ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 21-Dec-2017
Day Change Summary
Previous Current
20-Dec-2017 21-Dec-2017 Change Change % Previous Week
Open 116-102 116-070 -0-032 -0.1% 116-193
High 116-110 116-090 -0-020 -0.1% 116-253
Low 116-058 116-047 -0-010 0.0% 116-113
Close 116-067 116-058 -0-010 0.0% 116-175
Range 0-053 0-043 -0-010 -19.0% 0-140
ATR 0-073 0-071 -0-002 -3.0% 0-000
Volume 2,287 1,572 -715 -31.3% 59,881
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-193 116-168 116-081
R3 116-150 116-125 116-069
R2 116-108 116-108 116-065
R1 116-083 116-083 116-061 116-074
PP 116-065 116-065 116-065 116-061
S1 116-040 116-040 116-054 116-031
S2 116-022 116-022 116-050
S3 115-300 115-317 116-046
S4 115-257 115-275 116-034
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-280 117-208 116-252
R3 117-140 117-068 116-214
R2 117-000 117-000 116-201
R1 116-248 116-248 116-188 116-214
PP 116-180 116-180 116-180 116-163
S1 116-108 116-108 116-162 116-074
S2 116-040 116-040 116-149
S3 115-220 115-288 116-137
S4 115-080 115-148 116-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-202 116-047 0-155 0.4% 0-058 0.2% 6% False True 6,385
10 116-253 116-047 0-205 0.6% 0-069 0.2% 5% False True 9,450
20 117-020 116-047 0-293 0.8% 0-070 0.2% 3% False True 341,707
40 117-120 116-047 1-073 1.1% 0-068 0.2% 3% False True 578,679
60 117-225 116-047 1-178 1.3% 0-070 0.2% 2% False True 613,495
80 119-015 116-047 2-288 2.5% 0-073 0.2% 1% False True 639,177
100 119-015 116-047 2-288 2.5% 0-072 0.2% 1% False True 566,952
120 119-015 116-047 2-288 2.5% 0-071 0.2% 1% False True 472,632
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 116-271
2.618 116-201
1.618 116-159
1.000 116-133
0.618 116-116
HIGH 116-090
0.618 116-074
0.500 116-069
0.382 116-064
LOW 116-047
0.618 116-021
1.000 116-005
1.618 115-299
2.618 115-256
4.250 115-187
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 116-069 116-104
PP 116-065 116-088
S1 116-061 116-073

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

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