ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Oct-2017
Day Change Summary
Previous Current
16-Oct-2017 17-Oct-2017 Change Change % Previous Week
Open 117-185 117-120 -0-065 -0.2% 117-100
High 117-185 117-135 -0-050 -0.1% 117-207
Low 117-102 117-078 -0-025 -0.1% 117-090
Close 117-110 117-110 0-000 0.0% 117-185
Range 0-082 0-058 -0-025 -30.3% 0-117
ATR 0-075 0-074 -0-001 -1.7% 0-000
Volume 667,949 612,637 -55,312 -8.3% 2,745,887
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-280 117-253 117-142
R3 117-223 117-195 117-126
R2 117-165 117-165 117-121
R1 117-138 117-138 117-115 117-123
PP 117-108 117-108 117-108 117-100
S1 117-080 117-080 117-105 117-065
S2 117-050 117-050 117-099
S3 116-313 117-023 117-094
S4 116-255 116-285 117-078
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-193 118-147 117-250
R3 118-076 118-029 117-217
R2 117-278 117-278 117-207
R1 117-232 117-232 117-196 117-255
PP 117-161 117-161 117-161 117-172
S1 117-114 117-114 117-174 117-138
S2 117-043 117-043 117-163
S3 116-246 116-317 117-153
S4 116-128 116-199 117-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-207 117-078 0-130 0.3% 0-067 0.2% 25% False True 664,999
10 117-213 117-038 0-175 0.5% 0-067 0.2% 41% False False 613,884
20 118-007 117-038 0-290 0.8% 0-075 0.2% 25% False False 697,439
40 119-015 117-038 1-298 1.6% 0-076 0.2% 12% False False 722,460
60 119-015 117-038 1-298 1.6% 0-075 0.2% 12% False False 487,166
80 119-015 117-033 1-302 1.7% 0-067 0.2% 12% False False 365,517
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-059
2.618 117-286
1.618 117-228
1.000 117-193
0.618 117-171
HIGH 117-135
0.618 117-113
0.500 117-106
0.382 117-099
LOW 117-078
0.618 117-042
1.000 117-020
1.618 116-304
2.618 116-247
4.250 116-153
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 117-109 117-142
PP 117-108 117-132
S1 117-106 117-121

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

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