ECBOT 5 Year T-Note Future March 2018


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 116-213 116-238 0-025 0.1% 117-030
High 116-245 116-305 0-060 0.2% 117-033
Low 116-185 116-238 0-053 0.1% 116-242
Close 116-230 116-270 0-040 0.1% 116-247
Range 0-060 0-067 0-007 12.5% 0-110
ATR 0-061 0-062 0-001 1.6% 0-000
Volume 50,370 75,558 25,188 50.0% 63,817
Daily Pivots for day following 15-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-153 117-119 116-307
R3 117-086 117-052 116-289
R2 117-018 117-018 116-282
R1 116-304 116-304 116-276 117-001
PP 116-271 116-271 116-271 116-279
S1 116-237 116-237 116-264 116-254
S2 116-203 116-203 116-258
S3 116-136 116-169 116-251
S4 116-068 116-102 116-233
Weekly Pivots for week ending 10-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-291 117-219 116-308
R3 117-181 117-109 116-278
R2 117-071 117-071 116-268
R1 116-319 116-319 116-258 116-300
PP 116-281 116-281 116-281 116-271
S1 116-209 116-209 116-237 116-190
S2 116-171 116-171 116-227
S3 116-061 116-099 116-217
S4 115-271 115-309 116-187
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-013 116-185 0-148 0.4% 0-064 0.2% 58% False False 34,065
10 117-042 116-185 0-178 0.5% 0-059 0.2% 48% False False 21,579
20 117-065 116-175 0-210 0.6% 0-065 0.2% 45% False False 14,126
40 117-200 116-175 1-025 0.9% 0-045 0.1% 28% False False 7,226
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-272
2.618 117-162
1.618 117-094
1.000 117-052
0.618 117-027
HIGH 116-305
0.618 116-279
0.500 116-271
0.382 116-263
LOW 116-238
0.618 116-196
1.000 116-170
1.618 116-128
2.618 116-061
4.250 115-271
Fisher Pivots for day following 15-Nov-2017
Pivot 1 day 3 day
R1 116-271 116-262
PP 116-271 116-253
S1 116-270 116-245

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

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