ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 09-Oct-2017
Day Change Summary
Previous Current
06-Oct-2017 09-Oct-2017 Change Change % Previous Week
Open 117-127 117-100 -0-027 -0.1% 117-142
High 117-138 117-118 -0-020 -0.1% 117-213
Low 117-038 117-090 0-053 0.1% 117-038
Close 117-093 117-105 0-012 0.0% 117-093
Range 0-100 0-027 -0-073 -72.5% 0-175
ATR 0-081 0-077 -0-004 -4.7% 0-000
Volume 969,682 110,986 -858,696 -88.6% 3,370,587
Daily Pivots for day following 09-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-187 117-173 117-120
R3 117-159 117-146 117-113
R2 117-132 117-132 117-110
R1 117-118 117-118 117-108 117-125
PP 117-104 117-104 117-104 117-108
S1 117-091 117-091 117-102 117-098
S2 117-077 117-077 117-100
S3 117-049 117-063 117-097
S4 117-022 117-036 117-090
Weekly Pivots for week ending 06-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-319 118-221 117-189
R3 118-144 118-046 117-141
R2 117-289 117-289 117-125
R1 117-191 117-191 117-109 117-153
PP 117-114 117-114 117-114 117-095
S1 117-016 117-016 117-076 116-298
S2 116-259 116-259 117-060
S3 116-084 116-161 117-044
S4 115-229 115-306 116-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-213 117-038 0-175 0.5% 0-066 0.2% 39% False False 557,182
10 117-287 117-038 0-250 0.7% 0-076 0.2% 27% False False 711,947
20 118-173 117-038 1-135 1.2% 0-075 0.2% 15% False False 687,715
40 119-015 117-038 1-298 1.6% 0-078 0.2% 11% False False 631,562
60 119-015 117-038 1-298 1.6% 0-072 0.2% 11% False False 421,974
80 119-015 117-033 1-302 1.7% 0-062 0.2% 12% False False 316,574
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 0-018
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 117-234
2.618 117-189
1.618 117-162
1.000 117-145
0.618 117-134
HIGH 117-118
0.618 117-107
0.500 117-104
0.382 117-101
LOW 117-090
0.618 117-073
1.000 117-063
1.618 117-046
2.618 117-018
4.250 116-293
Fisher Pivots for day following 09-Oct-2017
Pivot 1 day 3 day
R1 117-105 117-109
PP 117-104 117-107
S1 117-104 117-106

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

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