ECBOT 5 Year T-Note Future March 2018


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 117-073 117-035 -0-038 -0.1% 117-045
High 117-087 117-062 -0-025 -0.1% 117-135
Low 117-040 117-010 -0-030 -0.1% 117-030
Close 117-042 117-040 -0-002 0.0% 117-115
Range 0-047 0-052 0-005 10.5% 0-105
ATR 0-048 0-048 0-000 0.7% 0-000
Volume 144 5,572 5,428 3,769.4% 7
Daily Pivots for day following 17-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-195 117-170 117-069
R3 117-142 117-117 117-054
R2 117-090 117-090 117-050
R1 117-065 117-065 117-045 117-077
PP 117-038 117-038 117-038 117-044
S1 117-013 117-013 117-035 117-025
S2 116-305 116-305 117-030
S3 116-253 116-280 117-026
S4 116-200 116-228 117-011
Weekly Pivots for week ending 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-088 118-047 117-173
R3 117-303 117-262 117-144
R2 117-198 117-198 117-134
R1 117-157 117-157 117-125 117-178
PP 117-093 117-093 117-093 117-104
S1 117-052 117-052 117-105 117-073
S2 116-308 116-308 117-096
S3 116-203 116-267 117-086
S4 116-098 116-162 117-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-135 117-010 0-125 0.3% 0-053 0.1% 24% False True 1,144
10 117-135 116-298 0-158 0.4% 0-043 0.1% 40% False False 593
20 117-200 116-298 0-222 0.6% 0-024 0.1% 28% False False 297
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
4.250 117-286
2.618 117-200
1.618 117-147
1.000 117-115
0.618 117-095
HIGH 117-062
0.618 117-042
0.500 117-036
0.382 117-030
LOW 117-010
0.618 116-298
1.000 116-278
1.618 116-245
2.618 116-193
4.250 116-107
Fisher Pivots for day following 17-Oct-2017
Pivot 1 day 3 day
R1 117-039 117-073
PP 117-038 117-062
S1 117-036 117-051

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

View Archives - Comment on this page... - Back to Index of Symbols