ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 18-Aug-2017
Day Change Summary
Previous Current
17-Aug-2017 18-Aug-2017 Change Change % Previous Week
Open 118-038 118-100 0-062 0.2% 118-082
High 118-098 118-135 0-038 0.1% 118-135
Low 118-007 118-047 0-040 0.1% 117-280
Close 118-080 118-080 0-000 0.0% 118-080
Range 0-090 0-088 -0-002 -2.8% 0-175
ATR 0-073 0-074 0-001 1.4% 0-000
Volume 35,699 69,405 33,706 94.4% 236,387
Daily Pivots for day following 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-030 118-303 118-128
R3 118-263 118-215 118-104
R2 118-175 118-175 118-096
R1 118-128 118-128 118-088 118-108
PP 118-087 118-087 118-087 118-077
S1 118-040 118-040 118-072 118-020
S2 118-000 118-000 118-064
S3 117-232 117-272 118-056
S4 117-145 117-185 118-032
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-263 119-187 118-176
R3 119-088 119-012 118-128
R2 118-233 118-233 118-112
R1 118-157 118-157 118-096 118-108
PP 118-058 118-058 118-058 118-034
S1 117-302 117-302 118-064 117-252
S2 117-203 117-203 118-048
S3 117-028 117-127 118-032
S4 116-173 116-272 117-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-135 117-280 0-175 0.5% 0-078 0.2% 69% True False 47,277
10 118-135 117-253 0-202 0.5% 0-071 0.2% 73% True False 26,894
20 118-135 117-160 0-295 0.8% 0-072 0.2% 81% True False 14,473
40 118-135 117-033 1-102 1.1% 0-056 0.1% 87% True False 7,495
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-187
2.618 119-044
1.618 118-277
1.000 118-223
0.618 118-189
HIGH 118-135
0.618 118-102
0.500 118-091
0.382 118-081
LOW 118-047
0.618 117-313
1.000 117-280
1.618 117-226
2.618 117-138
4.250 116-316
Fisher Pivots for day following 18-Aug-2017
Pivot 1 day 3 day
R1 118-091 118-069
PP 118-087 118-058
S1 118-084 118-048

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

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