ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 31-Oct-2017
Day Change Summary
Previous Current
30-Oct-2017 31-Oct-2017 Change Change % Previous Week
Open 117-030 117-080 0-050 0.1% 117-025
High 117-087 117-098 0-010 0.0% 117-073
Low 117-027 117-045 0-018 0.0% 116-253
Close 117-082 117-060 -0-022 -0.1% 117-010
Range 0-060 0-053 -0-007 -12.5% 0-140
ATR 0-078 0-076 -0-002 -2.3% 0-000
Volume 668,458 699,074 30,616 4.6% 3,928,908
Daily Pivots for day following 31-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-225 117-195 117-089
R3 117-173 117-143 117-074
R2 117-120 117-120 117-070
R1 117-090 117-090 117-065 117-079
PP 117-067 117-067 117-067 117-062
S1 117-037 117-037 117-055 117-026
S2 117-015 117-015 117-050
S3 116-282 116-305 117-046
S4 116-230 116-252 117-031
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
5 117-098 116-253 0-165 0.4% 0-075 0.2% 77% True False 835,080
10 117-138 116-253 0-205 0.5% 0-076 0.2% 62% False False 748,609
20 117-213 116-253 0-280 0.7% 0-072 0.2% 46% False False 681,246
40 119-015 116-253 2-082 1.9% 0-076 0.2% 18% False False 696,849
60 119-015 116-253 2-082 1.9% 0-076 0.2% 18% False False 611,574
80 119-015 116-253 2-082 1.9% 0-073 0.2% 18% False False 459,038
100 119-015 116-253 2-082 1.9% 0-061 0.2% 18% False False 367,275
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 118-001
2.618 117-235
1.618 117-182
1.000 117-150
0.618 117-130
HIGH 117-098
0.618 117-077
0.500 117-071
0.382 117-065
LOW 117-045
0.618 117-013
1.000 116-312
1.618 116-280
2.618 116-228
4.250 116-142
Fisher Pivots for day following 31-Oct-2017
Pivot 1 day 3 day
R1 117-071 117-045
PP 117-067 117-030
S1 117-064 117-015

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

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