ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 22-Sep-2017
Day Change Summary
Previous Current
21-Sep-2017 22-Sep-2017 Change Change % Previous Week
Open 117-215 117-193 -0-022 -0.1% 118-000
High 117-245 117-258 0-013 0.0% 118-010
Low 117-187 117-193 0-005 0.0% 117-187
Close 117-198 117-222 0-025 0.1% 117-222
Range 0-058 0-065 0-007 13.0% 0-143
ATR 0-081 0-080 -0-001 -1.4% 0-000
Volume 766,339 631,036 -135,303 -17.7% 3,258,439
Daily Pivots for day following 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-099 118-066 117-258
R3 118-034 118-001 117-240
R2 117-289 117-289 117-234
R1 117-256 117-256 117-228 117-272
PP 117-224 117-224 117-224 117-233
S1 117-191 117-191 117-217 117-208
S2 117-159 117-159 117-211
S3 117-094 117-126 117-205
S4 117-029 117-061 117-187
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 119-034 118-271 117-301
R3 118-212 118-128 117-262
R2 118-069 118-069 117-249
R1 117-306 117-306 117-236 117-276
PP 117-247 117-247 117-247 117-232
S1 117-163 117-163 117-209 117-134
S2 117-104 117-104 117-196
S3 116-282 117-021 117-183
S4 116-139 116-198 117-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-010 117-187 0-143 0.4% 0-070 0.2% 25% False False 651,687
10 118-240 117-187 1-053 1.0% 0-075 0.2% 9% False False 651,987
20 119-015 117-187 1-148 1.2% 0-081 0.2% 7% False False 778,964
40 119-015 117-187 1-148 1.2% 0-074 0.2% 7% False False 439,138
60 119-015 117-033 1-302 1.7% 0-069 0.2% 31% False False 293,000
80 119-015 117-033 1-302 1.7% 0-051 0.1% 31% False False 219,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-214
2.618 118-108
1.618 118-043
1.000 118-002
0.618 117-298
HIGH 117-258
0.618 117-233
0.500 117-225
0.382 117-217
LOW 117-193
0.618 117-152
1.000 117-128
1.618 117-087
2.618 117-022
4.250 116-236
Fisher Pivots for day following 22-Sep-2017
Pivot 1 day 3 day
R1 117-225 117-257
PP 117-224 117-246
S1 117-223 117-234

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

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