ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Aug-2017
Day Change Summary
Previous Current
16-Aug-2017 17-Aug-2017 Change Change % Previous Week
Open 117-300 118-038 0-058 0.2% 117-278
High 118-060 118-098 0-038 0.1% 118-120
Low 117-280 118-007 0-047 0.1% 117-253
Close 118-047 118-080 0-033 0.1% 118-110
Range 0-100 0-090 -0-010 -10.0% 0-187
ATR 0-071 0-073 0-001 1.9% 0-000
Volume 51,578 35,699 -15,879 -30.8% 32,560
Daily Pivots for day following 17-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-012 118-296 118-130
R3 118-242 118-206 118-105
R2 118-152 118-152 118-097
R1 118-116 118-116 118-088 118-134
PP 118-062 118-062 118-062 118-071
S1 118-026 118-026 118-072 118-044
S2 117-292 117-292 118-063
S3 117-202 117-256 118-055
S4 117-112 117-166 118-030
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
5 118-120 117-280 0-160 0.4% 0-076 0.2% 75% False False 36,806
10 118-120 117-250 0-190 0.5% 0-070 0.2% 79% False False 20,208
20 118-120 117-160 0-280 0.7% 0-069 0.2% 86% False False 11,061
40 118-120 117-033 1-087 1.1% 0-054 0.1% 90% False False 5,760
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-160
2.618 119-013
1.618 118-243
1.000 118-188
0.618 118-153
HIGH 118-098
0.618 118-063
0.500 118-052
0.382 118-042
LOW 118-007
0.618 117-272
1.000 117-237
1.618 117-182
2.618 117-092
4.250 116-265
Fisher Pivots for day following 17-Aug-2017
Pivot 1 day 3 day
R1 118-071 118-063
PP 118-062 118-046
S1 118-052 118-029

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

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