ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 116-315 116-287 -0-028 -0.1% 116-313
High 116-315 117-000 0-005 0.0% 117-015
Low 116-275 116-260 -0-015 0.0% 116-205
Close 116-287 116-318 0-030 0.1% 116-287
Range 0-040 0-060 0-020 50.0% 0-130
ATR 0-067 0-067 -0-001 -0.8% 0-000
Volume 727,541 2,018,521 1,290,980 177.4% 4,805,875
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-159 117-138 117-031
R3 117-099 117-078 117-014
R2 117-039 117-039 117-009
R1 117-018 117-018 117-003 117-029
PP 116-299 116-299 116-299 116-304
S1 116-278 116-278 116-312 116-289
S2 116-239 116-239 116-307
S3 116-179 116-218 116-301
S4 116-119 116-158 116-285
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 118-026 117-287 117-039
R3 117-216 117-157 117-003
R2 117-086 117-086 116-311
R1 117-027 117-027 116-299 116-311
PP 116-276 116-276 116-276 116-258
S1 116-217 116-217 116-276 116-181
S2 116-146 116-146 116-264
S3 116-016 116-087 116-252
S4 115-206 115-277 116-216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-015 116-205 0-130 0.3% 0-070 0.2% 87% False False 1,364,879
10 117-053 116-205 0-168 0.4% 0-065 0.2% 67% False False 1,049,322
20 117-120 116-205 0-235 0.6% 0-062 0.2% 48% False False 863,405
40 117-213 116-205 1-008 0.9% 0-067 0.2% 34% False False 769,593
60 119-015 116-205 2-130 2.1% 0-074 0.2% 15% False False 757,184
80 119-015 116-205 2-130 2.1% 0-072 0.2% 15% False False 657,497
100 119-015 116-205 2-130 2.1% 0-070 0.2% 15% False False 526,243
120 119-015 116-205 2-130 2.1% 0-060 0.2% 15% False False 438,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-255
2.618 117-157
1.618 117-097
1.000 117-060
0.618 117-037
HIGH 117-000
0.618 116-297
0.500 116-290
0.382 116-283
LOW 116-260
0.618 116-223
1.000 116-200
1.618 116-163
2.618 116-103
4.250 116-005
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 116-308 116-301
PP 116-299 116-284
S1 116-290 116-268

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

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