ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 12-Oct-2017
Day Change Summary
Previous Current
11-Oct-2017 12-Oct-2017 Change Change % Previous Week
Open 117-105 117-102 -0-002 0.0% 117-142
High 117-142 117-150 0-008 0.0% 117-213
Low 117-098 117-098 0-000 0.0% 117-038
Close 117-113 117-133 0-020 0.1% 117-093
Range 0-045 0-053 0-008 16.7% 0-175
ATR 0-074 0-073 -0-002 -2.1% 0-000
Volume 628,530 604,711 -23,819 -3.8% 3,370,587
Daily Pivots for day following 12-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-284 117-261 117-161
R3 117-232 117-208 117-147
R2 117-179 117-179 117-142
R1 117-156 117-156 117-137 117-168
PP 117-127 117-127 117-127 117-133
S1 117-103 117-103 117-128 117-115
S2 117-074 117-074 117-123
S3 117-022 117-051 117-118
S4 116-289 116-318 117-104
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
5 117-160 117-038 0-122 0.3% 0-058 0.2% 78% False False 580,880
10 117-225 117-038 0-187 0.5% 0-066 0.2% 51% False False 639,453
20 118-073 117-038 1-035 0.9% 0-071 0.2% 27% False False 674,004
40 119-015 117-038 1-298 1.6% 0-076 0.2% 15% False False 673,873
60 119-015 117-038 1-298 1.6% 0-073 0.2% 15% False False 452,348
80 119-015 117-033 1-302 1.7% 0-064 0.2% 16% False False 339,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-053
2.618 117-287
1.618 117-235
1.000 117-203
0.618 117-182
HIGH 117-150
0.618 117-130
0.500 117-124
0.382 117-118
LOW 117-098
0.618 117-065
1.000 117-045
1.618 117-013
2.618 116-280
4.250 116-194
Fisher Pivots for day following 12-Oct-2017
Pivot 1 day 3 day
R1 117-130 117-130
PP 117-127 117-128
S1 117-124 117-126

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

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