ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 05-Dec-2017
Day Change Summary
Previous Current
04-Dec-2017 05-Dec-2017 Change Change % Previous Week
Open 116-075 116-098 0-022 0.1% 116-222
High 116-118 116-113 -0-005 0.0% 116-282
Low 116-053 116-053 0-000 0.0% 116-065
Close 116-095 116-085 -0-010 0.0% 116-147
Range 0-065 0-060 -0-005 -7.7% 0-218
ATR 0-077 0-076 -0-001 -1.6% 0-000
Volume 748,529 902,987 154,458 20.6% 7,729,556
Daily Pivots for day following 05-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-263 116-234 116-118
R3 116-203 116-174 116-101
R2 116-143 116-143 116-096
R1 116-114 116-114 116-090 116-099
PP 116-083 116-083 116-083 116-076
S1 116-054 116-054 116-079 116-039
S2 116-023 116-023 116-074
S3 115-283 115-314 116-068
S4 115-223 115-254 116-052
Weekly Pivots for week ending 01-Dec-2017
Classic Woodie Camarilla DeMark
R4 118-178 118-060 116-267
R3 117-280 117-162 116-207
R2 117-062 117-062 116-187
R1 116-265 116-265 116-167 116-215
PP 116-165 116-165 116-165 116-140
S1 116-047 116-047 116-128 115-317
S2 115-267 115-267 116-108
S3 115-050 115-150 116-088
S4 114-152 114-252 116-028
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-253 116-053 0-200 0.5% 0-096 0.3% 16% False True 1,223,235
10 116-282 116-053 0-230 0.6% 0-080 0.2% 14% False True 1,101,838
20 117-033 116-053 0-300 0.8% 0-070 0.2% 11% False True 586,637
40 117-135 116-053 1-082 1.1% 0-065 0.2% 8% False True 295,435
60 118-033 116-053 1-300 1.7% 0-047 0.1% 5% False True 196,960
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
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 0-019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 117-048
2.618 116-270
1.618 116-210
1.000 116-173
0.618 116-150
HIGH 116-113
0.618 116-090
0.500 116-083
0.382 116-075
LOW 116-053
0.618 116-015
1.000 115-313
1.618 115-275
2.618 115-215
4.250 115-118
Fisher Pivots for day following 05-Dec-2017
Pivot 1 day 3 day
R1 116-084 116-140
PP 116-083 116-122
S1 116-083 116-103

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

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