ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 17-Jul-2017
Day Change Summary
Previous Current
14-Jul-2017 17-Jul-2017 Change Change % Previous Week
Open 117-262 117-302 0-040 0.1% 117-170
High 118-060 118-018 -0-042 -0.1% 118-060
Low 117-247 117-295 0-048 0.1% 117-162
Close 117-313 118-005 0-012 0.0% 117-313
Range 0-133 0-042 -0-090 -67.9% 0-218
ATR 0-086 0-083 -0-003 -3.6% 0-000
Volume 784,443 420,851 -363,592 -46.4% 3,192,206
Daily Pivots for day following 17-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-127 118-108 118-028
R3 118-084 118-066 118-017
R2 118-042 118-042 118-013
R1 118-023 118-023 118-009 118-032
PP 117-319 117-319 117-319 118-004
S1 117-301 117-301 118-001 117-310
S2 117-277 117-277 117-317
S3 117-234 117-258 117-313
S4 117-192 117-216 117-302
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% 0-087 0.2% 75% False False 631,772
10 118-060 117-133 0-247 0.7% 0-085 0.2% 78% False False 634,829
20 118-150 117-133 1-018 0.9% 0-081 0.2% 57% False False 671,978
40 118-247 117-133 1-115 1.2% 0-078 0.2% 44% False False 730,389
60 118-247 117-067 1-180 1.3% 0-080 0.2% 52% False False 492,696
80 118-247 116-295 1-272 1.6% 0-076 0.2% 59% False False 369,600
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 0-018
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 118-198
2.618 118-129
1.618 118-086
1.000 118-060
0.618 118-044
HIGH 118-018
0.618 118-001
0.500 117-316
0.382 117-311
LOW 117-295
0.618 117-269
1.000 117-253
1.618 117-226
2.618 117-184
4.250 117-114
Fisher Pivots for day following 17-Jul-2017
Pivot 1 day 3 day
R1 118-002 117-319
PP 117-319 117-313
S1 117-316 117-308

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

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