ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 24-Jul-2017
Day Change Summary
Previous Current
21-Jul-2017 24-Jul-2017 Change Change % Previous Week
Open 117-282 117-318 0-035 0.1% 117-210
High 117-310 117-318 0-007 0.0% 117-310
Low 117-282 117-258 -0-025 -0.1% 117-190
Close 117-302 117-270 -0-032 -0.1% 117-302
Range 0-028 0-060 0-032 118.0% 0-120
ATR 0-055 0-055 0-000 0.7% 0-000
Volume 1,159 1,053 -106 -9.1% 2,887
Daily Pivots for day following 24-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-142 118-106 117-303
R3 118-082 118-046 117-287
R2 118-022 118-022 117-281
R1 117-306 117-306 117-276 117-294
PP 117-282 117-282 117-282 117-276
S1 117-246 117-246 117-265 117-234
S2 117-222 117-222 117-259
S3 117-162 117-186 117-254
S4 117-102 117-126 117-237
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-308 118-265 118-048
R3 118-188 118-145 118-015
R2 118-068 118-068 118-004
R1 118-025 118-025 117-313 118-046
PP 117-268 117-268 117-268 117-278
S1 117-225 117-225 117-291 117-246
S2 117-148 117-148 117-280
S3 117-028 117-105 117-269
S4 116-228 116-305 117-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-318 117-205 0-113 0.3% 0-045 0.1% 58% True False 782
10 117-318 117-053 0-265 0.7% 0-060 0.2% 82% True False 697
20 118-022 117-033 0-310 0.8% 0-043 0.1% 77% False False 571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-253
2.618 118-155
1.618 118-095
1.000 118-058
0.618 118-035
HIGH 117-318
0.618 117-295
0.500 117-288
0.382 117-280
LOW 117-258
0.618 117-220
1.000 117-198
1.618 117-160
2.618 117-100
4.250 117-003
Fisher Pivots for day following 24-Jul-2017
Pivot 1 day 3 day
R1 117-288 117-281
PP 117-282 117-278
S1 117-276 117-274

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

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