ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 04-Oct-2017
Day Change Summary
Previous Current
03-Oct-2017 04-Oct-2017 Change Change % Previous Week
Open 117-138 117-170 0-033 0.1% 117-227
High 117-178 117-213 0-035 0.1% 117-295
Low 117-118 117-135 0-018 0.0% 117-125
Close 117-162 117-162 0-000 0.0% 117-160
Range 0-060 0-078 0-018 29.2% 0-170
ATR 0-081 0-080 0-000 -0.3% 0-000
Volume 562,556 579,939 17,383 3.1% 4,264,073
Daily Pivots for day following 04-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-083 118-040 117-205
R3 118-005 117-283 117-184
R2 117-248 117-248 117-177
R1 117-205 117-205 117-170 117-188
PP 117-170 117-170 117-170 117-161
S1 117-127 117-127 117-155 117-110
S2 117-093 117-093 117-148
S3 117-015 117-050 117-141
S4 116-257 116-292 117-120
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
5 117-225 117-090 0-135 0.4% 0-080 0.2% 54% False False 755,217
10 117-295 117-090 0-205 0.5% 0-077 0.2% 35% False False 749,960
20 119-015 117-090 1-245 1.5% 0-080 0.2% 13% False False 703,456
40 119-015 117-090 1-245 1.5% 0-078 0.2% 13% False False 591,125
60 119-015 117-090 1-245 1.5% 0-074 0.2% 13% False False 394,617
80 119-015 117-033 1-302 1.7% 0-059 0.2% 21% False False 296,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-222
2.618 118-095
1.618 118-018
1.000 117-290
0.618 117-260
HIGH 117-213
0.618 117-183
0.500 117-174
0.382 117-165
LOW 117-135
0.618 117-087
1.000 117-058
1.618 117-010
2.618 116-252
4.250 116-126
Fisher Pivots for day following 04-Oct-2017
Pivot 1 day 3 day
R1 117-174 117-159
PP 117-170 117-155
S1 117-166 117-151

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

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