ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 30-Jun-2017
Day Change Summary
Previous Current
29-Jun-2017 30-Jun-2017 Change Change % Previous Week
Open 117-222 117-167 -0-055 -0.1% 118-022
High 117-222 117-167 -0-055 -0.1% 118-022
Low 117-180 117-162 -0-018 0.0% 117-162
Close 117-222 117-167 -0-055 -0.1% 117-167
Range 0-042 0-005 -0-038 -88.3% 0-180
ATR 0-038 0-039 0-002 4.2% 0-000
Volume
Daily Pivots for day following 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 117-181 117-179 117-170
R3 117-176 117-174 117-169
R2 117-171 117-171 117-168
R1 117-169 117-169 117-168 117-170
PP 117-166 117-166 117-166 117-166
S1 117-164 117-164 117-167 117-165
S2 117-161 117-161 117-167
S3 117-156 117-159 117-166
S4 117-151 117-154 117-165
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-124 119-006 117-266
R3 118-264 118-146 117-217
R2 118-084 118-084 117-200
R1 117-286 117-286 117-184 117-255
PP 117-224 117-224 117-224 117-209
S1 117-106 117-106 117-151 117-075
S2 117-044 117-044 117-134
S3 116-184 116-246 117-118
S4 116-004 116-066 117-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-022 117-162 0-180 0.5% 0-009 0.0% 3% False True 59
10 118-022 117-162 0-180 0.5% 0-005 0.0% 3% False True 29
20 118-067 117-162 0-225 0.6% 0-002 0.0% 2% False True 14
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-189
2.618 117-181
1.618 117-176
1.000 117-172
0.618 117-171
HIGH 117-167
0.618 117-166
0.500 117-165
0.382 117-164
LOW 117-162
0.618 117-159
1.000 117-158
1.618 117-154
2.618 117-149
4.250 117-141
Fisher Pivots for day following 30-Jun-2017
Pivot 1 day 3 day
R1 117-167 117-220
PP 117-166 117-202
S1 117-165 117-185

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

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