ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 117-218 117-185 -0-033 -0.1% 117-265
High 117-230 117-215 -0-015 0.0% 117-285
Low 117-133 117-150 0-018 0.0% 117-133
Close 117-178 117-158 -0-020 -0.1% 117-158
Range 0-098 0-065 -0-033 -33.3% 0-152
ATR 0-085 0-083 -0-001 -1.7% 0-000
Volume 791,656 648,900 -142,756 -18.0% 2,735,236
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-049 118-008 117-193
R3 117-304 117-263 117-175
R2 117-239 117-239 117-169
R1 117-198 117-198 117-163 117-186
PP 117-174 117-174 117-174 117-168
S1 117-133 117-133 117-152 117-121
S2 117-109 117-109 117-146
S3 117-044 117-068 117-140
S4 116-299 117-003 117-122
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-009 118-236 117-241
R3 118-177 118-083 117-199
R2 118-024 118-024 117-185
R1 117-251 117-251 117-171 117-221
PP 117-192 117-192 117-192 117-177
S1 117-098 117-098 117-144 117-069
S2 117-039 117-039 117-130
S3 116-207 116-266 117-116
S4 116-054 116-113 117-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-027 117-133 0-215 0.6% 0-092 0.2% 12% False False 742,567
10 118-140 117-133 1-007 0.9% 0-085 0.2% 8% False False 736,181
20 118-247 117-133 1-115 1.2% 0-085 0.2% 6% False False 728,210
40 118-247 117-067 1-180 1.3% 0-080 0.2% 18% False False 647,542
60 118-247 117-067 1-180 1.3% 0-083 0.2% 18% False False 432,573
80 118-247 116-135 2-112 2.0% 0-071 0.2% 46% False False 324,437
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 0-022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-171
2.618 118-065
1.618 118-000
1.000 117-280
0.618 117-255
HIGH 117-215
0.618 117-190
0.500 117-183
0.382 117-175
LOW 117-150
0.618 117-110
1.000 117-085
1.618 117-045
2.618 116-300
4.250 116-194
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 117-183 117-195
PP 117-174 117-183
S1 117-166 117-170

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

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