ECBOT 5 Year T-Note Future December 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	117-085	117-062	-0-022	-0.1%	117-060
High	117-095	117-110	0-015	0.0%	117-122
Low	117-078	117-053	-0-025	-0.1%	117-033
Close	117-082	117-100	0-018	0.0%	117-035
Range	0-018	0-058	0-040	228.5%	0-090
ATR	0-049	0-049	0-001	1.3%	0-000
Volume	301	1,022	721	239.5%	3,846

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	117-260	117-238	117-132
R3	117-203	117-180	117-116
R2	117-145	117-145	117-111
R1	117-123	117-123	117-105	117-134
PP	117-088	117-088	117-088	117-093
S1	117-065	117-065	117-095	117-076
S2	117-030	117-030	117-089
S3	116-293	117-007	117-084
S4	116-235	116-270	117-068

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-013	117-274	117-084
R3	117-243	117-184	117-060
R2	117-153	117-153	117-052
R1	117-094	117-094	117-043	117-079
PP	117-063	117-063	117-063	117-056
S1	117-004	117-004	117-027	116-309
S2	116-293	116-293	117-019
S3	116-203	116-234	117-010
S4	116-113	116-144	116-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-122	117-033	0-090	0.2%	0-052	0.1%	75%	False	False	1,033
10	117-278	117-033	0-245	0.7%	0-032	0.1%	28%	False	False	536
20	118-050	117-033	1-018	0.9%	0-016	0.0%	20%	False	False	273

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-034
2.618	117-261
1.618	117-203
1.000	117-168
0.618	117-146
HIGH	117-110
0.618	117-088
0.500	117-081
0.382	117-074
LOW	117-053
0.618	117-017
1.000	116-315
1.618	116-279
2.618	116-222
4.250	116-128

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	117-094	117-091
PP	117-088	117-082
S1	117-081	117-073

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