ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	117-142	117-138	-0-005	0.0%	117-227
High	117-170	117-178	0-007	0.0%	117-295
Low	117-090	117-118	0-027	0.1%	117-125
Close	117-145	117-162	0-018	0.0%	117-160
Range	0-080	0-060	-0-020	-25.0%	0-170
ATR	0-082	0-081	-0-002	-1.9%	0-000
Volume	695,659	562,556	-133,103	-19.1%	4,264,073

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-013	117-307	117-195
R3	117-273	117-247	117-179
R2	117-213	117-213	117-173
R1	117-187	117-187	117-168	117-200
PP	117-153	117-153	117-153	117-159
S1	117-127	117-127	117-157	117-140
S2	117-093	117-093	117-151
S3	117-033	117-067	117-146
S4	116-293	117-007	117-129

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	117-255	117-090	0-165	0.4%	0-085	0.2%	44%	False	False	847,540
10	118-007	117-090	0-237	0.6%	0-083	0.2%	31%	False	False	780,994
20	119-015	117-090	1-245	1.5%	0-080	0.2%	13%	False	False	712,451
40	119-015	117-090	1-245	1.5%	0-077	0.2%	13%	False	False	576,738
60	119-015	117-053	1-282	1.6%	0-074	0.2%	18%	False	False	384,969
80	119-015	117-033	1-302	1.7%	0-059	0.2%	21%	False	False	288,782

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	118-113
2.618	118-015
1.618	117-275
1.000	117-238
0.618	117-215
HIGH	117-178
0.618	117-155
0.500	117-148
0.382	117-140
LOW	117-118
0.618	117-080
1.000	117-058
1.618	117-020
2.618	116-280
4.250	116-183

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	117-157	117-161
PP	117-153	117-159
S1	117-148	117-158

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols