ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 19-Oct-2017
Day Change Summary
Previous Current
18-Oct-2017 19-Oct-2017 Change Change % Previous Week
Open 117-107 117-058 -0-050 -0.1% 117-100
High 117-110 117-138 0-027 0.1% 117-207
Low 117-050 117-055 0-005 0.0% 117-090
Close 117-067 117-087 0-020 0.1% 117-185
Range 0-060 0-082 0-022 37.5% 0-117
ATR 0-073 0-073 0-001 1.0% 0-000
Volume 565,048 797,586 232,538 41.2% 2,745,887
Daily Pivots for day following 19-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-021 117-297 117-133
R3 117-258 117-214 117-110
R2 117-176 117-176 117-103
R1 117-132 117-132 117-095 117-154
PP 117-093 117-093 117-093 117-104
S1 117-049 117-049 117-080 117-071
S2 117-011 117-011 117-072
S3 116-248 116-287 117-065
S4 116-166 116-204 117-042
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
5 117-207 117-050 0-157 0.4% 0-076 0.2% 24% False False 690,877
10 117-207 117-038 0-170 0.5% 0-067 0.2% 29% False False 635,878
20 117-295 117-038 0-258 0.7% 0-072 0.2% 19% False False 682,740
40 119-015 117-038 1-298 1.6% 0-077 0.2% 8% False False 737,343
60 119-015 117-038 1-298 1.6% 0-073 0.2% 8% False False 509,829
80 119-015 117-033 1-302 1.7% 0-069 0.2% 9% False False 382,549
100 119-015 117-033 1-302 1.7% 0-055 0.1% 9% False False 306,040
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 3 trading days
Fibonacci Retracements and Extensions
4.250 118-168
2.618 118-033
1.618 117-271
1.000 117-220
0.618 117-188
HIGH 117-138
0.618 117-106
0.500 117-096
0.382 117-087
LOW 117-055
0.618 117-004
1.000 116-293
1.618 116-242
2.618 116-159
4.250 116-024
Fisher Pivots for day following 19-Oct-2017
Pivot 1 day 3 day
R1 117-096 117-094
PP 117-093 117-092
S1 117-090 117-090

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

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