ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 01-Nov-2017
Day Change Summary
Previous Current
31-Oct-2017 01-Nov-2017 Change Change % Previous Week
Open 117-080 117-047 -0-033 -0.1% 117-025
High 117-098 117-082 -0-015 0.0% 117-073
Low 117-045 117-018 -0-027 -0.1% 116-253
Close 117-060 117-040 -0-020 -0.1% 117-010
Range 0-053 0-065 0-012 23.8% 0-140
ATR 0-076 0-075 -0-001 -1.1% 0-000
Volume 699,074 762,932 63,858 9.1% 3,928,908
Daily Pivots for day following 01-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-242 117-206 117-076
R3 117-177 117-141 117-058
R2 117-112 117-112 117-052
R1 117-076 117-076 117-046 117-061
PP 117-047 117-047 117-047 117-039
S1 117-011 117-011 117-034 116-316
S2 116-302 116-302 117-028
S3 116-237 116-266 117-022
S4 116-172 116-201 117-004
Weekly Pivots for week ending 27-Oct-2017
Classic Woodie Camarilla DeMark
R4 118-105 118-038 117-087
R3 117-285 117-218 117-049
R2 117-145 117-145 117-036
R1 117-078 117-078 117-023 117-041
PP 117-005 117-005 117-005 116-307
S1 116-258 116-258 116-317 116-221
S2 116-185 116-185 116-304
S3 116-045 116-118 116-292
S4 115-225 115-298 116-253
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-098 116-253 0-165 0.4% 0-073 0.2% 65% False False 784,287
10 117-138 116-253 0-205 0.5% 0-077 0.2% 52% False False 768,397
20 117-207 116-253 0-275 0.7% 0-071 0.2% 39% False False 690,396
40 119-015 116-253 2-082 1.9% 0-075 0.2% 15% False False 696,926
60 119-015 116-253 2-082 1.9% 0-076 0.2% 15% False False 624,216
80 119-015 116-253 2-082 1.9% 0-073 0.2% 15% False False 468,562
100 119-015 116-253 2-082 1.9% 0-062 0.2% 15% False False 374,904
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-039
2.618 117-253
1.618 117-188
1.000 117-147
0.618 117-123
HIGH 117-082
0.618 117-058
0.500 117-050
0.382 117-042
LOW 117-018
0.618 116-297
1.000 116-273
1.618 116-232
2.618 116-167
4.250 116-061
Fisher Pivots for day following 01-Nov-2017
Pivot 1 day 3 day
R1 117-050 117-058
PP 117-047 117-052
S1 117-043 117-046

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

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