ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 118-053 118-025 -0-028 -0.1% 118-080
High 118-060 118-058 -0-002 0.0% 118-095
Low 117-318 117-302 -0-015 0.0% 117-265
Close 118-033 118-050 0-018 0.0% 118-050
Range 0-062 0-075 0-013 20.0% 0-150
ATR 0-080 0-080 0-000 -0.5% 0-000
Volume 840,131 617,068 -223,063 -26.6% 3,583,708
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-255 118-228 118-091
R3 118-180 118-153 118-071
R2 118-105 118-105 118-064
R1 118-078 118-078 118-057 118-091
PP 118-030 118-030 118-030 118-037
S1 118-003 118-003 118-043 118-016
S2 117-275 117-275 118-036
S3 117-200 117-247 118-029
S4 117-125 117-172 118-009
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-160 119-095 118-133
R3 119-010 118-265 118-091
R2 118-180 118-180 118-078
R1 118-115 118-115 118-064 118-073
PP 118-030 118-030 118-030 118-009
S1 117-285 117-285 118-036 117-242
S2 117-200 117-200 118-023
S3 117-050 117-135 118-009
S4 116-220 116-305 117-288
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-095 117-265 0-150 0.4% 0-088 0.2% 70% False False 716,741
10 118-098 117-265 0-153 0.4% 0-070 0.2% 69% False False 629,406
20 118-098 117-133 0-285 0.8% 0-080 0.2% 83% False False 659,955
40 118-247 117-133 1-115 1.2% 0-081 0.2% 55% False False 687,552
60 118-247 117-067 1-180 1.3% 0-078 0.2% 61% False False 590,280
80 118-247 117-053 1-195 1.4% 0-082 0.2% 62% False False 443,015
100 118-247 116-002 2-245 2.3% 0-068 0.2% 78% False False 354,412
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-056
2.618 118-254
1.618 118-179
1.000 118-133
0.618 118-104
HIGH 118-058
0.618 118-029
0.500 118-020
0.382 118-011
LOW 117-302
0.618 117-256
1.000 117-227
1.618 117-181
2.618 117-106
4.250 116-304
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 118-040 118-036
PP 118-030 118-023
S1 118-020 118-009

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

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