ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 07-Nov-2017
Day Change Summary
Previous Current
06-Nov-2017 07-Nov-2017 Change Change % Previous Week
Open 117-078 117-093 0-015 0.0% 117-030
High 117-105 117-100 -0-005 0.0% 117-120
Low 117-058 117-058 0-000 0.0% 117-018
Close 117-087 117-090 0-003 0.0% 117-062
Range 0-047 0-042 -0-005 -10.5% 0-102
ATR 0-073 0-071 -0-002 -3.0% 0-000
Volume 493,117 585,760 92,643 18.8% 3,522,195
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-210 117-193 117-113
R3 117-167 117-150 117-102
R2 117-125 117-125 117-098
R1 117-108 117-108 117-094 117-095
PP 117-083 117-083 117-083 117-076
S1 117-065 117-065 117-086 117-053
S2 117-040 117-040 117-082
S3 116-318 117-023 117-078
S4 116-275 116-300 117-067
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% 0-060 0.2% 71% False False 646,708
10 117-120 116-253 0-187 0.5% 0-067 0.2% 84% False False 740,894
20 117-207 116-253 0-275 0.7% 0-070 0.2% 57% False False 702,231
40 118-133 116-253 1-200 1.4% 0-072 0.2% 30% False False 693,047
60 119-015 116-253 2-082 1.9% 0-075 0.2% 22% False False 664,478
80 119-015 116-253 2-082 1.9% 0-072 0.2% 22% False False 499,419
100 119-015 116-253 2-082 1.9% 0-064 0.2% 22% False False 399,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 117-281
2.618 117-211
1.618 117-169
1.000 117-142
0.618 117-126
HIGH 117-100
0.618 117-084
0.500 117-079
0.382 117-074
LOW 117-058
0.618 117-031
1.000 117-015
1.618 116-309
2.618 116-266
4.250 116-197
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 117-086 117-086
PP 117-083 117-083
S1 117-079 117-079

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

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