ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 25-Sep-2017
Day Change Summary
Previous Current
22-Sep-2017 25-Sep-2017 Change Change % Previous Week
Open 117-193 117-227 0-035 0.1% 118-000
High 117-258 117-295 0-038 0.1% 118-010
Low 117-193 117-213 0-020 0.1% 117-187
Close 117-222 117-278 0-055 0.1% 117-222
Range 0-065 0-082 0-018 26.9% 0-143
ATR 0-080 0-080 0-000 0.2% 0-000
Volume 631,036 626,176 -4,860 -0.8% 3,258,439
Daily Pivots for day following 25-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-189 118-156 118-003
R3 118-107 118-073 117-300
R2 118-024 118-024 117-293
R1 117-311 117-311 117-285 118-008
PP 117-262 117-262 117-262 117-270
S1 117-228 117-228 117-270 117-245
S2 117-179 117-179 117-262
S3 117-097 117-146 117-255
S4 117-014 117-063 117-232
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% 0-079 0.2% 63% False False 687,819
10 118-173 117-187 0-305 0.8% 0-074 0.2% 30% False False 663,483
20 119-015 117-187 1-148 1.2% 0-082 0.2% 19% False False 749,360
40 119-015 117-187 1-148 1.2% 0-074 0.2% 19% False False 454,776
60 119-015 117-033 1-302 1.7% 0-069 0.2% 39% False False 303,436
80 119-015 117-033 1-302 1.7% 0-052 0.1% 39% False False 227,581
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-006
2.618 118-191
1.618 118-108
1.000 118-058
0.618 118-026
HIGH 117-295
0.618 117-263
0.500 117-254
0.382 117-244
LOW 117-213
0.618 117-162
1.000 117-130
1.618 117-079
2.618 116-317
4.250 116-182
Fisher Pivots for day following 25-Sep-2017
Pivot 1 day 3 day
R1 117-270 117-265
PP 117-262 117-253
S1 117-254 117-241

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

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