ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 05-Oct-2017
Day Change Summary
Previous Current
04-Oct-2017 05-Oct-2017 Change Change % Previous Week
Open 117-170 117-170 0-000 0.0% 117-227
High 117-213 117-180 -0-033 -0.1% 117-295
Low 117-135 117-115 -0-020 -0.1% 117-125
Close 117-162 117-125 -0-038 -0.1% 117-160
Range 0-078 0-065 -0-013 -16.1% 0-170
ATR 0-080 0-079 -0-001 -1.4% 0-000
Volume 579,939 562,751 -17,188 -3.0% 4,264,073
Daily Pivots for day following 05-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-015 117-295 117-161
R3 117-270 117-230 117-143
R2 117-205 117-205 117-137
R1 117-165 117-165 117-131 117-152
PP 117-140 117-140 117-140 117-134
S1 117-100 117-100 117-119 117-088
S2 117-075 117-075 117-113
S3 117-010 117-035 117-107
S4 116-265 116-290 117-089
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
5 117-225 117-090 0-135 0.4% 0-074 0.2% 26% False False 698,026
10 117-295 117-090 0-205 0.5% 0-078 0.2% 17% False False 729,601
20 119-015 117-090 1-245 1.5% 0-078 0.2% 6% False False 691,477
40 119-015 117-090 1-245 1.5% 0-078 0.2% 6% False False 605,143
60 119-015 117-090 1-245 1.5% 0-073 0.2% 6% False False 403,979
80 119-015 117-033 1-302 1.7% 0-060 0.2% 15% False False 303,066
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-136
2.618 118-030
1.618 117-285
1.000 117-245
0.618 117-220
HIGH 117-180
0.618 117-155
0.500 117-148
0.382 117-140
LOW 117-115
0.618 117-075
1.000 117-050
1.618 117-010
2.618 116-265
4.250 116-159
Fisher Pivots for day following 05-Oct-2017
Pivot 1 day 3 day
R1 117-148 117-164
PP 117-140 117-151
S1 117-132 117-138

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

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