ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 29-Jun-2017
Day Change Summary
Previous Current
28-Jun-2017 29-Jun-2017 Change Change % Previous Week
Open 117-278 117-222 -0-055 -0.1% 117-278
High 117-278 117-222 -0-055 -0.1% 118-015
Low 117-278 117-180 -0-098 -0.3% 117-278
Close 117-278 117-222 -0-055 -0.1% 118-015
Range 0-000 0-042 0-042 0-058
ATR 0-033 0-038 0-005 13.9% 0-000
Volume 200 0 -200 -100.0% 0
Daily Pivots for day following 29-Jun-2017
Classic Woodie Camarilla DeMark
R4 118-016 118-002 117-246
R3 117-293 117-279 117-234
R2 117-251 117-251 117-230
R1 117-237 117-237 117-226 117-244
PP 117-208 117-208 117-208 117-212
S1 117-194 117-194 117-219 117-201
S2 117-166 117-166 117-215
S3 117-123 117-152 117-211
S4 117-081 117-109 117-199
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 118-168 118-149 118-047
R3 118-111 118-092 118-031
R2 118-053 118-053 118-026
R1 118-034 118-034 118-020 118-044
PP 117-316 117-316 117-316 118-001
S1 117-297 117-297 118-010 117-306
S2 117-258 117-258 118-004
S3 117-201 117-239 117-319
S4 117-143 117-182 117-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-022 117-180 0-162 0.4% 0-008 0.0% 26% False True 59
10 118-025 117-180 0-165 0.4% 0-004 0.0% 26% False True 29
20 118-067 117-180 0-207 0.6% 0-002 0.0% 20% False True 14
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 0-000
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 118-083
2.618 118-014
1.618 117-291
1.000 117-265
0.618 117-249
HIGH 117-222
0.618 117-206
0.500 117-201
0.382 117-196
LOW 117-180
0.618 117-154
1.000 117-138
1.618 117-111
2.618 117-069
4.250 116-319
Fisher Pivots for day following 29-Jun-2017
Pivot 1 day 3 day
R1 117-215 117-229
PP 117-208 117-227
S1 117-201 117-225

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

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