ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Oct-2017
Day Change Summary
Previous Current
19-Oct-2017 20-Oct-2017 Change Change % Previous Week
Open 117-058 117-120 0-062 0.2% 117-185
High 117-138 117-133 -0-005 0.0% 117-185
Low 117-055 117-020 -0-035 -0.1% 117-020
Close 117-087 117-030 -0-057 -0.2% 117-030
Range 0-082 0-113 0-030 36.4% 0-165
ATR 0-073 0-076 0-003 3.8% 0-000
Volume 797,586 827,017 29,431 3.7% 3,470,237
Daily Pivots for day following 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-078 118-007 117-092
R3 117-286 117-214 117-061
R2 117-173 117-173 117-051
R1 117-102 117-102 117-040 117-081
PP 117-061 117-061 117-061 117-051
S1 116-309 116-309 117-020 116-289
S2 116-268 116-268 117-009
S3 116-156 116-197 116-319
S4 116-043 116-084 116-288
Weekly Pivots for week ending 20-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-253 118-147 117-121
R3 118-088 117-302 117-075
R2 117-243 117-243 117-060
R1 117-137 117-137 117-045 117-108
PP 117-078 117-078 117-078 117-064
S1 116-292 116-292 117-015 116-263
S2 116-233 116-233 117-000
S3 116-068 116-127 116-305
S4 115-223 115-282 116-259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-185 117-020 0-165 0.4% 0-079 0.2% 6% False True 694,047
10 117-207 117-020 0-187 0.5% 0-068 0.2% 5% False True 621,612
20 117-295 117-020 0-275 0.7% 0-075 0.2% 4% False True 692,539
40 119-015 117-020 1-315 1.7% 0-078 0.2% 2% False True 735,751
60 119-015 117-020 1-315 1.7% 0-074 0.2% 2% False True 523,605
80 119-015 117-020 1-315 1.7% 0-070 0.2% 2% False True 392,884
100 119-015 117-020 1-315 1.7% 0-056 0.1% 2% False True 314,310
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 118-291
2.618 118-107
1.618 117-315
1.000 117-245
0.618 117-202
HIGH 117-133
0.618 117-090
0.500 117-076
0.382 117-063
LOW 117-020
0.618 116-270
1.000 116-227
1.618 116-158
2.618 116-045
4.250 115-182
Fisher Pivots for day following 20-Oct-2017
Pivot 1 day 3 day
R1 117-076 117-079
PP 117-061 117-063
S1 117-045 117-046

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

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