ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 04-Dec-2017
Day Change Summary
Previous Current
01-Dec-2017 04-Dec-2017 Change Change % Previous Week
Open 116-190 116-153 -0-038 -0.1% 116-287
High 116-298 116-187 -0-110 -0.3% 117-020
Low 116-142 116-140 -0-002 0.0% 116-142
Close 116-218 116-170 -0-047 -0.1% 116-218
Range 0-155 0-047 -0-108 -69.4% 0-198
ATR 0-076 0-076 0-000 0.1% 0-000
Volume 208,141 43,404 -164,737 -79.1% 5,818,772
Daily Pivots for day following 04-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-308 116-287 116-196
R3 116-261 116-239 116-183
R2 116-213 116-213 116-179
R1 116-192 116-192 116-174 116-202
PP 116-166 116-166 116-166 116-171
S1 116-144 116-144 116-166 116-155
S2 116-118 116-118 116-161
S3 116-071 116-097 116-157
S4 116-023 116-049 116-144
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 118-186 118-079 117-006
R3 117-308 117-202 116-272
R2 117-111 117-111 116-254
R1 117-004 117-004 116-236 116-279
PP 116-233 116-233 116-233 116-211
S1 116-127 116-127 116-199 116-081
S2 116-036 116-036 116-181
S3 115-158 115-249 116-163
S4 114-281 115-052 116-109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-020 116-140 0-200 0.5% 0-088 0.2% 15% False True 768,731
10 117-020 116-140 0-200 0.5% 0-079 0.2% 15% False True 1,066,805
20 117-105 116-140 0-285 0.8% 0-068 0.2% 11% False True 879,478
40 117-207 116-140 1-067 1.0% 0-069 0.2% 8% False True 781,420
60 118-240 116-140 2-100 2.0% 0-072 0.2% 4% False True 756,855
80 119-015 116-140 2-195 2.2% 0-074 0.2% 4% False True 705,317
100 119-015 116-140 2-195 2.2% 0-072 0.2% 4% False True 564,645
120 119-015 116-140 2-195 2.2% 0-064 0.2% 4% False True 470,598
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-069
2.618 116-312
1.618 116-264
1.000 116-235
0.618 116-217
HIGH 116-187
0.618 116-169
0.500 116-164
0.382 116-158
LOW 116-140
0.618 116-111
1.000 116-093
1.618 116-063
2.618 116-016
4.250 115-258
Fisher Pivots for day following 04-Dec-2017
Pivot 1 day 3 day
R1 116-168 116-219
PP 116-166 116-203
S1 116-164 116-186

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

View Archives - Comment on this page... - Back to Index of Symbols