ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 24-Nov-2017
Day Change Summary
Previous Current
22-Nov-2017 24-Nov-2017 Change Change % Previous Week
Open 116-160 116-250 0-090 0.2% 116-247
High 116-255 116-250 -0-005 0.0% 116-275
Low 116-147 116-210 0-063 0.2% 116-145
Close 116-253 116-222 -0-030 -0.1% 116-222
Range 0-108 0-040 -0-068 -62.8% 0-130
ATR 0-066 0-064 -0-002 -2.5% 0-000
Volume 568,406 413,444 -154,962 -27.3% 2,055,268
Daily Pivots for day following 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-028 117-005 116-244
R3 116-308 116-285 116-233
R2 116-268 116-268 116-230
R1 116-245 116-245 116-226 116-236
PP 116-228 116-228 116-228 116-223
S1 116-205 116-205 116-219 116-196
S2 116-188 116-188 116-215
S3 116-148 116-165 116-211
S4 116-108 116-125 116-200
Weekly Pivots for week ending 24-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-284 117-223 116-294
R3 117-154 117-093 116-258
R2 117-024 117-024 116-246
R1 116-283 116-283 116-234 116-249
PP 116-214 116-214 116-214 116-197
S1 116-153 116-153 116-211 116-119
S2 116-084 116-084 116-199
S3 115-274 116-023 116-187
S4 115-144 115-213 116-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-275 116-145 0-130 0.3% 0-067 0.2% 60% False False 421,006
10 116-315 116-145 0-170 0.5% 0-067 0.2% 46% False False 230,944
20 117-042 116-145 0-218 0.6% 0-062 0.2% 36% False False 120,364
40 117-135 116-145 0-310 0.8% 0-055 0.1% 25% False False 60,914
60 118-193 116-145 2-048 1.8% 0-037 0.1% 11% False False 40,609
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 117-100
2.618 117-035
1.618 116-315
1.000 116-290
0.618 116-275
HIGH 116-250
0.618 116-235
0.500 116-230
0.382 116-225
LOW 116-210
0.618 116-185
1.000 116-170
1.618 116-145
2.618 116-105
4.250 116-040
Fisher Pivots for day following 24-Nov-2017
Pivot 1 day 3 day
R1 116-230 116-215
PP 116-228 116-207
S1 116-225 116-200

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

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