ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 05-Oct-2017

Day Change Summary
	Previous	Current
	04-Oct-2017	05-Oct-2017	Change	Change %	Previous Week
Open	117-170	117-170	0-000	0.0%	117-227
High	117-213	117-180	-0-033	-0.1%	117-295
Low	117-135	117-115	-0-020	-0.1%	117-125
Close	117-162	117-125	-0-038	-0.1%	117-160
Range	0-078	0-065	-0-013	-16.1%	0-170
ATR	0-080	0-079	-0-001	-1.4%	0-000
Volume	579,939	562,751	-17,188	-3.0%	4,264,073

Daily Pivots for day following 05-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-015	117-295	117-161
R3	117-270	117-230	117-143
R2	117-205	117-205	117-137
R1	117-165	117-165	117-131	117-152
PP	117-140	117-140	117-140	117-134
S1	117-100	117-100	117-119	117-088
S2	117-075	117-075	117-113
S3	117-010	117-035	117-107
S4	116-265	116-290	117-089

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%	0-074	0.2%	26%	False	False	698,026
10	117-295	117-090	0-205	0.5%	0-078	0.2%	17%	False	False	729,601
20	119-015	117-090	1-245	1.5%	0-078	0.2%	6%	False	False	691,477
40	119-015	117-090	1-245	1.5%	0-078	0.2%	6%	False	False	605,143
60	119-015	117-090	1-245	1.5%	0-073	0.2%	6%	False	False	403,979
80	119-015	117-033	1-302	1.7%	0-060	0.2%	15%	False	False	303,066

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-136
2.618	118-030
1.618	117-285
1.000	117-245
0.618	117-220
HIGH	117-180
0.618	117-155
0.500	117-148
0.382	117-140
LOW	117-115
0.618	117-075
1.000	117-050
1.618	117-010
2.618	116-265
4.250	116-159

Fisher Pivots for day following 05-Oct-2017
Pivot	1 day	3 day
R1	117-148	117-164
PP	117-140	117-151
S1	117-132	117-138

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