ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 19-Jul-2017
Day Change Summary
Previous Current
18-Jul-2017 19-Jul-2017 Change Change % Previous Week
Open 117-247 117-250 0-003 0.0% 117-085
High 117-273 117-265 -0-008 0.0% 117-265
Low 117-205 117-240 0-035 0.1% 117-053
Close 117-260 117-255 -0-005 0.0% 117-200
Range 0-068 0-025 -0-043 -63.0% 0-212
ATR 0-058 0-056 -0-002 -4.1% 0-000
Volume 1,014 256 -758 -74.8% 3,340
Daily Pivots for day following 19-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-008 117-317 117-269
R3 117-303 117-292 117-262
R2 117-278 117-278 117-260
R1 117-267 117-267 117-257 117-272
PP 117-253 117-253 117-253 117-256
S1 117-242 117-242 117-253 117-248
S2 117-228 117-228 117-250
S3 117-203 117-217 117-248
S4 117-178 117-192 117-241
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
5 117-273 117-122 0-150 0.4% 0-061 0.2% 88% False False 455
10 117-273 117-033 0-240 0.6% 0-061 0.2% 93% False False 558
20 118-022 117-033 0-310 0.8% 0-037 0.1% 72% False False 439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-051
2.618 118-010
1.618 117-305
1.000 117-290
0.618 117-280
HIGH 117-265
0.618 117-255
0.500 117-252
0.382 117-250
LOW 117-240
0.618 117-225
1.000 117-215
1.618 117-200
2.618 117-175
4.250 117-134
Fisher Pivots for day following 19-Jul-2017
Pivot 1 day 3 day
R1 117-254 117-247
PP 117-253 117-239
S1 117-252 117-231

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

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