ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 09-Nov-2017
Day Change Summary
Previous Current
08-Nov-2017 09-Nov-2017 Change Change % Previous Week
Open 117-080 117-047 -0-033 -0.1% 117-030
High 117-095 117-082 -0-013 0.0% 117-120
Low 117-045 117-027 -0-018 0.0% 117-018
Close 117-062 117-067 0-005 0.0% 117-062
Range 0-050 0-055 0-005 10.0% 0-102
ATR 0-069 0-068 -0-001 -1.5% 0-000
Volume 542,316 878,139 335,823 61.9% 3,522,195
Daily Pivots for day following 09-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-224 117-201 117-098
R3 117-169 117-146 117-083
R2 117-114 117-114 117-078
R1 117-091 117-091 117-073 117-102
PP 117-059 117-059 117-059 117-065
S1 117-036 117-036 117-062 117-047
S2 117-004 117-004 117-057
S3 116-269 116-301 117-052
S4 116-214 116-246 117-037
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
5 117-120 117-027 0-093 0.2% 0-056 0.1% 43% False True 634,193
10 117-120 116-253 0-187 0.5% 0-062 0.2% 72% False False 694,804
20 117-207 116-253 0-275 0.7% 0-070 0.2% 49% False False 711,592
40 118-073 116-253 1-140 1.2% 0-071 0.2% 29% False False 692,798
60 119-015 116-253 2-082 1.9% 0-074 0.2% 19% False False 686,446
80 119-015 116-253 2-082 1.9% 0-072 0.2% 19% False False 517,159
100 119-015 116-253 2-082 1.9% 0-065 0.2% 19% False False 413,815
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-316
2.618 117-227
1.618 117-171
1.000 117-138
0.618 117-116
HIGH 117-082
0.618 117-061
0.500 117-055
0.382 117-049
LOW 117-027
0.618 116-313
1.000 116-292
1.618 116-258
2.618 116-203
4.250 116-114
Fisher Pivots for day following 09-Nov-2017
Pivot 1 day 3 day
R1 117-063 117-066
PP 117-059 117-065
S1 117-055 117-064

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

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