ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 19-Dec-2017
Day Change Summary
Previous Current
18-Dec-2017 19-Dec-2017 Change Change % Previous Week
Open 116-098 116-090 -0-007 0.0% 116-122
High 116-118 116-093 -0-025 -0.1% 116-190
Low 116-067 116-000 -0-067 -0.2% 116-033
Close 116-095 116-018 -0-078 -0.2% 116-102
Range 0-050 0-093 0-042 85.0% 0-158
ATR 0-077 0-079 0-001 1.6% 0-000
Volume 494,291 732,175 237,884 48.1% 3,803,528
Daily Pivots for day following 19-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-314 116-258 116-068
R3 116-222 116-166 116-043
R2 116-129 116-129 116-034
R1 116-073 116-073 116-026 116-055
PP 116-037 116-037 116-037 116-028
S1 115-301 115-301 116-009 115-282
S2 115-264 115-264 116-001
S3 115-172 115-208 115-312
S4 115-079 115-116 115-287
Weekly Pivots for week ending 15-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-261 117-179 116-189
R3 117-103 117-022 116-146
R2 116-266 116-266 116-131
R1 116-184 116-184 116-117 116-146
PP 116-108 116-108 116-108 116-089
S1 116-027 116-027 116-088 115-309
S2 115-271 115-271 116-074
S3 115-113 115-189 116-059
S4 114-276 115-032 116-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-190 116-000 0-190 0.5% 0-093 0.2% 9% False True 764,945
10 116-190 116-000 0-190 0.5% 0-079 0.2% 9% False True 733,300
20 116-282 116-000 0-282 0.8% 0-080 0.2% 6% False True 917,569
40 117-042 116-000 1-042 1.0% 0-072 0.2% 5% False True 478,563
60 117-185 116-000 1-185 1.4% 0-060 0.2% 3% False True 319,177
80 118-193 116-000 2-193 2.2% 0-045 0.1% 2% False True 239,383
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 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-166
2.618 117-015
1.618 116-242
1.000 116-185
0.618 116-150
HIGH 116-093
0.618 116-057
0.500 116-046
0.382 116-035
LOW 116-000
0.618 115-263
1.000 115-227
1.618 115-170
2.618 115-078
4.250 114-247
Fisher Pivots for day following 19-Dec-2017
Pivot 1 day 3 day
R1 116-046 116-068
PP 116-037 116-051
S1 116-027 116-034

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

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