ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 31-Jul-2017
Day Change Summary
Previous Current
28-Jul-2017 31-Jul-2017 Change Change % Previous Week
Open 117-250 117-265 0-015 0.0% 117-318
High 117-270 117-275 0-005 0.0% 117-318
Low 117-195 117-247 0-052 0.1% 117-160
Close 117-265 117-262 -0-002 0.0% 117-265
Range 0-075 0-028 -0-047 -63.3% 0-158
ATR 0-065 0-062 -0-003 -4.1% 0-000
Volume 644 17 -627 -97.4% 5,043
Daily Pivots for day following 31-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-024 118-011 117-278
R3 117-317 117-303 117-270
R2 117-289 117-289 117-268
R1 117-276 117-276 117-265 117-269
PP 117-262 117-262 117-262 117-258
S1 117-248 117-248 117-260 117-241
S2 117-234 117-234 117-257
S3 117-207 117-221 117-255
S4 117-179 117-193 117-247
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-080 119-010 118-032
R3 118-243 118-173 117-308
R2 118-085 118-085 117-294
R1 118-015 118-015 117-279 117-291
PP 117-247 117-247 117-247 117-226
S1 117-177 117-177 117-251 117-134
S2 117-090 117-090 117-236
S3 116-252 117-020 117-222
S4 116-095 116-182 117-178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-282 117-160 0-122 0.3% 0-077 0.2% 84% False False 801
10 117-318 117-160 0-158 0.4% 0-061 0.2% 65% False False 791
20 117-318 117-033 0-285 0.8% 0-060 0.2% 81% False False 756
40 118-067 117-033 1-035 0.9% 0-031 0.1% 65% False False 385
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 0-015
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-072
2.618 118-027
1.618 118-000
1.000 117-303
0.618 117-292
HIGH 117-275
0.618 117-264
0.500 117-261
0.382 117-258
LOW 117-247
0.618 117-230
1.000 117-220
1.618 117-203
2.618 117-175
4.250 117-131
Fisher Pivots for day following 31-Jul-2017
Pivot 1 day 3 day
R1 117-262 117-253
PP 117-262 117-244
S1 117-261 117-235

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

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