ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 06-Dec-2017
Day Change Summary
Previous Current
05-Dec-2017 06-Dec-2017 Change Change % Previous Week
Open 116-175 116-173 -0-002 0.0% 116-287
High 116-185 116-242 0-058 0.2% 117-020
Low 116-133 116-167 0-035 0.1% 116-142
Close 116-160 116-215 0-055 0.1% 116-218
Range 0-052 0-075 0-023 42.9% 0-198
ATR 0-074 0-075 0-001 0.8% 0-000
Volume 89,272 41,450 -47,822 -53.6% 5,818,772
Daily Pivots for day following 06-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-113 117-079 116-256
R3 117-038 117-004 116-236
R2 116-283 116-283 116-229
R1 116-249 116-249 116-222 116-266
PP 116-208 116-208 116-208 116-217
S1 116-174 116-174 116-208 116-191
S2 116-133 116-133 116-201
S3 116-058 116-099 116-194
S4 115-303 116-024 116-174
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 118-186 118-079 117-006
R3 117-308 117-202 116-272
R2 117-111 117-111 116-254
R1 117-004 117-004 116-236 116-279
PP 116-233 116-233 116-233 116-211
S1 116-127 116-127 116-199 116-081
S2 116-036 116-036 116-181
S3 115-158 115-249 116-163
S4 114-281 115-052 116-109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-298 116-133 0-165 0.4% 0-084 0.2% 50% False False 134,642
10 117-020 116-133 0-207 0.6% 0-077 0.2% 40% False False 811,143
20 117-095 116-133 0-282 0.8% 0-069 0.2% 29% False False 832,071
40 117-207 116-133 1-075 1.1% 0-070 0.2% 21% False False 767,151
60 118-133 116-133 2-000 1.7% 0-071 0.2% 13% False False 739,388
80 119-015 116-133 2-202 2.3% 0-074 0.2% 10% False False 706,376
100 119-015 116-133 2-202 2.3% 0-072 0.2% 10% False False 565,949
120 119-015 116-133 2-202 2.3% 0-065 0.2% 10% False False 471,687
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-241
2.618 117-119
1.618 117-044
1.000 116-318
0.618 116-289
HIGH 116-242
0.618 116-214
0.500 116-205
0.382 116-196
LOW 116-167
0.618 116-121
1.000 116-092
1.618 116-046
2.618 115-291
4.250 115-169
Fisher Pivots for day following 06-Dec-2017
Pivot 1 day 3 day
R1 116-212 116-206
PP 116-208 116-197
S1 116-205 116-188

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

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