ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 02-Nov-2017
Day Change Summary
Previous Current
01-Nov-2017 02-Nov-2017 Change Change % Previous Week
Open 117-047 117-055 0-008 0.0% 117-025
High 117-082 117-102 0-020 0.1% 117-073
Low 117-018 117-040 0-022 0.1% 116-253
Close 117-040 117-073 0-033 0.1% 117-010
Range 0-065 0-062 -0-002 -3.8% 0-140
ATR 0-075 0-075 -0-001 -1.2% 0-000
Volume 762,932 720,095 -42,837 -5.6% 3,928,908
Daily Pivots for day following 02-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-259 117-228 117-107
R3 117-197 117-166 117-090
R2 117-134 117-134 117-084
R1 117-103 117-103 117-078 117-119
PP 117-072 117-072 117-072 117-079
S1 117-041 117-041 117-067 117-056
S2 117-009 117-009 117-061
S3 116-267 116-298 117-055
S4 116-204 116-236 117-038
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
5 117-102 116-253 0-170 0.5% 0-068 0.2% 82% True False 755,415
10 117-133 116-253 0-200 0.5% 0-075 0.2% 70% False False 760,648
20 117-207 116-253 0-275 0.7% 0-071 0.2% 51% False False 698,263
40 119-015 116-253 2-082 1.9% 0-074 0.2% 19% False False 694,870
60 119-015 116-253 2-082 1.9% 0-076 0.2% 19% False False 636,183
80 119-015 116-253 2-082 1.9% 0-073 0.2% 19% False False 477,550
100 119-015 116-253 2-082 1.9% 0-062 0.2% 19% False False 382,105
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-048
2.618 117-266
1.618 117-204
1.000 117-165
0.618 117-141
HIGH 117-102
0.618 117-079
0.500 117-071
0.382 117-064
LOW 117-040
0.618 117-001
1.000 116-298
1.618 116-259
2.618 116-196
4.250 116-094
Fisher Pivots for day following 02-Nov-2017
Pivot 1 day 3 day
R1 117-072 117-068
PP 117-072 117-064
S1 117-071 117-060

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

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