ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 26-Sep-2017
Day Change Summary
Previous Current
25-Sep-2017 26-Sep-2017 Change Change % Previous Week
Open 117-227 117-275 0-048 0.1% 118-000
High 117-295 117-287 -0-008 0.0% 118-010
Low 117-213 117-227 0-015 0.0% 117-187
Close 117-278 117-262 -0-015 0.0% 117-222
Range 0-082 0-060 -0-022 -27.3% 0-143
ATR 0-080 0-079 -0-001 -1.8% 0-000
Volume 626,176 658,408 32,232 5.1% 3,258,439
Daily Pivots for day following 26-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-119 118-091 117-295
R3 118-059 118-031 117-279
R2 117-319 117-319 117-273
R1 117-291 117-291 117-268 117-275
PP 117-259 117-259 117-259 117-251
S1 117-231 117-231 117-257 117-215
S2 117-199 117-199 117-251
S3 117-139 117-171 117-246
S4 117-079 117-111 117-229
Weekly Pivots for week ending 22-Sep-2017
Classic Woodie Camarilla DeMark
R4 119-034 118-271 117-301
R3 118-212 118-128 117-262
R2 118-069 118-069 117-249
R1 117-306 117-306 117-236 117-276
PP 117-247 117-247 117-247 117-232
S1 117-163 117-163 117-209 117-134
S2 117-104 117-104 117-196
S3 116-282 117-021 117-183
S4 116-139 116-198 117-144
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-007 117-187 0-140 0.4% 0-081 0.2% 54% False False 714,448
10 118-133 117-187 0-265 0.7% 0-072 0.2% 28% False False 662,572
20 119-015 117-187 1-148 1.2% 0-083 0.2% 16% False False 722,937
40 119-015 117-187 1-148 1.2% 0-075 0.2% 16% False False 471,236
60 119-015 117-033 1-302 1.7% 0-070 0.2% 37% False False 314,409
80 119-015 117-033 1-302 1.7% 0-053 0.1% 37% False False 235,811
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-222
2.618 118-125
1.618 118-065
1.000 118-027
0.618 118-005
HIGH 117-287
0.618 117-265
0.500 117-257
0.382 117-250
LOW 117-227
0.618 117-190
1.000 117-167
1.618 117-130
2.618 117-070
4.250 116-292
Fisher Pivots for day following 26-Sep-2017
Pivot 1 day 3 day
R1 117-261 117-256
PP 117-259 117-250
S1 117-257 117-244

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

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