ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 117-280 117-262 -0-018 0.0% 117-170
High 117-305 118-060 0-075 0.2% 118-060
Low 117-235 117-247 0-012 0.0% 117-162
Close 117-265 117-313 0-048 0.1% 117-313
Range 0-070 0-133 0-063 89.3% 0-218
ATR 0-083 0-086 0-004 4.3% 0-000
Volume 570,576 784,443 213,867 37.5% 3,192,206
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-071 119-004 118-065
R3 118-258 118-192 118-029
R2 118-126 118-126 118-017
R1 118-059 118-059 118-005 118-093
PP 117-313 117-313 117-313 118-010
S1 117-247 117-247 117-300 117-280
S2 117-181 117-181 117-288
S3 117-048 117-114 117-276
S4 116-236 116-302 117-240
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-298 119-203 118-112
R3 119-080 118-305 118-052
R2 118-183 118-183 118-032
R1 118-088 118-088 118-012 118-135
PP 117-285 117-285 117-285 117-309
S1 117-190 117-190 117-293 117-238
S2 117-067 117-067 117-273
S3 116-170 116-293 117-253
S4 115-272 116-075 117-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-162 0-218 0.6% 0-089 0.2% 69% True False 638,441
10 118-060 117-133 0-247 0.7% 0-090 0.2% 73% True False 690,504
20 118-150 117-133 1-018 0.9% 0-083 0.2% 53% False False 681,807
40 118-247 117-133 1-115 1.2% 0-080 0.2% 41% False False 722,342
60 118-247 117-067 1-180 1.3% 0-081 0.2% 49% False False 485,690
80 118-247 116-295 1-272 1.6% 0-076 0.2% 57% False False 364,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 119-303
2.618 119-087
1.618 118-274
1.000 118-193
0.618 118-142
HIGH 118-060
0.618 118-009
0.500 117-314
0.382 117-298
LOW 117-247
0.618 117-166
1.000 117-115
1.618 117-033
2.618 116-221
4.250 116-004
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 117-314 117-307
PP 117-313 117-302
S1 117-313 117-296

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

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