ECBOT 5 Year T-Note Future March 2018


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 117-030 117-000 -0-030 -0.1% 116-280
High 117-033 117-033 0-000 0.0% 117-042
Low 116-307 116-310 0-003 0.0% 116-265
Close 117-018 117-022 0-005 0.0% 116-310
Range 0-045 0-042 -0-003 -5.6% 0-098
ATR 0-062 0-061 -0-001 -2.3% 0-000
Volume 2,532 22,486 19,954 788.1% 36,754
Daily Pivots for day following 07-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-142 117-125 117-046
R3 117-100 117-082 117-034
R2 117-058 117-058 117-030
R1 117-040 117-040 117-026 117-049
PP 117-015 117-015 117-015 117-019
S1 116-318 116-318 117-019 117-006
S2 116-293 116-293 117-015
S3 116-250 116-275 117-011
S4 116-208 116-233 116-319
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-285 117-235 117-044
R3 117-188 117-138 117-017
R2 117-090 117-090 117-008
R1 117-040 117-040 116-319 117-065
PP 116-313 116-313 116-313 117-005
S1 116-263 116-263 116-301 116-288
S2 116-215 116-215 116-292
S3 116-117 116-165 116-283
S4 116-020 116-067 116-256
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-042 116-265 0-098 0.3% 0-058 0.2% 79% False False 9,209
10 117-042 116-175 0-187 0.5% 0-064 0.2% 89% False False 9,892
20 117-135 116-175 0-280 0.7% 0-061 0.2% 60% False False 5,357
40 117-310 116-175 1-135 1.2% 0-036 0.1% 37% False False 2,684
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117-213
2.618 117-144
1.618 117-101
1.000 117-075
0.618 117-059
HIGH 117-033
0.618 117-016
0.500 117-011
0.382 117-006
LOW 116-310
0.618 116-284
1.000 116-268
1.618 116-241
2.618 116-199
4.250 116-129
Fisher Pivots for day following 07-Nov-2017
Pivot 1 day 3 day
R1 117-019 117-017
PP 117-015 117-011
S1 117-011 117-005

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

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