ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 12-Jul-2017
Day Change Summary
Previous Current
11-Jul-2017 12-Jul-2017 Change Change % Previous Week
Open 117-062 117-133 0-070 0.2% 117-060
High 117-110 117-218 0-107 0.3% 117-122
Low 117-053 117-115 0-062 0.2% 117-033
Close 117-100 117-165 0-065 0.2% 117-035
Range 0-058 0-102 0-045 78.2% 0-090
ATR 0-049 0-054 0-005 9.9% 0-000
Volume 1,022 1,038 16 1.6% 3,846
Daily Pivots for day following 12-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-153 118-102 117-221
R3 118-051 117-319 117-193
R2 117-268 117-268 117-184
R1 117-217 117-217 117-174 117-242
PP 117-166 117-166 117-166 117-179
S1 117-114 117-114 117-156 117-140
S2 117-063 117-063 117-146
S3 116-281 117-012 117-137
S4 116-178 116-229 117-109
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
5 117-218 117-033 0-185 0.5% 0-062 0.2% 72% True False 661
10 117-278 117-033 0-245 0.7% 0-043 0.1% 54% False False 640
20 118-050 117-033 1-018 0.9% 0-021 0.1% 39% False False 325
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 0-007
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 119-013
2.618 118-166
1.618 118-063
1.000 118-000
0.618 117-281
HIGH 117-218
0.618 117-178
0.500 117-166
0.382 117-154
LOW 117-115
0.618 117-052
1.000 117-013
1.618 116-269
2.618 116-167
4.250 115-319
Fisher Pivots for day following 12-Jul-2017
Pivot 1 day 3 day
R1 117-166 117-155
PP 117-166 117-145
S1 117-165 117-135

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

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