ECBOT 5 Year T-Note Future December 2017

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	117-022	116-293	-0-050	-0.1%	116-318
High	117-022	117-007	-0-015	0.0%	117-053
Low	116-280	116-287	0-007	0.0%	116-255
Close	116-298	116-300	0-002	0.0%	116-300
Range	0-062	0-040	-0-022	-36.0%	0-118
ATR	0-068	0-066	-0-002	-2.9%	0-000
Volume	712,316	668,011	-44,305	-6.2%	3,668,827

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-105	117-082	117-002
R3	117-065	117-042	116-311
R2	117-025	117-025	116-307
R1	117-002	117-002	116-304	117-014
PP	116-305	116-305	116-305	116-311
S1	116-282	116-282	116-296	116-294
S2	116-265	116-265	116-293
S3	116-225	116-242	116-289
S4	116-185	116-202	116-278

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-022	117-278	117-045
R3	117-224	117-161	117-012
R2	117-107	117-107	117-002
R1	117-043	117-043	116-311	117-016
PP	116-309	116-309	116-309	116-296
S1	116-246	116-246	116-289	116-219
S2	116-192	116-192	116-278
S3	116-074	116-128	116-268
S4	115-277	116-011	116-235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-053	116-255	0-118	0.3%	0-060	0.2%	38%	False	False	733,765
10	117-105	116-255	0-170	0.5%	0-056	0.2%	26%	False	False	692,152
20	117-120	116-253	0-187	0.5%	0-064	0.2%	25%	False	False	718,631
40	117-295	116-253	1-042	1.0%	0-069	0.2%	13%	False	False	705,585
60	119-015	116-253	2-082	1.9%	0-073	0.2%	7%	False	False	730,044
80	119-015	116-253	2-082	1.9%	0-072	0.2%	7%	False	False	572,361
100	119-015	116-253	2-082	1.9%	0-069	0.2%	7%	False	False	458,034
120	119-015	116-253	2-082	1.9%	0-057	0.2%	7%	False	False	381,697

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	0-014
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	117-177
2.618	117-112
1.618	117-072
1.000	117-047
0.618	117-032
HIGH	117-007
0.618	116-312
0.500	116-307
0.382	116-303
LOW	116-287
0.618	116-263
1.000	116-247
1.618	116-223
2.618	116-183
4.250	116-117

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	116-307	117-006
PP	116-305	116-318
S1	116-302	116-309

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