ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 14-Aug-2017
Day Change Summary
Previous Current
11-Aug-2017 14-Aug-2017 Change Change % Previous Week
Open 118-060 118-082 0-022 0.1% 117-278
High 118-120 118-085 -0-035 -0.1% 118-120
Low 118-042 118-045 0-002 0.0% 117-253
Close 118-110 118-062 -0-048 -0.1% 118-110
Range 0-078 0-040 -0-038 -48.4% 0-187
ATR 0-067 0-067 0-000 -0.2% 0-000
Volume 17,048 28,941 11,893 69.8% 32,560
Daily Pivots for day following 14-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-184 118-163 118-084
R3 118-144 118-123 118-073
R2 118-104 118-104 118-070
R1 118-083 118-083 118-066 118-074
PP 118-064 118-064 118-064 118-059
S1 118-043 118-043 118-059 118-034
S2 118-024 118-024 118-055
S3 117-304 118-003 118-051
S4 117-264 117-283 118-040
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-297 119-231 118-213
R3 119-109 119-043 118-162
R2 118-242 118-242 118-144
R1 118-176 118-176 118-127 118-209
PP 118-054 118-054 118-054 118-071
S1 117-308 117-308 118-093 118-021
S2 117-187 117-187 118-076
S3 116-319 117-121 118-058
S4 116-132 116-253 118-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-120 117-253 0-187 0.5% 0-062 0.2% 69% False False 11,865
10 118-120 117-227 0-213 0.6% 0-064 0.2% 73% False False 7,696
20 118-120 117-160 0-280 0.7% 0-063 0.2% 79% False False 4,243
40 118-120 117-033 1-087 1.1% 0-047 0.1% 86% False False 2,309
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118-255
2.618 118-190
1.618 118-150
1.000 118-125
0.618 118-110
HIGH 118-085
0.618 118-070
0.500 118-065
0.382 118-060
LOW 118-045
0.618 118-020
1.000 118-005
1.618 117-300
2.618 117-260
4.250 117-195
Fisher Pivots for day following 14-Aug-2017
Pivot 1 day 3 day
R1 118-065 118-059
PP 118-064 118-056
S1 118-063 118-052

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

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