ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 28-Sep-2017
Day Change Summary
Previous Current
27-Sep-2017 28-Sep-2017 Change Change % Previous Week
Open 117-250 117-178 -0-073 -0.2% 118-000
High 117-255 117-218 -0-038 -0.1% 118-010
Low 117-150 117-125 -0-025 -0.1% 117-187
Close 117-180 117-213 0-033 0.1% 117-222
Range 0-105 0-093 -0-012 -11.9% 0-143
ATR 0-081 0-082 0-001 1.0% 0-000
Volume 1,041,558 848,702 -192,856 -18.5% 3,258,439
Daily Pivots for day following 28-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-143 118-110 117-263
R3 118-050 118-018 117-238
R2 117-278 117-278 117-229
R1 117-245 117-245 117-221 117-261
PP 117-185 117-185 117-185 117-193
S1 117-153 117-153 117-204 117-169
S2 117-092 117-092 117-196
S3 117-000 117-060 117-187
S4 116-227 116-287 117-162
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
5 117-295 117-125 0-170 0.5% 0-081 0.2% 51% False True 761,176
10 118-073 117-125 0-268 0.7% 0-076 0.2% 33% False True 708,556
20 119-015 117-125 1-210 1.4% 0-084 0.2% 17% False True 717,182
40 119-015 117-125 1-210 1.4% 0-077 0.2% 17% False True 518,320
60 119-015 117-033 1-302 1.7% 0-072 0.2% 29% False False 345,865
80 119-015 117-033 1-302 1.7% 0-056 0.1% 29% False False 259,439
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 False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-291
2.618 118-140
1.618 118-047
1.000 117-310
0.618 117-275
HIGH 117-218
0.618 117-182
0.500 117-171
0.382 117-160
LOW 117-125
0.618 117-068
1.000 117-032
1.618 116-295
2.618 116-203
4.250 116-052
Fisher Pivots for day following 28-Sep-2017
Pivot 1 day 3 day
R1 117-199 117-210
PP 117-185 117-208
S1 117-171 117-206

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

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