ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 117-313 118-050 0-058 0.2% 117-170
High 118-065 118-060 -0-005 0.0% 118-060
Low 117-310 118-022 0-032 0.1% 117-162
Close 118-047 118-042 -0-005 0.0% 117-313
Range 0-075 0-038 -0-037 -50.0% 0-218
ATR 0-082 0-079 -0-003 -3.9% 0-000
Volume 700,473 483,025 -217,448 -31.0% 3,192,206
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-154 118-136 118-063
R3 118-117 118-098 118-053
R2 118-079 118-079 118-049
R1 118-061 118-061 118-046 118-051
PP 118-042 118-042 118-042 118-037
S1 118-023 118-023 118-039 118-014
S2 118-004 118-004 118-036
S3 117-287 117-306 118-032
S4 117-249 117-268 118-022
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
5 118-065 117-235 0-150 0.4% 0-071 0.2% 85% False False 591,873
10 118-065 117-133 0-252 0.7% 0-076 0.2% 91% False False 623,711
20 118-140 117-133 1-007 0.9% 0-078 0.2% 70% False False 663,762
40 118-247 117-133 1-115 1.2% 0-079 0.2% 53% False False 750,285
60 118-247 117-067 1-180 1.3% 0-079 0.2% 59% False False 512,364
80 118-247 116-295 1-272 1.6% 0-078 0.2% 65% False False 384,394
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 118-219
2.618 118-158
1.618 118-121
1.000 118-098
0.618 118-083
HIGH 118-060
0.618 118-046
0.500 118-041
0.382 118-037
LOW 118-022
0.618 117-319
1.000 117-305
1.618 117-282
2.618 117-244
4.250 117-183
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 118-042 118-035
PP 118-042 118-027
S1 118-041 118-020

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

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