ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 28-Aug-2017
Day Change Summary
Previous Current
25-Aug-2017 28-Aug-2017 Change Change % Previous Week
Open 118-155 118-180 0-025 0.1% 118-170
High 118-193 118-218 0-025 0.1% 118-205
Low 118-135 118-165 0-030 0.1% 118-133
Close 118-182 118-210 0-028 0.1% 118-182
Range 0-058 0-053 -0-005 -8.7% 0-072
ATR 0-073 0-072 -0-001 -2.0% 0-000
Volume 1,649,578 1,438,545 -211,033 -12.8% 5,269,752
Daily Pivots for day following 28-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-035 119-015 118-239
R3 118-303 118-283 118-224
R2 118-250 118-250 118-220
R1 118-230 118-230 118-215 118-240
PP 118-198 118-198 118-198 118-203
S1 118-178 118-178 118-205 118-188
S2 118-145 118-145 118-200
S3 118-092 118-125 118-196
S4 118-040 118-072 118-181
Weekly Pivots for week ending 25-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-071 119-039 118-222
R3 118-318 118-287 118-202
R2 118-246 118-246 118-196
R1 118-214 118-214 118-189 118-230
PP 118-173 118-173 118-173 118-181
S1 118-142 118-142 118-176 118-158
S2 118-101 118-101 118-169
S3 118-028 118-069 118-163
S4 117-276 117-317 118-143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-218 118-133 0-085 0.2% 0-059 0.2% 91% True False 1,248,205
10 118-227 118-058 0-170 0.4% 0-072 0.2% 90% False False 924,482
20 118-227 118-010 0-217 0.6% 0-071 0.2% 92% False False 751,800
40 118-227 117-133 1-095 1.1% 0-074 0.2% 96% False False 695,127
60 118-247 117-133 1-115 1.1% 0-076 0.2% 91% False False 702,958
80 118-247 117-067 1-180 1.3% 0-076 0.2% 93% False False 637,449
100 118-247 117-053 1-195 1.4% 0-079 0.2% 93% False False 510,247
120 118-247 116-002 2-245 2.3% 0-069 0.2% 96% False False 425,207
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-121
2.618 119-035
1.618 118-302
1.000 118-270
0.618 118-250
HIGH 118-218
0.618 118-197
0.500 118-191
0.382 118-185
LOW 118-165
0.618 118-133
1.000 118-112
1.618 118-080
2.618 118-028
4.250 117-262
Fisher Pivots for day following 28-Aug-2017
Pivot 1 day 3 day
R1 118-204 118-199
PP 118-198 118-188
S1 118-191 118-176

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These figures are updated between 7pm and 10pm EST after a trading day.

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