ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 117-202 117-210 0-008 0.0% 117-085
High 117-265 117-220 -0-045 -0.1% 117-265
Low 117-147 117-190 0-043 0.1% 117-053
Close 117-200 117-213 0-013 0.0% 117-200
Range 0-118 0-030 -0-088 -74.5% 0-212
ATR 0-059 0-057 -0-002 -3.5% 0-000
Volume 284 29 -255 -89.8% 3,340
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 117-297 117-285 117-229
R3 117-267 117-255 117-221
R2 117-237 117-237 117-218
R1 117-225 117-225 117-215 117-231
PP 117-208 117-208 117-208 117-211
S1 117-195 117-195 117-210 117-201
S2 117-178 117-178 117-207
S3 117-148 117-165 117-204
S4 117-118 117-135 117-196
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-170 119-077 117-317
R3 118-277 118-185 117-258
R2 118-065 118-065 117-239
R1 117-292 117-292 117-219 118-019
PP 117-173 117-173 117-173 117-196
S1 117-080 117-080 117-181 117-126
S2 116-280 116-280 117-161
S3 116-068 116-188 117-142
S4 115-175 115-295 117-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-265 117-053 0-212 0.6% 0-074 0.2% 75% False False 613
10 117-265 117-033 0-232 0.6% 0-059 0.2% 77% False False 721
20 118-022 117-033 0-310 0.8% 0-032 0.1% 58% False False 375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-027
2.618 117-298
1.618 117-269
1.000 117-250
0.618 117-239
HIGH 117-220
0.618 117-209
0.500 117-205
0.382 117-201
LOW 117-190
0.618 117-171
1.000 117-160
1.618 117-142
2.618 117-112
4.250 117-063
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 117-210 117-206
PP 117-208 117-200
S1 117-205 117-194

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

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