ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 13-Oct-2017
Day Change Summary
Previous Current
12-Oct-2017 13-Oct-2017 Change Change % Previous Week
Open 117-102 117-135 0-033 0.1% 117-100
High 117-150 117-207 0-057 0.2% 117-207
Low 117-098 117-110 0-013 0.0% 117-090
Close 117-133 117-185 0-052 0.1% 117-185
Range 0-053 0-097 0-045 85.6% 0-117
ATR 0-073 0-074 0-002 2.5% 0-000
Volume 604,711 811,168 206,457 34.1% 2,745,887
Daily Pivots for day following 13-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-140 118-100 117-239
R3 118-042 118-002 117-212
R2 117-265 117-265 117-203
R1 117-225 117-225 117-194 117-245
PP 117-167 117-167 117-167 117-177
S1 117-128 117-128 117-176 117-148
S2 117-070 117-070 117-167
S3 116-293 117-030 117-158
S4 116-195 116-253 117-131
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
5 117-207 117-090 0-117 0.3% 0-058 0.2% 81% True False 549,177
10 117-213 117-038 0-175 0.5% 0-067 0.2% 84% False False 611,647
20 118-010 117-038 0-293 0.8% 0-073 0.2% 50% False False 681,949
40 119-015 117-038 1-298 1.6% 0-076 0.2% 24% False False 693,260
60 119-015 117-038 1-298 1.6% 0-074 0.2% 24% False False 465,860
80 119-015 117-033 1-302 1.7% 0-065 0.2% 24% False False 349,510
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 0-017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-302
2.618 118-143
1.618 118-045
1.000 117-305
0.618 117-268
HIGH 117-207
0.618 117-170
0.500 117-159
0.382 117-147
LOW 117-110
0.618 117-050
1.000 117-013
1.618 116-272
2.618 116-175
4.250 116-016
Fisher Pivots for day following 13-Oct-2017
Pivot 1 day 3 day
R1 117-176 117-174
PP 117-167 117-163
S1 117-159 117-152

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

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