ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 08-Nov-2017
Day Change Summary
Previous Current
07-Nov-2017 08-Nov-2017 Change Change % Previous Week
Open 117-093 117-080 -0-013 0.0% 117-030
High 117-100 117-095 -0-005 0.0% 117-120
Low 117-058 117-045 -0-013 0.0% 117-018
Close 117-090 117-062 -0-028 -0.1% 117-062
Range 0-042 0-050 0-008 17.7% 0-102
ATR 0-071 0-069 -0-001 -2.1% 0-000
Volume 585,760 542,316 -43,444 -7.4% 3,522,195
Daily Pivots for day following 08-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-218 117-190 117-090
R3 117-168 117-140 117-076
R2 117-118 117-118 117-072
R1 117-090 117-090 117-067 117-079
PP 117-067 117-067 117-067 117-062
S1 117-040 117-040 117-058 117-029
S2 117-017 117-017 117-053
S3 116-287 116-310 117-049
S4 116-237 116-260 117-035
Weekly Pivots for week ending 03-Nov-2017
Classic Woodie Camarilla DeMark
R4 118-054 118-001 117-119
R3 117-272 117-218 117-091
R2 117-169 117-169 117-081
R1 117-116 117-116 117-072 117-142
PP 117-067 117-067 117-067 117-080
S1 117-013 117-013 117-053 117-040
S2 116-284 116-284 117-044
S3 116-182 116-231 117-034
S4 116-079 116-128 117-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-120 117-038 0-082 0.2% 0-057 0.2% 30% False False 602,584
10 117-120 116-253 0-187 0.5% 0-065 0.2% 69% False False 693,436
20 117-207 116-253 0-275 0.7% 0-070 0.2% 47% False False 697,920
40 118-087 116-253 1-155 1.3% 0-072 0.2% 27% False False 693,839
60 119-015 116-253 2-082 1.9% 0-075 0.2% 18% False False 672,670
80 119-015 116-253 2-082 1.9% 0-072 0.2% 18% False False 506,185
100 119-015 116-253 2-082 1.9% 0-065 0.2% 18% False False 405,033
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-308
2.618 117-226
1.618 117-176
1.000 117-145
0.618 117-126
HIGH 117-095
0.618 117-076
0.500 117-070
0.382 117-064
LOW 117-045
0.618 117-014
1.000 116-315
1.618 116-284
2.618 116-234
4.250 116-152
Fisher Pivots for day following 08-Nov-2017
Pivot 1 day 3 day
R1 117-070 117-075
PP 117-067 117-071
S1 117-065 117-067

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

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