ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 27-Oct-2017
Day Change Summary
Previous Current
26-Oct-2017 27-Oct-2017 Change Change % Previous Week
Open 117-005 116-273 -0-052 -0.1% 117-025
High 117-038 117-033 -0-005 0.0% 117-073
Low 116-270 116-253 -0-018 0.0% 116-253
Close 116-287 117-010 0-043 0.1% 117-010
Range 0-087 0-100 0-013 14.3% 0-140
ATR 0-076 0-078 0-002 2.2% 0-000
Volume 864,453 926,519 62,066 7.2% 3,928,908
Daily Pivots for day following 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-292 117-251 117-065
R3 117-192 117-151 117-038
R2 117-092 117-092 117-028
R1 117-051 117-051 117-019 117-071
PP 116-312 116-312 116-312 117-002
S1 116-271 116-271 117-001 116-291
S2 116-212 116-212 116-312
S3 116-112 116-171 116-303
S4 116-012 116-071 116-275
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-105 118-038 117-087
R3 117-285 117-218 117-049
R2 117-145 117-145 117-036
R1 117-078 117-078 117-023 117-041
PP 117-005 117-005 117-005 116-307
S1 116-258 116-258 116-317 116-221
S2 116-185 116-185 116-304
S3 116-045 116-118 116-292
S4 115-225 115-298 116-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-073 116-253 0-140 0.4% 0-079 0.2% 55% False True 785,781
10 117-185 116-253 0-252 0.7% 0-079 0.2% 31% False True 739,914
20 117-213 116-253 0-280 0.7% 0-073 0.2% 28% False True 675,780
40 119-015 116-253 2-082 1.9% 0-080 0.2% 11% False True 704,074
60 119-015 116-253 2-082 1.9% 0-076 0.2% 11% False True 588,860
80 119-015 116-253 2-082 1.9% 0-073 0.2% 11% False True 441,953
100 119-015 116-253 2-082 1.9% 0-060 0.2% 11% False True 353,599
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-138
2.618 117-294
1.618 117-194
1.000 117-133
0.618 117-094
HIGH 117-033
0.618 116-314
0.500 116-303
0.382 116-291
LOW 116-253
0.618 116-191
1.000 116-153
1.618 116-091
2.618 115-311
4.250 115-148
Fisher Pivots for day following 27-Oct-2017
Pivot 1 day 3 day
R1 117-001 117-002
PP 116-312 116-313
S1 116-303 116-305

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

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