ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 25-Oct-2017
Day Change Summary
Previous Current
24-Oct-2017 25-Oct-2017 Change Change % Previous Week
Open 117-065 117-005 -0-060 -0.2% 117-185
High 117-073 117-020 -0-053 -0.1% 117-185
Low 116-315 116-265 -0-050 -0.1% 117-020
Close 117-030 116-307 -0-043 -0.1% 117-030
Range 0-078 0-075 -0-002 -3.2% 0-165
ATR 0-075 0-076 0-001 1.0% 0-000
Volume 653,673 1,016,898 363,225 55.6% 3,470,237
Daily Pivots for day following 25-Oct-2017
Classic Woodie Camarilla DeMark
R4 117-209 117-173 117-029
R3 117-134 117-098 117-008
R2 117-059 117-059 117-001
R1 117-023 117-023 116-314 117-004
PP 116-304 116-304 116-304 116-294
S1 116-268 116-268 116-301 116-249
S2 116-229 116-229 116-294
S3 116-154 116-193 116-287
S4 116-079 116-118 116-266
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
5 117-138 116-265 0-193 0.5% 0-081 0.2% 22% False True 752,507
10 117-207 116-265 0-262 0.7% 0-075 0.2% 16% False True 702,405
20 117-225 116-265 0-280 0.7% 0-073 0.2% 15% False True 683,128
40 119-015 116-265 2-070 1.9% 0-078 0.2% 6% False True 699,676
60 119-015 116-265 2-070 1.9% 0-075 0.2% 6% False True 559,135
80 119-015 116-265 2-070 1.9% 0-072 0.2% 6% False True 419,609
100 119-015 116-265 2-070 1.9% 0-058 0.2% 6% False True 335,690
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-019
2.618 117-216
1.618 117-141
1.000 117-095
0.618 117-066
HIGH 117-020
0.618 116-311
0.500 116-302
0.382 116-294
LOW 116-265
0.618 116-219
1.000 116-190
1.618 116-144
2.618 116-069
4.250 115-266
Fisher Pivots for day following 25-Oct-2017
Pivot 1 day 3 day
R1 116-306 117-009
PP 116-304 117-002
S1 116-302 116-315

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

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