ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 06-Jul-2017
Day Change Summary
Previous Current
05-Jul-2017 06-Jul-2017 Change Change % Previous Week
Open 117-080 117-058 -0-022 -0.1% 118-022
High 117-122 117-107 -0-015 0.0% 118-022
Low 117-070 117-033 -0-038 -0.1% 117-162
Close 117-080 117-058 -0-022 -0.1% 117-167
Range 0-052 0-075 0-022 42.9% 0-180
ATR 0-045 0-047 0-002 4.8% 0-000
Volume 2,896 557 -2,339 -80.8% 295
Daily Pivots for day following 06-Jul-2017
Classic Woodie Camarilla DeMark
R4 117-291 117-249 117-099
R3 117-216 117-174 117-078
R2 117-141 117-141 117-071
R1 117-099 117-099 117-064 117-095
PP 117-066 117-066 117-066 117-064
S1 117-024 117-024 117-051 117-020
S2 116-311 116-311 117-044
S3 116-236 116-269 117-037
S4 116-161 116-194 117-016
Weekly Pivots for week ending 30-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-124 119-006 117-266
R3 118-264 118-146 117-217
R2 118-084 118-084 117-200
R1 117-286 117-286 117-184 117-255
PP 117-224 117-224 117-224 117-209
S1 117-106 117-106 117-151 117-075
S2 117-044 117-044 117-134
S3 116-184 116-246 117-118
S4 116-004 116-066 117-068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-222 117-033 0-190 0.5% 0-038 0.1% 13% False True 691
10 118-022 117-033 0-310 0.8% 0-019 0.1% 8% False True 375
20 118-050 117-033 1-018 0.9% 0-010 0.0% 7% False True 187
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 0-003
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 118-106
2.618 117-304
1.618 117-229
1.000 117-182
0.618 117-154
HIGH 117-107
0.618 117-079
0.500 117-070
0.382 117-061
LOW 117-033
0.618 116-306
1.000 116-278
1.618 116-231
2.618 116-156
4.250 116-034
Fisher Pivots for day following 06-Jul-2017
Pivot 1 day 3 day
R1 117-070 117-078
PP 117-066 117-071
S1 117-062 117-064

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

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