ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 17-Nov-2017
Day Change Summary
Previous Current
16-Nov-2017 17-Nov-2017 Change Change % Previous Week
Open 116-278 116-230 -0-047 -0.1% 116-242
High 116-278 116-265 -0-013 0.0% 116-305
Low 116-215 116-225 0-010 0.0% 116-185
Close 116-235 116-238 0-002 0.0% 116-238
Range 0-062 0-040 -0-022 -36.0% 0-120
ATR 0-062 0-061 -0-002 -2.5% 0-000
Volume 42,483 49,766 7,283 17.1% 235,133
Daily Pivots for day following 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-042 117-020 116-260
R3 117-002 116-300 116-249
R2 116-282 116-282 116-245
R1 116-260 116-260 116-241 116-271
PP 116-242 116-242 116-242 116-248
S1 116-220 116-220 116-234 116-231
S2 116-202 116-202 116-230
S3 116-162 116-180 116-227
S4 116-122 116-140 116-216
Weekly Pivots for week ending 17-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-282 117-220 116-304
R3 117-162 117-100 116-271
R2 117-042 117-042 116-260
R1 116-300 116-300 116-249 116-271
PP 116-242 116-242 116-242 116-228
S1 116-180 116-180 116-227 116-151
S2 116-122 116-122 116-216
S3 116-002 116-060 116-205
S4 115-202 115-260 116-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-305 116-185 0-120 0.3% 0-060 0.2% 44% False False 47,026
10 117-033 116-185 0-168 0.4% 0-056 0.1% 31% False False 29,895
20 117-042 116-175 0-187 0.5% 0-061 0.2% 33% False False 18,677
40 117-200 116-175 1-025 0.9% 0-048 0.1% 18% False False 9,532
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 117-115
2.618 117-050
1.618 117-010
1.000 116-305
0.618 116-290
HIGH 116-265
0.618 116-250
0.500 116-245
0.382 116-240
LOW 116-225
0.618 116-200
1.000 116-185
1.618 116-160
2.618 116-120
4.250 116-055
Fisher Pivots for day following 17-Nov-2017
Pivot 1 day 3 day
R1 116-245 116-260
PP 116-242 116-253
S1 116-240 116-245

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

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