ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 15-Nov-2017
Day Change Summary
Previous Current
14-Nov-2017 15-Nov-2017 Change Change % Previous Week
Open 116-285 116-310 0-025 0.1% 117-078
High 116-313 117-053 0-060 0.2% 117-105
Low 116-255 116-305 0-050 0.1% 116-315
Close 116-300 117-015 0-035 0.1% 117-000
Range 0-058 0-068 0-010 17.4% 0-110
ATR 0-068 0-068 0-000 0.5% 0-000
Volume 794,297 942,924 148,627 18.7% 3,252,698
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-220 117-185 117-052
R3 117-153 117-118 117-034
R2 117-085 117-085 117-027
R1 117-050 117-050 117-021 117-068
PP 117-018 117-018 117-018 117-026
S1 116-302 116-302 117-009 117-000
S2 116-270 116-270 117-003
S3 116-202 116-235 116-316
S4 116-135 116-167 116-298
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 118-043 117-292 117-060
R3 117-253 117-182 117-030
R2 117-143 117-143 117-020
R1 117-072 117-072 117-010 117-052
PP 117-033 117-033 117-033 117-024
S1 116-282 116-282 116-310 116-263
S2 116-243 116-243 116-300
S3 116-133 116-172 116-290
S4 116-023 116-062 116-260
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-082 116-255 0-147 0.4% 0-064 0.2% 54% False False 784,001
10 117-120 116-255 0-185 0.5% 0-060 0.2% 43% False False 693,292
20 117-138 116-253 0-205 0.5% 0-069 0.2% 40% False False 730,845
40 117-295 116-253 1-042 1.0% 0-070 0.2% 23% False False 706,011
60 119-015 116-253 2-082 1.9% 0-074 0.2% 11% False False 729,585
80 119-015 116-253 2-082 1.9% 0-073 0.2% 11% False False 555,137
100 119-015 116-253 2-082 1.9% 0-068 0.2% 11% False False 444,232
120 119-015 116-253 2-082 1.9% 0-057 0.2% 11% False False 370,194
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-019
2.618 117-229
1.618 117-162
1.000 117-120
0.618 117-094
HIGH 117-053
0.618 117-027
0.500 117-019
0.382 117-011
LOW 116-305
0.618 116-263
1.000 116-237
1.618 116-196
2.618 116-128
4.250 116-018
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 117-019 117-008
PP 117-018 117-001
S1 117-016 116-314

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

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