ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 16-Oct-2017
Day Change Summary
Previous Current
13-Oct-2017 16-Oct-2017 Change Change % Previous Week
Open 117-135 117-185 0-050 0.1% 117-100
High 117-207 117-185 -0-022 -0.1% 117-207
Low 117-110 117-102 -0-008 0.0% 117-090
Close 117-185 117-110 -0-075 -0.2% 117-185
Range 0-097 0-082 -0-015 -15.4% 0-117
ATR 0-074 0-075 0-001 0.8% 0-000
Volume 811,168 667,949 -143,219 -17.7% 2,745,887
Daily Pivots for day following 16-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-060 118-007 117-155
R3 117-297 117-245 117-133
R2 117-215 117-215 117-125
R1 117-163 117-163 117-118 117-148
PP 117-133 117-133 117-133 117-125
S1 117-080 117-080 117-102 117-065
S2 117-050 117-050 117-095
S3 116-288 116-318 117-087
S4 116-205 116-235 117-065
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
5 117-207 117-093 0-115 0.3% 0-069 0.2% 15% False False 660,570
10 117-213 117-038 0-175 0.5% 0-067 0.2% 41% False False 608,876
20 118-010 117-038 0-293 0.8% 0-075 0.2% 25% False False 693,070
40 119-015 117-038 1-298 1.6% 0-076 0.2% 12% False False 708,224
60 119-015 117-038 1-298 1.6% 0-075 0.2% 12% False False 476,973
80 119-015 117-033 1-302 1.7% 0-066 0.2% 12% False False 357,860
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-216
2.618 118-081
1.618 117-318
1.000 117-267
0.618 117-236
HIGH 117-185
0.618 117-153
0.500 117-144
0.382 117-134
LOW 117-102
0.618 117-052
1.000 117-020
1.618 116-289
2.618 116-207
4.250 116-072
Fisher Pivots for day following 16-Oct-2017
Pivot 1 day 3 day
R1 117-144 117-152
PP 117-133 117-138
S1 117-121 117-124

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

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