ECBOT 5 Year T-Note Future March 2018

Trading Metrics calculated at close of trading on 17-Nov-2017

Day Change Summary
	Previous	Current
	16-Nov-2017	17-Nov-2017	Change	Change %	Previous Week
Open	116-278	116-230	-0-047	-0.1%	116-242
High	116-278	116-265	-0-013	0.0%	116-305
Low	116-215	116-225	0-010	0.0%	116-185
Close	116-235	116-238	0-002	0.0%	116-238
Range	0-062	0-040	-0-022	-36.0%	0-120
ATR	0-062	0-061	-0-002	-2.5%	0-000
Volume	42,483	49,766	7,283	17.1%	235,133

Daily Pivots for day following 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-042	117-020	116-260
R3	117-002	116-300	116-249
R2	116-282	116-282	116-245
R1	116-260	116-260	116-241	116-271
PP	116-242	116-242	116-242	116-248
S1	116-220	116-220	116-234	116-231
S2	116-202	116-202	116-230
S3	116-162	116-180	116-227
S4	116-122	116-140	116-216

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-282	117-220	116-304
R3	117-162	117-100	116-271
R2	117-042	117-042	116-260
R1	116-300	116-300	116-249	116-271
PP	116-242	116-242	116-242	116-228
S1	116-180	116-180	116-227	116-151
S2	116-122	116-122	116-216
S3	116-002	116-060	116-205
S4	115-202	115-260	116-172

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	116-305	116-185	0-120	0.3%	0-060	0.2%	44%	False	False	47,026
10	117-033	116-185	0-168	0.4%	0-056	0.1%	31%	False	False	29,895
20	117-042	116-175	0-187	0.5%	0-061	0.2%	33%	False	False	18,677
40	117-200	116-175	1-025	0.9%	0-048	0.1%	18%	False	False	9,532

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-011
Narrowest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	117-115
2.618	117-050
1.618	117-010
1.000	116-305
0.618	116-290
HIGH	116-265
0.618	116-250
0.500	116-245
0.382	116-240
LOW	116-225
0.618	116-200
1.000	116-185
1.618	116-160
2.618	116-120
4.250	116-055

Fisher Pivots for day following 17-Nov-2017
Pivot	1 day	3 day
R1	116-245	116-260
PP	116-242	116-253
S1	116-240	116-245

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols