ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 20-Nov-2017
Day Change Summary
Previous Current
17-Nov-2017 20-Nov-2017 Change Change % Previous Week
Open 116-230 116-247 0-017 0.0% 116-242
High 116-265 116-275 0-010 0.0% 116-305
Low 116-225 116-182 -0-042 -0.1% 116-185
Close 116-238 116-185 -0-053 -0.1% 116-238
Range 0-040 0-093 0-053 131.3% 0-120
ATR 0-061 0-063 0-002 3.8% 0-000
Volume 49,766 417,959 368,193 739.8% 235,133
Daily Pivots for day following 20-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-172 117-111 116-236
R3 117-079 117-018 116-210
R2 116-307 116-307 116-202
R1 116-246 116-246 116-193 116-230
PP 116-214 116-214 116-214 116-206
S1 116-153 116-153 116-177 116-137
S2 116-122 116-122 116-168
S3 116-029 116-061 116-160
S4 115-257 115-288 116-134
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
5 116-305 116-182 0-122 0.3% 0-064 0.2% 2% False True 127,227
10 117-033 116-182 0-170 0.5% 0-061 0.2% 1% False True 71,437
20 117-042 116-175 0-187 0.5% 0-064 0.2% 5% False False 39,556
40 117-185 116-175 1-010 0.9% 0-050 0.1% 3% False False 19,981
60 118-193 116-175 2-018 1.8% 0-033 0.1% 2% False False 13,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 118-028
2.618 117-197
1.618 117-105
1.000 117-048
0.618 117-012
HIGH 116-275
0.618 116-240
0.500 116-229
0.382 116-218
LOW 116-182
0.618 116-125
1.000 116-090
1.618 116-033
2.618 115-260
4.250 115-109
Fisher Pivots for day following 20-Nov-2017
Pivot 1 day 3 day
R1 116-229 116-230
PP 116-214 116-215
S1 116-200 116-200

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

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