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)
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
Weekly Pivots for week ending 08-Sep-2017
Fibonacci Retracements and Extensions
Single-day high/low extensions and retracements
| Level | Price Level |
|---|---|
| 4.250 | 117-310 |
| 2.618 | 117-310 |
| 1.618 | 117-310 |
| 1.000 | 117-310 |
| 0.618 | 117-310 |
| HIGH | 117-310 |
| 0.618 | 117-310 |
| 0.500 | 117-310 |
| 0.382 | 117-310 |
| LOW | 117-310 |
| 0.618 | 117-310 |
| 1.000 | 117-310 |
| 1.618 | 117-310 |
| 2.618 | 117-310 |
| 4.250 | 117-310 |
20-Day Swing Fibonacci Retracements
| Swing Level | Price 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
| Period | SMA Value | Distance (Pts) | Distance (%) | Signal |
|---|---|---|---|---|
| 5-Day SMA | 118-100 | -0-110 | -0.3% | Below |
| 10-Day SMA | 118-099 | -0-109 | -0.3% | Below |
| 20-Day SMA | Insufficient data | |||
| 50-Day SMA | Insufficient data | |||
| 100-Day SMA | Insufficient data | |||
| 200-Day SMA | Insufficient data | |||
Technical Oscillators & Momentum
Multi-indicator status across trend, momentum, and volume
ROC (12)
Neutral-0.07%
12-period Rate of ChangeHigh/Low/Range Statistics
| Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |
|---|---|---|---|---|---|---|---|---|---|---|
| 5 | 118-193 | 117-310 | 0-202 | 0.5% | 0-000 | 0.0% | 0% | False | True | 0 |
| 10 | 118-193 | 117-310 | 0-202 | 0.5% | 0-000 | 0.0% | 0% | False | True | 0 |