ECBOT 5 Year T-Note Future March 2018


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 116-020 115-305 -0-035 -0.1% 116-122
High 116-040 116-013 -0-027 -0.1% 116-190
Low 115-295 115-282 -0-013 0.0% 116-033
Close 115-305 115-298 -0-007 0.0% 116-102
Range 0-065 0-050 -0-015 -23.0% 0-158
ATR 0-078 0-076 -0-002 -2.5% 0-000
Volume 718,655 549,217 -169,438 -23.6% 3,803,528
Daily Pivots for day following 21-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-134 116-106 116-005
R3 116-084 116-056 115-311
R2 116-034 116-034 115-307
R1 116-006 116-006 115-302 115-315
PP 115-304 115-304 115-304 115-299
S1 115-276 115-276 115-293 115-265
S2 115-254 115-254 115-288
S3 115-204 115-226 115-284
S4 115-154 115-176 115-270
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
5 116-135 115-282 0-173 0.5% 0-065 0.2% 9% False True 620,617
10 116-190 115-282 0-228 0.6% 0-077 0.2% 7% False True 698,934
20 116-282 115-282 1-000 0.9% 0-077 0.2% 5% False True 919,769
40 117-042 115-282 1-080 1.1% 0-071 0.2% 4% False True 510,230
60 117-135 115-282 1-173 1.3% 0-062 0.2% 3% False True 340,308
80 118-193 115-282 2-230 2.3% 0-046 0.1% 2% False True 255,231
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116-225
2.618 116-143
1.618 116-093
1.000 116-063
0.618 116-043
HIGH 116-013
0.618 115-313
0.500 115-308
0.382 115-302
LOW 115-282
0.618 115-252
1.000 115-232
1.618 115-202
2.618 115-152
4.250 115-070
Fisher Pivots for day following 21-Dec-2017
Pivot 1 day 3 day
R1 115-308 116-028
PP 115-304 116-011
S1 115-301 115-314

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

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