ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 13-Sep-2017

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

STRONG SELL(-0.75)
Moving Averages

Strong Sell

-1.00

Oscillators

Neutral

0.00

Price Levels

Sell

-0.50

Trend

Neutral

0.00

Relative Volume (20d): —
ATR(14) %: —
20-Day Historical Volatility: —

Day Change Summary (OHLC)

PreviousCurrent
Metric12-Sep-201713-Sep-2017ChangeChange %Previous Week
Open118-033117-310-0-042-0.1%118-185
High118-033117-310-0-042-0.1%118-193
Low118-033117-310-0-042-0.1%118-120
Close118-033117-310-0-042-0.1%118-190
Range0-0000-0000-000NaN%0-073
ATR(14)0-0650-042-0-022-34.6%0-002
Volume

Multi-Period Performance

1-Month (21d)

—

3-Month (63d)

—

6-Month (126d)

—

1-Year (252d)

—

Year-To-Date (YTD)

-0.1%

52-Week Range

52W Low: 117-310 (0.0%)

Position (0%)

52W High: 118-193 (0.5%)

Daily Pivots for day following 13-Sep-2017

LevelClassicWoodieCamarillaDeMark
R4117-310117-310117-310
R3117-310117-310117-310
R2117-310117-310117-310
R1117-310117-310117-310117-310
PP117-310117-310117-310117-310
S1117-310117-310117-310117-310
S2117-310117-310117-310
S3117-310117-310117-310
S4117-310117-310117-310

Weekly Pivots for week ending 08-Sep-2017

LevelClassicWoodieCamarillaDeMark
R4119-065119-040118-230
R3118-313118-288118-210
R2118-240118-240118-203
R1118-215118-215118-197118-228
PP118-167118-167118-167118-174
S1118-142118-142118-183118-155
S2118-095118-095118-177
S3118-022118-070118-170
S4117-270117-317118-150

Fisher Pivots for day following 13-Sep-2017

Pivot1 Day3 Day
R1117-310118-044
PP117-310118-026
S1117-310118-008

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

LevelPrice Level
4.250117-310
2.618117-310
1.618117-310
1.000117-310
0.618117-310
HIGH117-310
0.618117-310
0.500117-310
0.382117-310
LOW117-310
0.618117-310
1.000117-310
1.618117-310
2.618117-310
4.250117-310

20-Day Swing Fibonacci Retracements

Swing LevelPrice Level
23.6%118-145
38.2%118-115
50.0%118-091
61.8%118-068
78.6%118-033

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

PeriodSMA ValueDistance (Pts)Distance (%)Signal
5-Day SMA118-100-0-110-0.3%Below
10-Day SMA118-099-0-109-0.3%Below
20-Day SMAInsufficient data
50-Day SMAInsufficient data
100-Day SMAInsufficient data
200-Day SMAInsufficient data

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

ROC (12)

Neutral
-0.07%
12-period Rate of Change

Crabel Price Patterns

PatternSignal / Value
NRFalse
NR4False
NR5False
NR7False
WSFalse
WS4False
WS5False
WS7False
IDFalse
ODFalse
IDnr4False
2BNRFalse
3BNRFalse
4BNRFalse
8BNRFalse
Bear HookFalse
Bull HookFalse
Stretch0-000

High/Low/Range Statistics

Trading DaysHighLowRangeRange %Average RangeAverage Range %Close %New HighNew LowAverage Volume
5118-193117-3100-2020.5%0-0000.0%0%FalseTrue0
10118-193117-3100-2020.5%0-0000.0%0%FalseTrue0