ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 20-Jul-2017
Day Change Summary
Previous Current
19-Jul-2017 20-Jul-2017 Change Change % Previous Week
Open 117-250 117-262 0-012 0.0% 117-085
High 117-265 117-290 0-025 0.1% 117-265
Low 117-240 117-245 0-005 0.0% 117-053
Close 117-255 117-258 0-002 0.0% 117-200
Range 0-025 0-045 0-020 80.2% 0-212
ATR 0-056 0-055 -0-001 -1.4% 0-000
Volume 256 429 173 67.6% 3,340
Daily Pivots for day following 20-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-079 118-053 117-282
R3 118-034 118-008 117-270
R2 117-309 117-309 117-266
R1 117-283 117-283 117-262 117-274
PP 117-264 117-264 117-264 117-259
S1 117-238 117-238 117-253 117-229
S2 117-219 117-219 117-249
S3 117-174 117-193 117-245
S4 117-129 117-148 117-233
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
5 117-290 117-147 0-143 0.4% 0-057 0.2% 77% True False 402
10 117-290 117-035 0-255 0.7% 0-059 0.2% 87% True False 545
20 118-022 117-033 0-310 0.8% 0-039 0.1% 73% False False 460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-161
2.618 118-088
1.618 118-043
1.000 118-015
0.618 117-318
HIGH 117-290
0.618 117-273
0.500 117-268
0.382 117-262
LOW 117-245
0.618 117-217
1.000 117-200
1.618 117-172
2.618 117-127
4.250 117-054
Fisher Pivots for day following 20-Jul-2017
Pivot 1 day 3 day
R1 117-268 117-254
PP 117-264 117-251
S1 117-261 117-248

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

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