2% |
4% |
False |
True |
610,697 |
| 10 |
119-015 |
117-280 |
1-055 |
1.0% |
0-078 |
0.2% |
2% |
False |
True |
643,909 |
| 20 |
119-015 |
117-280 |
1-055 |
1.0% |
0-078 |
0.2% |
2% |
False |
True |
747,480 |
| 40 |
119-015 |
117-160 |
1-175 |
1.3% |
0-075 |
0.2% |
26% |
False |
False |
382,030 |
| 60 |
119-015 |
117-033 |
1-302 |
1.6% |
0-064 |
0.2% |
41% |
False |
False |
254,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-223 |
|
2.618 |
118-141 |
|
1.618 |
118-091 |
|
1.000 |
118-060 |
|
0.618 |
118-041 |
|
HIGH |
118-010 |
|
0.618 |
117-311 |
|
0.500 |
117-305 |
|
0.382 |
117-299 |
|
LOW |
117-280 |
|
0.618 |
117-249 |
|
1.000 |
117-230 |
|
1.618 |
117-199 |
|
2.618 |
117-149 |
|
4.250 |
117-067 |
|
|
| Fisher Pivots for day following 19-Sep-2017 |
| Pivot |
1 day |
3 day |
| R1 |
117-305 |
118-016 |
| PP |
117-299 |
118-000 |
| S1 |
117-293 |
117-304 |
|