ECBOT 5 Year T-Note Future December 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 117-178 117-210 0-033 0.1% 117-227
High 117-218 117-225 0-007 0.0% 117-295
Low 117-125 117-135 0-010 0.0% 117-125
Close 117-213 117-160 -0-053 -0.1% 117-160
Range 0-093 0-090 -0-003 -2.7% 0-170
ATR 0-082 0-082 0-001 0.7% 0-000
Volume 848,702 1,089,229 240,527 28.3% 4,264,073
Daily Pivots for day following 29-Sep-2017
Classic Woodie Camarilla DeMark
R4 118-123 118-072 117-209
R3 118-033 117-302 117-185
R2 117-263 117-263 117-176
R1 117-212 117-212 117-168 117-192
PP 117-173 117-173 117-173 117-164
S1 117-122 117-122 117-152 117-103
S2 117-083 117-083 117-144
S3 116-313 117-032 117-135
S4 116-223 116-262 117-111
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
5 117-295 117-125 0-170 0.5% 0-086 0.2% 21% False False 852,814
10 118-010 117-125 0-205 0.5% 0-078 0.2% 17% False False 752,251
20 119-015 117-125 1-210 1.4% 0-086 0.2% 7% False False 732,367
40 119-015 117-125 1-210 1.4% 0-077 0.2% 7% False False 545,400
60 119-015 117-035 1-300 1.6% 0-072 0.2% 20% False False 364,010
80 119-015 117-033 1-302 1.7% 0-057 0.2% 20% False False 273,054
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-287
2.618 118-141
1.618 118-051
1.000 117-315
0.618 117-281
HIGH 117-225
0.618 117-191
0.500 117-180
0.382 117-169
LOW 117-135
0.618 117-079
1.000 117-045
1.618 116-309
2.618 116-219
4.250 116-073
Fisher Pivots for day following 29-Sep-2017
Pivot 1 day 3 day
R1 117-180 117-190
PP 117-173 117-180
S1 117-167 117-170

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

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