ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 03-Oct-2017
Day Change Summary
Previous Current
02-Oct-2017 03-Oct-2017 Change Change % Previous Week
Open 117-142 117-138 -0-005 0.0% 117-227
High 117-170 117-178 0-007 0.0% 117-295
Low 117-090 117-118 0-027 0.1% 117-125
Close 117-145 117-162 0-018 0.0% 117-160
Range 0-080 0-060 -0-020 -25.0% 0-170
ATR 0-082 0-081 -0-002 -1.9% 0-000
Volume 695,659 562,556 -133,103 -19.1% 4,264,073
Daily Pivots for day following 03-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-013 117-307 117-195
R3 117-273 117-247 117-179
R2 117-213 117-213 117-173
R1 117-187 117-187 117-168 117-200
PP 117-153 117-153 117-153 117-159
S1 117-127 117-127 117-157 117-140
S2 117-093 117-093 117-151
S3 117-033 117-067 117-146
S4 116-293 117-007 117-129
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 119-063 118-282 117-254
R3 118-213 118-112 117-207
R2 118-043 118-043 117-191
R1 117-262 117-262 117-176 117-228
PP 117-193 117-193 117-193 117-176
S1 117-092 117-092 117-144 117-057
S2 117-023 117-023 117-129
S3 116-173 116-242 117-113
S4 116-003 116-072 117-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-255 117-090 0-165 0.4% 0-085 0.2% 44% False False 847,540
10 118-007 117-090 0-237 0.6% 0-083 0.2% 31% False False 780,994
20 119-015 117-090 1-245 1.5% 0-080 0.2% 13% False False 712,451
40 119-015 117-090 1-245 1.5% 0-077 0.2% 13% False False 576,738
60 119-015 117-053 1-282 1.6% 0-074 0.2% 18% False False 384,969
80 119-015 117-033 1-302 1.7% 0-059 0.2% 21% False False 288,782
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-113
2.618 118-015
1.618 117-275
1.000 117-238
0.618 117-215
HIGH 117-178
0.618 117-155
0.500 117-148
0.382 117-140
LOW 117-118
0.618 117-080
1.000 117-058
1.618 117-020
2.618 116-280
4.250 116-183
Fisher Pivots for day following 03-Oct-2017
Pivot 1 day 3 day
R1 117-157 117-161
PP 117-153 117-159
S1 117-148 117-158

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

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