ECBOT 5 Year T-Note Future March 2018


Trading Metrics calculated at close of trading on 12-Dec-2017
Day Change Summary
Previous Current
11-Dec-2017 12-Dec-2017 Change Change % Previous Week
Open 116-122 116-100 -0-022 -0.1% 116-075
High 116-162 116-110 -0-052 -0.1% 116-170
Low 116-093 116-058 -0-035 -0.1% 116-053
Close 116-098 116-078 -0-020 -0.1% 116-118
Range 0-070 0-053 -0-017 -25.0% 0-118
ATR 0-074 0-072 -0-002 -2.1% 0-000
Volume 479,651 725,614 245,963 51.3% 3,954,528
Daily Pivots for day following 12-Dec-2017
Classic Woodie Camarilla DeMark
R4 116-239 116-211 116-106
R3 116-187 116-158 116-092
R2 116-134 116-134 116-087
R1 116-106 116-106 116-082 116-094
PP 116-082 116-082 116-082 116-076
S1 116-053 116-053 116-073 116-041
S2 116-029 116-029 116-068
S3 115-297 116-001 116-063
S4 115-244 115-268 116-049
Weekly Pivots for week ending 08-Dec-2017
Classic Woodie Camarilla DeMark
R4 117-146 117-089 116-182
R3 117-028 116-292 116-150
R2 116-231 116-231 116-139
R1 116-174 116-174 116-128 116-203
PP 116-113 116-113 116-113 116-128
S1 116-057 116-057 116-107 116-085
S2 115-316 115-316 116-096
S3 115-198 115-259 116-085
S4 115-081 115-142 116-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 116-170 116-058 0-113 0.3% 0-066 0.2% 18% False True 701,655
10 116-253 116-053 0-200 0.5% 0-081 0.2% 12% False False 962,445
20 116-305 116-053 0-252 0.7% 0-073 0.2% 10% False False 758,139
40 117-065 116-053 1-012 0.9% 0-067 0.2% 8% False False 383,138
60 117-210 116-053 1-158 1.3% 0-052 0.1% 5% False False 255,431
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 117-013
2.618 116-247
1.618 116-195
1.000 116-163
0.618 116-142
HIGH 116-110
0.618 116-090
0.500 116-084
0.382 116-078
LOW 116-058
0.618 116-025
1.000 116-005
1.618 115-293
2.618 115-240
4.250 115-154
Fisher Pivots for day following 12-Dec-2017
Pivot 1 day 3 day
R1 116-084 116-110
PP 116-082 116-099
S1 116-080 116-088

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

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