ECBOT 5 Year T-Note Future September 2017


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 117-295 117-300 0-005 0.0% 118-058
High 118-022 118-033 0-010 0.0% 118-090
Low 117-255 117-280 0-025 0.1% 117-255
Close 118-020 117-313 -0-027 -0.1% 117-313
Range 0-087 0-073 -0-015 -17.1% 0-155
ATR 0-076 0-075 0-000 -0.3% 0-000
Volume 2,187 528 -1,659 -75.9% 22,059
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-213 118-175 118-032
R3 118-140 118-103 118-012
R2 118-068 118-068 118-006
R1 118-030 118-030 117-319 118-049
PP 117-315 117-315 117-315 118-004
S1 117-278 117-278 117-306 117-296
S2 117-242 117-242 117-299
S3 117-170 117-205 117-293
S4 117-097 117-132 117-273
Weekly Pivots for week ending 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 119-151 119-067 118-078
R3 118-316 118-232 118-035
R2 118-161 118-161 118-021
R1 118-077 118-077 118-007 118-041
PP 118-006 118-006 118-006 117-308
S1 117-242 117-242 117-298 117-206
S2 117-171 117-171 117-284
S3 117-016 117-087 117-270
S4 116-181 116-252 117-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-090 117-255 0-155 0.4% 0-067 0.2% 37% False False 4,411
10 118-120 117-255 0-185 0.5% 0-062 0.2% 31% False False 4,437
20 119-093 117-255 1-158 1.3% 0-073 0.2% 12% False False 17,068
40 119-093 117-255 1-158 1.3% 0-072 0.2% 12% False False 397,081
60 119-093 117-150 1-262 1.5% 0-072 0.2% 28% False False 473,094
80 119-093 117-133 1-280 1.6% 0-075 0.2% 30% False False 537,141
100 119-093 117-067 2-025 1.8% 0-076 0.2% 37% False False 536,446
120 119-093 117-067 2-025 1.8% 0-078 0.2% 37% False False 447,430
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-021
2.618 118-222
1.618 118-150
1.000 118-105
0.618 118-077
HIGH 118-033
0.618 118-005
0.500 117-316
0.382 117-308
LOW 117-280
0.618 117-235
1.000 117-207
1.618 117-163
2.618 117-090
4.250 116-292
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 117-316 117-310
PP 117-315 117-307
S1 117-314 117-304

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

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