ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 02-Nov-2017

Day Change Summary
	Previous	Current
	01-Nov-2017	02-Nov-2017	Change	Change %	Previous Week
Open	117-047	117-055	0-008	0.0%	117-025
High	117-082	117-102	0-020	0.1%	117-073
Low	117-018	117-040	0-022	0.1%	116-253
Close	117-040	117-073	0-033	0.1%	117-010
Range	0-065	0-062	-0-002	-3.8%	0-140
ATR	0-075	0-075	-0-001	-1.2%	0-000
Volume	762,932	720,095	-42,837	-5.6%	3,928,908

Daily Pivots for day following 02-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-259	117-228	117-107
R3	117-197	117-166	117-090
R2	117-134	117-134	117-084
R1	117-103	117-103	117-078	117-119
PP	117-072	117-072	117-072	117-079
S1	117-041	117-041	117-067	117-056
S2	117-009	117-009	117-061
S3	116-267	116-298	117-055
S4	116-204	116-236	117-038

Weekly Pivots for week ending 27-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-105	118-038	117-087
R3	117-285	117-218	117-049
R2	117-145	117-145	117-036
R1	117-078	117-078	117-023	117-041
PP	117-005	117-005	117-005	116-307
S1	116-258	116-258	116-317	116-221
S2	116-185	116-185	116-304
S3	116-045	116-118	116-292
S4	115-225	115-298	116-253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-102	116-253	0-170	0.5%	0-068	0.2%	82%	True	False	755,415
10	117-133	116-253	0-200	0.5%	0-075	0.2%	70%	False	False	760,648
20	117-207	116-253	0-275	0.7%	0-071	0.2%	51%	False	False	698,263
40	119-015	116-253	2-082	1.9%	0-074	0.2%	19%	False	False	694,870
60	119-015	116-253	2-082	1.9%	0-076	0.2%	19%	False	False	636,183
80	119-015	116-253	2-082	1.9%	0-073	0.2%	19%	False	False	477,550
100	119-015	116-253	2-082	1.9%	0-062	0.2%	19%	False	False	382,105

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0-016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-048
2.618	117-266
1.618	117-204
1.000	117-165
0.618	117-141
HIGH	117-102
0.618	117-079
0.500	117-071
0.382	117-064
LOW	117-040
0.618	117-001
1.000	116-298
1.618	116-259
2.618	116-196
4.250	116-094

Fisher Pivots for day following 02-Nov-2017
Pivot	1 day	3 day
R1	117-072	117-068
PP	117-072	117-064
S1	117-071	117-060

Download as Excel Spreadsheet

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

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