ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 18-Oct-2017
Day Change Summary
Previous Current
17-Oct-2017 18-Oct-2017 Change Change % Previous Week
Open 117-120 117-107 -0-013 0.0% 117-100
High 117-135 117-110 -0-025 -0.1% 117-207
Low 117-078 117-050 -0-027 -0.1% 117-090
Close 117-110 117-067 -0-043 -0.1% 117-185
Range 0-058 0-060 0-002 4.3% 0-117
ATR 0-074 0-073 -0-001 -1.3% 0-000
Volume 612,637 565,048 -47,589 -7.8% 2,745,887
Daily Pivots for day following 18-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-256 117-222 117-100
R3 117-196 117-162 117-084
R2 117-136 117-136 117-078
R1 117-102 117-102 117-073 117-089
PP 117-076 117-076 117-076 117-069
S1 117-042 117-042 117-062 117-029
S2 117-016 117-016 117-056
S3 116-276 116-302 117-051
S4 116-216 116-242 117-034
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
5 117-207 117-050 0-157 0.4% 0-070 0.2% 11% False True 652,302
10 117-207 117-038 0-170 0.5% 0-065 0.2% 18% False False 612,395
20 117-295 117-038 0-258 0.7% 0-071 0.2% 12% False False 681,177
40 119-015 117-038 1-298 1.6% 0-076 0.2% 5% False False 728,956
60 119-015 117-038 1-298 1.6% 0-074 0.2% 5% False False 496,567
80 119-015 117-033 1-302 1.7% 0-068 0.2% 6% False False 372,579
100 119-015 117-033 1-302 1.7% 0-054 0.1% 6% False False 298,064
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-045
2.618 117-267
1.618 117-207
1.000 117-170
0.618 117-147
HIGH 117-110
0.618 117-087
0.500 117-080
0.382 117-073
LOW 117-050
0.618 117-013
1.000 116-310
1.618 116-273
2.618 116-213
4.250 116-115
Fisher Pivots for day following 18-Oct-2017
Pivot 1 day 3 day
R1 117-080 117-118
PP 117-076 117-101
S1 117-072 117-084

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

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