ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 23-Oct-2017
Day Change Summary
Previous Current
20-Oct-2017 23-Oct-2017 Change Change % Previous Week
Open 116-275 116-302 0-027 0.1% 117-073
High 117-055 116-313 -0-062 -0.2% 117-087
Low 116-270 116-267 -0-003 0.0% 116-270
Close 116-275 116-302 0-027 0.1% 116-275
Range 0-105 0-045 -0-060 -57.1% 0-137
ATR 0-055 0-054 -0-001 -1.3% 0-000
Volume 912 380 -532 -58.3% 7,516
Daily Pivots for day following 23-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-109 117-091 117-007
R3 117-064 117-046 116-315
R2 117-019 117-019 116-311
R1 117-001 117-001 116-307 117-005
PP 116-294 116-294 116-294 116-296
S1 116-276 116-276 116-298 116-280
S2 116-249 116-249 116-294
S3 116-204 116-231 116-290
S4 116-159 116-186 116-278
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-090 118-000 117-031
R3 117-272 117-182 116-313
R2 117-135 117-135 116-300
R1 117-045 117-045 116-288 117-021
PP 116-318 116-318 116-318 116-306
S1 116-228 116-228 116-262 116-204
S2 116-180 116-180 116-250
S3 116-043 116-090 116-237
S4 115-225 115-273 116-199
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-065 116-267 0-118 0.3% 0-059 0.2% 30% False True 1,550
10 117-135 116-267 0-188 0.5% 0-052 0.1% 19% False True 790
20 117-185 116-267 0-238 0.6% 0-036 0.1% 15% False True 406
40 118-193 116-267 1-245 1.5% 0-018 0.0% 6% False True 203
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 0-012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-184
2.618 117-110
1.618 117-065
1.000 117-038
0.618 117-020
HIGH 116-313
0.618 116-295
0.500 116-290
0.382 116-285
LOW 116-267
0.618 116-240
1.000 116-222
1.618 116-195
2.618 116-150
4.250 116-076
Fisher Pivots for day following 23-Oct-2017
Pivot 1 day 3 day
R1 116-298 117-006
PP 116-294 116-318
S1 116-290 116-310

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

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