ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 117-170 117-190 0-020 0.1% 117-265
High 117-215 117-230 0-015 0.0% 117-285
Low 117-165 117-162 -0-002 0.0% 117-133
Close 117-200 117-218 0-018 0.0% 117-158
Range 0-050 0-068 0-018 35.0% 0-152
ATR 0-082 0-081 -0-001 -1.2% 0-000
Volume 454,196 530,151 75,955 16.7% 2,735,236
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-086 118-059 117-255
R3 118-018 117-312 117-236
R2 117-271 117-271 117-230
R1 117-244 117-244 117-224 117-258
PP 117-203 117-203 117-203 117-210
S1 117-177 117-177 117-211 117-190
S2 117-136 117-136 117-205
S3 117-068 117-109 117-199
S4 117-001 117-042 117-180
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
5 117-258 117-133 0-125 0.3% 0-074 0.2% 68% False False 652,490
10 118-135 117-133 1-002 0.9% 0-088 0.2% 26% False False 743,170
20 118-247 117-133 1-115 1.2% 0-083 0.2% 20% False False 717,129
40 118-247 117-133 1-115 1.2% 0-079 0.2% 20% False False 671,002
60 118-247 117-067 1-180 1.3% 0-081 0.2% 30% False False 448,958
80 118-247 116-180 2-067 1.9% 0-072 0.2% 51% False False 336,742
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-197
2.618 118-087
1.618 118-019
1.000 117-298
0.618 117-272
HIGH 117-230
0.618 117-204
0.500 117-196
0.382 117-188
LOW 117-162
0.618 117-121
1.000 117-095
1.618 117-053
2.618 116-306
4.250 116-196
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 117-210 117-208
PP 117-203 117-199
S1 117-196 117-190

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

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