ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 116-193 116-175 -0-018 0.0% 116-153
High 116-230 116-182 -0-048 -0.1% 116-242
Low 116-170 116-133 -0-038 -0.1% 116-133
Close 116-170 116-153 -0-018 0.0% 116-190
Range 0-060 0-050 -0-010 -16.7% 0-110
ATR 0-071 0-070 -0-002 -2.1% 0-000
Volume 7,355 13,913 6,558 89.2% 211,350
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-306 116-279 116-180
R3 116-256 116-229 116-166
R2 116-206 116-206 116-162
R1 116-179 116-179 116-157 116-168
PP 116-156 116-156 116-156 116-150
S1 116-129 116-129 116-148 116-118
S2 116-106 116-106 116-143
S3 116-056 116-079 116-139
S4 116-006 116-029 116-125
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% 0-059 0.2% 18% False True 19,988
10 116-315 116-133 0-182 0.5% 0-073 0.2% 11% False True 193,745
20 117-053 116-133 0-240 0.6% 0-068 0.2% 8% False True 698,740
40 117-138 116-133 1-005 0.9% 0-068 0.2% 6% False True 700,804
60 118-010 116-133 1-198 1.4% 0-070 0.2% 4% False True 698,226
80 119-015 116-133 2-202 2.3% 0-072 0.2% 2% False True 704,514
100 119-015 116-133 2-202 2.3% 0-072 0.2% 2% False True 566,506
120 119-015 116-133 2-202 2.3% 0-067 0.2% 2% False True 472,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-075
2.618 116-313
1.618 116-263
1.000 116-232
0.618 116-213
HIGH 116-182
0.618 116-163
0.500 116-158
0.382 116-152
LOW 116-133
0.618 116-102
1.000 116-083
1.618 116-052
2.618 116-002
4.250 115-240
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 116-158 116-181
PP 116-156 116-172
S1 116-154 116-162

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

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