ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 08-Aug-2017
Day Change Summary
Previous Current
07-Aug-2017 08-Aug-2017 Change Change % Previous Week
Open 117-278 117-300 0-022 0.1% 117-265
High 117-302 117-302 0-000 0.0% 118-025
Low 117-255 117-253 -0-002 0.0% 117-227
Close 117-300 117-270 -0-030 -0.1% 117-278
Range 0-047 0-050 0-002 5.3% 0-118
ATR 0-064 0-063 -0-001 -1.5% 0-000
Volume 2,173 4,434 2,261 104.0% 15,476
Daily Pivots for day following 08-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-105 118-077 117-298
R3 118-055 118-027 117-284
R2 118-005 118-005 117-279
R1 117-298 117-298 117-275 117-286
PP 117-275 117-275 117-275 117-269
S1 117-248 117-248 117-265 117-236
S2 117-225 117-225 117-261
S3 117-175 117-198 117-256
S4 117-125 117-148 117-243
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-316 118-254 118-022
R3 118-198 118-137 117-310
R2 118-081 118-081 117-299
R1 118-019 118-019 117-288 118-050
PP 117-283 117-283 117-283 117-299
S1 117-222 117-222 117-267 117-252
S2 117-166 117-166 117-256
S3 117-048 117-104 117-245
S4 116-251 116-307 117-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-025 117-250 0-095 0.3% 0-060 0.2% 21% False False 3,313
10 118-025 117-160 0-185 0.5% 0-065 0.2% 59% False False 2,506
20 118-025 117-115 0-230 0.6% 0-065 0.2% 67% False False 1,601
40 118-050 117-033 1-018 0.9% 0-041 0.1% 70% False False 937
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-195
2.618 118-113
1.618 118-063
1.000 118-032
0.618 118-013
HIGH 117-302
0.618 117-283
0.500 117-278
0.382 117-272
LOW 117-253
0.618 117-222
1.000 117-203
1.618 117-172
2.618 117-122
4.250 117-040
Fisher Pivots for day following 08-Aug-2017
Pivot 1 day 3 day
R1 117-278 117-291
PP 117-275 117-284
S1 117-273 117-277

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

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