ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 31-Aug-2017
Day Change Summary
Previous Current
30-Aug-2017 31-Aug-2017 Change Change % Previous Week
Open 118-253 118-235 -0-018 0.0% 118-170
High 118-260 118-258 -0-002 0.0% 118-205
Low 118-205 118-207 0-002 0.0% 118-133
Close 118-225 118-250 0-025 0.1% 118-182
Range 0-055 0-050 -0-005 -9.1% 0-072
ATR 0-073 0-071 -0-002 -2.2% 0-000
Volume 756,153 200,120 -556,033 -73.5% 5,269,752
Daily Pivots for day following 31-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-068 119-049 118-278
R3 119-018 118-319 118-264
R2 118-288 118-288 118-259
R1 118-269 118-269 118-255 118-279
PP 118-238 118-238 118-238 118-243
S1 118-219 118-219 118-245 118-229
S2 118-188 118-188 118-241
S3 118-138 118-169 118-236
S4 118-088 118-119 118-223
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
5 118-318 118-135 0-182 0.5% 0-063 0.2% 63% False False 1,082,726
10 118-318 118-133 0-185 0.5% 0-064 0.2% 64% False False 968,253
20 118-318 118-035 0-282 0.7% 0-071 0.2% 76% False False 777,094
40 118-318 117-150 1-167 1.3% 0-072 0.2% 86% False False 701,107
60 118-318 117-133 1-185 1.3% 0-076 0.2% 87% False False 710,499
80 118-318 117-067 1-250 1.5% 0-076 0.2% 88% False False 666,290
100 118-318 117-067 1-250 1.5% 0-079 0.2% 88% False False 533,503
120 118-318 116-013 2-305 2.5% 0-071 0.2% 93% False False 444,586
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 119-150
2.618 119-068
1.618 119-018
1.000 118-308
0.618 118-288
HIGH 118-258
0.618 118-238
0.500 118-232
0.382 118-227
LOW 118-207
0.618 118-177
1.000 118-157
1.618 118-127
2.618 118-077
4.250 117-315
Fisher Pivots for day following 31-Aug-2017
Pivot 1 day 3 day
R1 118-244 118-261
PP 118-238 118-258
S1 118-232 118-254

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

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