ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 118-070 118-082 0-012 0.0% 118-047
High 118-090 118-087 -0-003 0.0% 118-127
Low 118-038 118-035 -0-002 0.0% 118-010
Close 118-085 118-058 -0-027 -0.1% 118-062
Range 0-053 0-052 0-000 -0.1% 0-117
ATR 0-074 0-073 -0-002 -2.1% 0-000
Volume 418,191 476,360 58,169 13.9% 3,011,706
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-217 118-190 118-086
R3 118-165 118-137 118-072
R2 118-112 118-112 118-067
R1 118-085 118-085 118-062 118-072
PP 118-060 118-060 118-060 118-054
S1 118-033 118-033 118-053 118-020
S2 118-008 118-008 118-048
S3 117-275 117-300 118-043
S4 117-223 117-248 118-029
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-099 119-038 118-127
R3 118-302 118-241 118-095
R2 118-184 118-184 118-084
R1 118-123 118-123 118-073 118-154
PP 118-067 118-067 118-067 118-082
S1 118-006 118-006 118-052 118-036
S2 117-269 117-269 118-041
S3 117-152 117-208 118-030
S4 117-034 117-091 117-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-127 118-035 0-092 0.2% 0-063 0.2% 24% False True 541,860
10 118-127 117-265 0-182 0.5% 0-070 0.2% 62% False False 636,003
20 118-127 117-213 0-235 0.6% 0-073 0.2% 70% False False 620,409
40 118-247 117-133 1-115 1.2% 0-078 0.2% 56% False False 668,769
60 118-247 117-133 1-115 1.2% 0-077 0.2% 56% False False 654,137
80 118-247 117-067 1-180 1.3% 0-079 0.2% 62% False False 491,821
100 118-247 116-180 2-067 1.9% 0-072 0.2% 73% False False 393,475
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-311
2.618 118-225
1.618 118-172
1.000 118-140
0.618 118-120
HIGH 118-087
0.618 118-067
0.500 118-061
0.382 118-055
LOW 118-035
0.618 118-003
1.000 117-303
1.618 117-270
2.618 117-218
4.250 117-132
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 118-061 118-078
PP 118-060 118-071
S1 118-059 118-064

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

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