ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Sep-2017
Day Change Summary
Previous Current
19-Sep-2017 20-Sep-2017 Change Change % Previous Week
Open 117-300 117-285 -0-015 0.0% 118-195
High 118-010 118-007 -0-003 0.0% 118-240
Low 117-280 117-187 -0-093 -0.2% 118-000
Close 117-287 117-207 -0-080 -0.2% 118-015
Range 0-050 0-140 0-090 179.9% 0-240
ATR 0-078 0-083 0-004 5.6% 0-000
Volume 525,266 890,281 365,015 69.5% 3,261,431
Daily Pivots for day following 20-Sep-2017
Classic Woodie Camarilla DeMark
R4 119-021 118-254 117-284
R3 118-201 118-114 117-246
R2 118-061 118-061 117-233
R1 117-294 117-294 117-220 117-267
PP 117-241 117-241 117-241 117-227
S1 117-154 117-154 117-195 117-127
S2 117-101 117-101 117-182
S3 116-281 117-014 117-169
S4 116-141 116-194 117-130
Weekly Pivots for week ending 15-Sep-2017
Classic Woodie Camarilla DeMark
R4 120-165 120-010 118-147
R3 119-245 119-090 118-081
R2 119-005 119-005 118-059
R1 118-170 118-170 118-037 118-128
PP 118-085 118-085 118-085 118-064
S1 117-250 117-250 117-313 117-208
S2 117-165 117-165 117-291
S3 116-245 117-010 117-269
S4 116-005 116-090 117-203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-087 117-187 0-220 0.6% 0-077 0.2% 9% False True 686,621
10 119-015 117-187 1-148 1.2% 0-083 0.2% 4% False True 656,952
20 119-015 117-187 1-148 1.2% 0-082 0.2% 4% False True 776,734
40 119-015 117-160 1-175 1.3% 0-075 0.2% 10% False False 404,262
60 119-015 117-033 1-302 1.7% 0-066 0.2% 28% False False 269,713
80 119-015 117-033 1-302 1.7% 0-050 0.1% 28% False False 202,286
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 0-021
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 119-282
2.618 119-054
1.618 118-234
1.000 118-147
0.618 118-094
HIGH 118-007
0.618 117-274
0.500 117-257
0.382 117-241
LOW 117-187
0.618 117-101
1.000 117-047
1.618 116-281
2.618 116-141
4.250 115-232
Fisher Pivots for day following 20-Sep-2017
Pivot 1 day 3 day
R1 117-257 117-259
PP 117-241 117-242
S1 117-224 117-225

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

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