ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 05-Jul-2017
Day Change Summary
Previous Current
03-Jul-2017 05-Jul-2017 Change Change % Previous Week
Open 117-060 117-080 0-020 0.1% 118-022
High 117-078 117-122 0-045 0.1% 118-022
Low 117-060 117-070 0-010 0.0% 117-162
Close 117-073 117-080 0-007 0.0% 117-167
Range 0-018 0-052 0-035 199.8% 0-180
ATR 0-044 0-045 0-001 1.3% 0-000
Volume 2 2,896 2,894 144,700.0% 295
Daily Pivots for day following 05-Jul-2017
Classic Woodie Camarilla DeMark
R4 117-248 117-217 117-109
R3 117-196 117-164 117-094
R2 117-143 117-143 117-090
R1 117-112 117-112 117-085 117-106
PP 117-091 117-091 117-091 117-088
S1 117-059 117-059 117-075 117-054
S2 117-038 117-038 117-070
S3 116-306 117-007 117-066
S4 116-253 116-274 117-051
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
5 117-278 117-060 0-218 0.6% 0-023 0.1% 9% False False 619
10 118-022 117-060 0-282 0.8% 0-012 0.0% 7% False False 319
20 118-050 117-060 0-310 0.8% 0-006 0.0% 6% False False 159
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 0-001
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 118-026
2.618 117-260
1.618 117-207
1.000 117-175
0.618 117-155
HIGH 117-122
0.618 117-102
0.500 117-096
0.382 117-090
LOW 117-070
0.618 117-038
1.000 117-018
1.618 116-305
2.618 116-253
4.250 116-167
Fisher Pivots for day following 05-Jul-2017
Pivot 1 day 3 day
R1 117-096 117-114
PP 117-091 117-102
S1 117-085 117-091

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

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