ECBOT 5 Year T-Note Future September 2017

Trading Metrics calculated at close of trading on 14-Jul-2017

Day Change Summary
	Previous	Current
	13-Jul-2017	14-Jul-2017	Change	Change %	Previous Week
Open	117-280	117-262	-0-018	0.0%	117-170
High	117-305	118-060	0-075	0.2%	118-060
Low	117-235	117-247	0-012	0.0%	117-162
Close	117-265	117-313	0-048	0.1%	117-313
Range	0-070	0-133	0-063	89.3%	0-218
ATR	0-083	0-086	0-004	4.3%	0-000
Volume	570,576	784,443	213,867	37.5%	3,192,206

Daily Pivots for day following 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-071	119-004	118-065
R3	118-258	118-192	118-029
R2	118-126	118-126	118-017
R1	118-059	118-059	118-005	118-093
PP	117-313	117-313	117-313	118-010
S1	117-247	117-247	117-300	117-280
S2	117-181	117-181	117-288
S3	117-048	117-114	117-276
S4	116-236	116-302	117-240

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-298	119-203	118-112
R3	119-080	118-305	118-052
R2	118-183	118-183	118-032
R1	118-088	118-088	118-012	118-135
PP	117-285	117-285	117-285	117-309
S1	117-190	117-190	117-293	117-238
S2	117-067	117-067	117-273
S3	116-170	116-293	117-253
S4	115-272	116-075	117-193

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-060	117-162	0-218	0.6%	0-089	0.2%	69%	True	False	638,441
10	118-060	117-133	0-247	0.7%	0-090	0.2%	73%	True	False	690,504
20	118-150	117-133	1-018	0.9%	0-083	0.2%	53%	False	False	681,807
40	118-247	117-133	1-115	1.2%	0-080	0.2%	41%	False	False	722,342
60	118-247	117-067	1-180	1.3%	0-081	0.2%	49%	False	False	485,690
80	118-247	116-295	1-272	1.6%	0-076	0.2%	57%	False	False	364,340

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-020
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	119-303
2.618	119-087
1.618	118-274
1.000	118-193
0.618	118-142
HIGH	118-060
0.618	118-009
0.500	117-314
0.382	117-298
LOW	117-247
0.618	117-166
1.000	117-115
1.618	117-033
2.618	116-221
4.250	116-004

Fisher Pivots for day following 14-Jul-2017
Pivot	1 day	3 day
R1	117-314	117-307
PP	117-313	117-302
S1	117-313	117-296

Download as Excel Spreadsheet

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

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