ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 03-Jul-2017
Day Change Summary
Previous Current
30-Jun-2017 03-Jul-2017 Change Change % Previous Week
Open 118-002 117-265 -0-058 -0.2% 118-115
High 118-027 117-285 -0-062 -0.2% 118-140
Low 117-253 117-173 -0-080 -0.2% 117-253
Close 117-267 117-193 -0-075 -0.2% 117-267
Range 0-095 0-112 0-018 18.4% 0-207
ATR 0-081 0-083 0-002 2.8% 0-000
Volume 977,602 457,129 -520,473 -53.2% 4,216,128
Daily Pivots for day following 03-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-234 118-166 117-254
R3 118-122 118-053 117-223
R2 118-009 118-009 117-213
R1 117-261 117-261 117-203 117-239
PP 117-217 117-217 117-217 117-206
S1 117-148 117-148 117-182 117-126
S2 117-104 117-104 117-172
S3 116-312 117-036 117-162
S4 116-199 116-243 117-131
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-309 119-176 118-062
R3 119-102 118-288 118-005
R2 118-214 118-214 117-306
R1 118-081 118-081 117-287 118-044
PP 118-007 118-007 118-007 117-308
S1 117-193 117-193 117-248 117-156
S2 117-119 117-119 117-229
S3 116-232 116-306 117-210
S4 116-024 116-098 117-153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-135 117-173 0-282 0.8% 0-102 0.3% 7% False True 833,849
10 118-140 117-173 0-287 0.8% 0-077 0.2% 7% False True 685,093
20 118-247 117-173 1-075 1.0% 0-083 0.2% 5% False True 713,615
40 118-247 117-067 1-180 1.3% 0-079 0.2% 25% False False 591,188
60 118-247 117-053 1-195 1.4% 0-084 0.2% 27% False False 394,613
80 118-247 116-002 2-245 2.4% 0-068 0.2% 58% False False 295,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-123
2.618 118-259
1.618 118-147
1.000 118-077
0.618 118-035
HIGH 117-285
0.618 117-242
0.500 117-229
0.382 117-215
LOW 117-173
0.618 117-103
1.000 117-060
1.618 116-311
2.618 116-198
4.250 116-014
Fisher Pivots for day following 03-Jul-2017
Pivot 1 day 3 day
R1 117-229 117-276
PP 117-217 117-248
S1 117-205 117-220

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

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