ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 06-Nov-2017
Day Change Summary
Previous Current
03-Nov-2017 06-Nov-2017 Change Change % Previous Week
Open 117-073 117-078 0-005 0.0% 117-030
High 117-120 117-105 -0-015 0.0% 117-120
Low 117-038 117-058 0-020 0.1% 117-018
Close 117-062 117-087 0-025 0.1% 117-062
Range 0-082 0-047 -0-035 -42.4% 0-102
ATR 0-075 0-073 -0-002 -2.6% 0-000
Volume 671,636 493,117 -178,519 -26.6% 3,522,195
Daily Pivots for day following 06-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-226 117-204 117-114
R3 117-178 117-157 117-101
R2 117-131 117-131 117-096
R1 117-109 117-109 117-092 117-120
PP 117-083 117-083 117-083 117-089
S1 117-062 117-062 117-083 117-072
S2 117-036 117-036 117-079
S3 116-308 117-014 117-074
S4 116-261 116-287 117-061
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% 0-062 0.2% 68% False False 669,370
10 117-120 116-253 0-187 0.5% 0-071 0.2% 83% False False 747,685
20 117-207 116-253 0-275 0.7% 0-071 0.2% 56% False False 702,467
40 118-173 116-253 1-240 1.5% 0-073 0.2% 28% False False 695,091
60 119-015 116-253 2-082 1.9% 0-075 0.2% 21% False False 655,197
80 119-015 116-253 2-082 1.9% 0-072 0.2% 21% False False 492,097
100 119-015 116-253 2-082 1.9% 0-064 0.2% 21% False False 393,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 117-307
2.618 117-229
1.618 117-182
1.000 117-152
0.618 117-134
HIGH 117-105
0.618 117-087
0.500 117-081
0.382 117-076
LOW 117-058
0.618 117-028
1.000 117-010
1.618 116-301
2.618 116-253
4.250 116-176
Fisher Pivots for day following 06-Nov-2017
Pivot 1 day 3 day
R1 117-085 117-085
PP 117-083 117-082
S1 117-081 117-079

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

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