ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 08-Dec-2017
Day Change Summary
Previous Current
07-Dec-2017 08-Dec-2017 Change Change % Previous Week
Open 116-205 116-187 -0-018 0.0% 116-153
High 116-230 116-230 0-000 0.0% 116-242
Low 116-185 116-167 -0-018 0.0% 116-133
Close 116-185 116-190 0-005 0.0% 116-190
Range 0-045 0-063 0-018 38.9% 0-110
ATR 0-073 0-072 -0-001 -1.0% 0-000
Volume 19,202 18,022 -1,180 -6.1% 211,350
Daily Pivots for day following 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-063 117-029 116-224
R3 117-001 116-287 116-207
R2 116-258 116-258 116-201
R1 116-224 116-224 116-196 116-241
PP 116-196 116-196 116-196 116-204
S1 116-162 116-162 116-184 116-179
S2 116-133 116-133 116-179
S3 116-071 116-099 116-173
S4 116-008 116-037 116-156
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-198 117-144 116-251
R3 117-088 117-034 116-220
R2 116-298 116-298 116-210
R1 116-244 116-244 116-200 116-271
PP 116-188 116-188 116-188 116-202
S1 116-134 116-134 116-180 116-161
S2 116-078 116-078 116-170
S3 115-288 116-024 116-160
S4 115-178 115-234 116-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-242 116-133 0-110 0.3% 0-057 0.2% 52% False False 42,270
10 117-020 116-133 0-207 0.6% 0-073 0.2% 28% False False 603,012
20 117-065 116-133 0-252 0.7% 0-070 0.2% 23% False False 762,909
40 117-207 116-133 1-075 1.1% 0-070 0.2% 15% False False 737,250
60 118-073 116-133 1-260 1.6% 0-070 0.2% 10% False False 716,168
80 119-015 116-133 2-202 2.3% 0-073 0.2% 7% False False 705,562
100 119-015 116-133 2-202 2.3% 0-072 0.2% 7% False False 566,309
120 119-015 116-133 2-202 2.3% 0-066 0.2% 7% False False 471,997
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 False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-176
2.618 117-074
1.618 117-011
1.000 116-293
0.618 116-269
HIGH 116-230
0.618 116-206
0.500 116-199
0.382 116-191
LOW 116-167
0.618 116-129
1.000 116-105
1.618 116-066
2.618 116-004
4.250 115-222
Fisher Pivots for day following 08-Dec-2017
Pivot 1 day 3 day
R1 116-199 116-205
PP 116-196 116-200
S1 116-193 116-195

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

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