ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 22-Nov-2017
Day Change Summary
Previous Current
21-Nov-2017 22-Nov-2017 Change Change % Previous Week
Open 116-247 116-225 -0-022 -0.1% 116-318
High 116-260 117-000 0-060 0.2% 117-053
Low 116-205 116-215 0-010 0.0% 116-255
Close 116-218 116-315 0-098 0.3% 116-300
Range 0-055 0-105 0-050 90.9% 0-118
ATR 0-067 0-069 0-003 4.1% 0-000
Volume 1,591,688 1,390,992 -200,696 -12.6% 3,668,827
Daily Pivots for day following 22-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-278 117-242 117-053
R3 117-173 117-137 117-024
R2 117-068 117-068 117-014
R1 117-032 117-032 117-005 117-050
PP 116-283 116-283 116-283 116-293
S1 116-247 116-247 116-305 116-265
S2 116-178 116-178 116-296
S3 116-073 116-142 116-286
S4 115-288 116-037 116-257
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
5 117-022 116-205 0-138 0.4% 0-071 0.2% 80% False False 1,091,732
10 117-082 116-205 0-198 0.5% 0-067 0.2% 56% False False 937,866
20 117-120 116-205 0-235 0.6% 0-066 0.2% 47% False False 815,651
40 117-225 116-205 1-020 0.9% 0-069 0.2% 32% False False 749,390
60 119-015 116-205 2-130 2.1% 0-074 0.2% 14% False False 738,334
80 119-015 116-205 2-130 2.1% 0-073 0.2% 14% False False 623,264
100 119-015 116-205 2-130 2.1% 0-071 0.2% 14% False False 498,817
120 119-015 116-205 2-130 2.1% 0-059 0.2% 14% False False 415,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 118-126
2.618 117-275
1.618 117-170
1.000 117-105
0.618 117-065
HIGH 117-000
0.618 116-280
0.500 116-268
0.382 116-255
LOW 116-215
0.618 116-150
1.000 116-110
1.618 116-045
2.618 115-260
4.250 115-089
Fisher Pivots for day following 22-Nov-2017
Pivot 1 day 3 day
R1 116-299 116-300
PP 116-283 116-285
S1 116-268 116-270

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

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