ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 29-Sep-2017
Day Change Summary
Previous Current
28-Sep-2017 29-Sep-2017 Change Change % Previous Week
Open 117-135 117-050 -0-085 -0.2% 117-200
High 117-135 117-082 -0-053 -0.1% 117-200
Low 117-135 117-050 -0-085 -0.2% 117-050
Close 117-135 117-082 -0-053 -0.1% 117-082
Range 0-000 0-032 0-032 0-150
ATR 0-043 0-046 0-003 6.9% 0-000
Volume 0 5 5 5
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 117-169 117-158 117-100
R3 117-137 117-126 117-091
R2 117-104 117-104 117-088
R1 117-093 117-093 117-085 117-099
PP 117-072 117-072 117-072 117-074
S1 117-061 117-061 117-080 117-066
S2 117-039 117-039 117-077
S3 117-007 117-028 117-074
S4 116-294 116-316 117-065
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-241 118-152 117-165
R3 118-091 118-002 117-124
R2 117-261 117-261 117-110
R1 117-172 117-172 117-096 117-141
PP 117-111 117-111 117-111 117-096
S1 117-022 117-022 117-069 116-311
S2 116-281 116-281 117-055
S3 116-131 116-192 117-041
S4 115-301 116-042 117-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-200 117-050 0-150 0.4% 0-006 0.0% 22% False True 1
10 117-225 117-050 0-175 0.5% 0-003 0.0% 19% False True
20 118-193 117-050 1-142 1.2% 0-002 0.0% 7% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 117-221
2.618 117-168
1.618 117-135
1.000 117-115
0.618 117-103
HIGH 117-082
0.618 117-070
0.500 117-066
0.382 117-062
LOW 117-050
0.618 117-030
1.000 117-018
1.618 116-317
2.618 116-285
4.250 116-232
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 117-077 117-093
PP 117-072 117-089
S1 117-066 117-086

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

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