ECBOT 5 Year T-Note Future September 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 118-113 118-110 -0-002 0.0% 118-285
High 118-118 118-120 0-002 0.0% 119-002
Low 118-087 118-075 -0-012 0.0% 118-113
Close 118-095 118-080 -0-015 0.0% 118-127
Range 0-030 0-045 0-015 49.9% 0-210
ATR 0-077 0-074 -0-002 -2.9% 0-000
Volume 4,295 6,644 2,349 54.7% 64,237
Daily Pivots for day following 19-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-227 118-198 118-105
R3 118-182 118-153 118-092
R2 118-137 118-137 118-088
R1 118-108 118-108 118-084 118-100
PP 118-092 118-092 118-092 118-088
S1 118-063 118-063 118-076 118-055
S2 118-047 118-047 118-072
S3 118-002 118-018 118-068
S4 117-277 117-293 118-055
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 120-177 120-042 118-243
R3 119-287 119-152 118-185
R2 119-077 119-077 118-166
R1 118-262 118-262 118-147 118-225
PP 118-187 118-187 118-187 118-169
S1 118-053 118-053 118-108 118-015
S2 117-298 117-298 118-089
S3 117-088 117-163 118-070
S4 116-198 116-273 118-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-227 118-075 0-152 0.4% 0-055 0.1% 3% False True 8,345
10 119-093 118-075 1-018 0.9% 0-067 0.2% 1% False True 13,935
20 119-093 118-075 1-018 0.9% 0-071 0.2% 1% False True 443,723
40 119-093 117-265 1-148 1.2% 0-074 0.2% 29% False False 534,954
60 119-093 117-133 1-280 1.6% 0-076 0.2% 45% False False 577,578
80 119-093 117-133 1-280 1.6% 0-076 0.2% 45% False False 620,175
100 119-093 117-067 2-025 1.8% 0-076 0.2% 50% False False 536,448
120 119-093 116-295 2-118 2.0% 0-078 0.2% 56% False False 447,152
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-311
2.618 118-238
1.618 118-193
1.000 118-165
0.618 118-148
HIGH 118-120
0.618 118-103
0.500 118-098
0.382 118-092
LOW 118-075
0.618 118-047
1.000 118-030
1.618 118-002
2.618 117-277
4.250 117-204
Fisher Pivots for day following 19-Sep-2017
Pivot 1 day 3 day
R1 118-098 118-128
PP 118-092 118-112
S1 118-086 118-096

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

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