ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 03-Nov-2017
Day Change Summary
Previous Current
02-Nov-2017 03-Nov-2017 Change Change % Previous Week
Open 117-055 117-073 0-018 0.0% 117-030
High 117-102 117-120 0-018 0.0% 117-120
Low 117-040 117-038 -0-002 0.0% 117-018
Close 117-073 117-062 -0-010 0.0% 117-062
Range 0-062 0-082 0-020 32.0% 0-102
ATR 0-075 0-075 0-001 0.8% 0-000
Volume 720,095 671,636 -48,459 -6.7% 3,522,195
Daily Pivots for day following 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 118-001 117-274 117-108
R3 117-238 117-192 117-085
R2 117-156 117-156 117-078
R1 117-109 117-109 117-070 117-091
PP 117-073 117-073 117-073 117-064
S1 117-027 117-027 117-055 117-009
S2 116-311 116-311 117-047
S3 116-228 116-264 117-040
S4 116-146 116-182 117-017
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 118-054 118-001 117-119
R3 117-272 117-218 117-091
R2 117-169 117-169 117-081
R1 117-116 117-116 117-072 117-142
PP 117-067 117-067 117-067 117-080
S1 117-013 117-013 117-053 117-040
S2 116-284 116-284 117-044
S3 116-182 116-231 117-034
S4 116-079 116-128 117-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-120 117-018 0-102 0.3% 0-064 0.2% 44% True False 704,439
10 117-120 116-253 0-187 0.5% 0-072 0.2% 69% True False 745,110
20 117-207 116-253 0-275 0.7% 0-070 0.2% 47% False False 683,361
40 118-240 116-253 1-307 1.7% 0-074 0.2% 21% False False 695,543
60 119-015 116-253 2-082 1.9% 0-076 0.2% 18% False False 647,263
80 119-015 116-253 2-082 1.9% 0-073 0.2% 18% False False 485,937
100 119-015 116-253 2-082 1.9% 0-063 0.2% 18% False False 388,821
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-151
2.618 118-016
1.618 117-253
1.000 117-202
0.618 117-171
HIGH 117-120
0.618 117-088
0.500 117-079
0.382 117-069
LOW 117-038
0.618 116-307
1.000 116-275
1.618 116-224
2.618 116-142
4.250 116-007
Fisher Pivots for day following 03-Nov-2017
Pivot 1 day 3 day
R1 117-079 117-069
PP 117-073 117-067
S1 117-068 117-065

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

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