ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 11-Oct-2017
Day Change Summary
Previous Current
10-Oct-2017 11-Oct-2017 Change Change % Previous Week
Open 117-113 117-105 -0-008 0.0% 117-142
High 117-160 117-142 -0-018 0.0% 117-213
Low 117-093 117-098 0-005 0.0% 117-038
Close 117-130 117-113 -0-018 0.0% 117-093
Range 0-067 0-045 -0-022 -33.3% 0-175
ATR 0-076 0-074 -0-002 -2.9% 0-000
Volume 590,492 628,530 38,038 6.4% 3,370,587
Daily Pivots for day following 11-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-252 117-227 117-137
R3 117-207 117-182 117-125
R2 117-162 117-162 117-121
R1 117-138 117-138 117-117 117-150
PP 117-118 117-118 117-118 117-124
S1 117-093 117-093 117-108 117-105
S2 117-073 117-073 117-104
S3 117-028 117-048 117-100
S4 116-303 117-003 117-088
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
5 117-180 117-038 0-142 0.4% 0-061 0.2% 53% False False 572,488
10 117-225 117-038 0-187 0.5% 0-070 0.2% 40% False False 663,852
20 118-087 117-038 1-050 1.0% 0-073 0.2% 20% False False 689,757
40 119-015 117-038 1-298 1.6% 0-078 0.2% 12% False False 660,045
60 119-015 117-038 1-298 1.6% 0-073 0.2% 12% False False 442,274
80 119-015 117-033 1-302 1.7% 0-063 0.2% 13% False False 331,812
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-014
2.618 117-260
1.618 117-215
1.000 117-187
0.618 117-170
HIGH 117-142
0.618 117-125
0.500 117-120
0.382 117-115
LOW 117-098
0.618 117-070
1.000 117-053
1.618 117-025
2.618 116-300
4.250 116-226
Fisher Pivots for day following 11-Oct-2017
Pivot 1 day 3 day
R1 117-120 117-125
PP 117-118 117-121
S1 117-115 117-117

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

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