ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 29-Nov-2017
Day Change Summary
Previous Current
28-Nov-2017 29-Nov-2017 Change Change % Previous Week
Open 116-255 116-245 -0-010 0.0% 116-247
High 116-282 116-253 -0-030 -0.1% 116-275
Low 116-227 116-155 -0-072 -0.2% 116-145
Close 116-230 116-200 -0-030 -0.1% 116-222
Range 0-055 0-098 0-042 77.3% 0-130
ATR 0-063 0-066 0-002 3.9% 0-000
Volume 1,815,907 1,207,532 -608,375 -33.5% 2,055,268
Daily Pivots for day following 29-Nov-2017
Classic Woodie Camarilla DeMark
R4 117-175 117-125 116-254
R3 117-078 117-028 116-227
R2 116-300 116-300 116-218
R1 116-250 116-250 116-209 116-226
PP 116-203 116-203 116-203 116-191
S1 116-153 116-153 116-191 116-129
S2 116-105 116-105 116-182
S3 116-007 116-055 116-173
S4 115-230 115-277 116-146
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
5 116-282 116-147 0-135 0.4% 0-073 0.2% 39% False False 1,090,855
10 116-305 116-145 0-160 0.4% 0-068 0.2% 34% False False 669,550
20 117-042 116-145 0-218 0.6% 0-063 0.2% 25% False False 342,383
40 117-135 116-145 0-310 0.8% 0-059 0.2% 18% False False 172,724
60 118-193 116-145 2-048 1.8% 0-040 0.1% 8% False False 115,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-011
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-027
2.618 117-188
1.618 117-090
1.000 117-030
0.618 116-313
HIGH 116-253
0.618 116-215
0.500 116-204
0.382 116-192
LOW 116-155
0.618 116-095
1.000 116-058
1.618 115-317
2.618 115-220
4.250 115-061
Fisher Pivots for day following 29-Nov-2017
Pivot 1 day 3 day
R1 116-204 116-219
PP 116-203 116-213
S1 116-201 116-206

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

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