ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 117-218 117-280 0-062 0.2% 117-265
High 118-015 117-305 -0-030 -0.1% 117-285
Low 117-213 117-235 0-022 0.1% 117-133
Close 117-280 117-265 -0-015 0.0% 117-158
Range 0-122 0-070 -0-053 -42.9% 0-152
ATR 0-084 0-083 -0-001 -1.2% 0-000
Volume 852,840 570,576 -282,264 -33.1% 2,735,236
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-158 118-122 117-303
R3 118-088 118-052 117-284
R2 118-018 118-018 117-278
R1 117-302 117-302 117-271 117-285
PP 117-268 117-268 117-268 117-260
S1 117-232 117-232 117-259 117-215
S2 117-198 117-198 117-252
S3 117-128 117-162 117-246
S4 117-058 117-092 117-227
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
5 118-015 117-150 0-185 0.5% 0-075 0.2% 62% False False 611,332
10 118-060 117-133 0-247 0.7% 0-088 0.2% 54% False False 699,106
20 118-182 117-133 1-050 1.0% 0-081 0.2% 36% False False 682,932
40 118-247 117-133 1-115 1.2% 0-081 0.2% 30% False False 704,745
60 118-247 117-067 1-180 1.3% 0-080 0.2% 40% False False 472,649
80 118-247 116-282 1-285 1.6% 0-074 0.2% 50% False False 354,534
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-282
2.618 118-168
1.618 118-098
1.000 118-055
0.618 118-028
HIGH 117-305
0.618 117-278
0.500 117-270
0.382 117-262
LOW 117-235
0.618 117-192
1.000 117-165
1.618 117-122
2.618 117-052
4.250 116-258
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 117-270 117-260
PP 117-268 117-254
S1 117-267 117-249

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

View Archives - Comment on this page... - Back to Index of Symbols