ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 27-Nov-2017
Day Change Summary
Previous Current
24-Nov-2017 27-Nov-2017 Change Change % Previous Week
Open 116-250 116-222 -0-028 -0.1% 116-247
High 116-250 116-260 0-010 0.0% 116-275
Low 116-210 116-198 -0-013 0.0% 116-145
Close 116-222 116-258 0-035 0.1% 116-222
Range 0-040 0-062 0-022 56.2% 0-130
ATR 0-064 0-064 0-000 -0.2% 0-000
Volume 413,444 1,448,989 1,035,545 250.5% 2,055,268
Daily Pivots for day following 27-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-106 117-084 116-292
R3 117-043 117-022 116-275
R2 116-301 116-301 116-269
R1 116-279 116-279 116-263 116-290
PP 116-238 116-238 116-238 116-244
S1 116-217 116-217 116-252 116-228
S2 116-176 116-176 116-246
S3 116-113 116-154 116-240
S4 116-051 116-092 116-223
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% 0-072 0.2% 87% False False 700,851
10 116-305 116-145 0-160 0.4% 0-066 0.2% 70% False False 373,939
20 117-042 116-145 0-218 0.6% 0-061 0.2% 52% False False 191,998
40 117-135 116-145 0-310 0.8% 0-056 0.1% 36% False False 97,138
60 118-193 116-145 2-048 1.8% 0-038 0.1% 16% False False 64,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-206
2.618 117-104
1.618 117-041
1.000 117-002
0.618 116-299
HIGH 116-260
0.618 116-236
0.500 116-229
0.382 116-221
LOW 116-198
0.618 116-159
1.000 116-135
1.618 116-096
2.618 116-034
4.250 115-252
Fisher Pivots for day following 27-Nov-2017
Pivot 1 day 3 day
R1 116-248 116-240
PP 116-238 116-222
S1 116-229 116-204

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

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