ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 07-Jul-2017
Day Change Summary
Previous Current
06-Jul-2017 07-Jul-2017 Change Change % Previous Week
Open 117-058 117-087 0-030 0.1% 117-060
High 117-107 117-093 -0-015 0.0% 117-122
Low 117-033 117-035 0-002 0.0% 117-033
Close 117-058 117-035 -0-022 -0.1% 117-035
Range 0-075 0-058 -0-017 -23.3% 0-090
ATR 0-047 0-048 0-001 1.6% 0-000
Volume 557 391 -166 -29.8% 3,846
Daily Pivots for day following 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 117-227 117-188 117-067
R3 117-169 117-131 117-051
R2 117-112 117-112 117-046
R1 117-073 117-073 117-040 117-064
PP 117-054 117-054 117-054 117-049
S1 117-016 117-016 117-030 117-006
S2 116-317 116-317 117-024
S3 116-259 116-278 117-019
S4 116-202 116-221 117-003
Weekly Pivots for week ending 07-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-013 117-274 117-084
R3 117-243 117-184 117-060
R2 117-153 117-153 117-052
R1 117-094 117-094 117-043 117-079
PP 117-063 117-063 117-063 117-056
S1 117-004 117-004 117-027 116-309
S2 116-293 116-293 117-019
S3 116-203 116-234 117-010
S4 116-113 116-144 116-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-167 117-033 0-135 0.4% 0-041 0.1% 2% False False 769
10 118-022 117-033 0-310 0.8% 0-025 0.1% 1% False False 414
20 118-050 117-033 1-018 0.9% 0-012 0.0% 1% False False 207
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-017
2.618 117-243
1.618 117-186
1.000 117-150
0.618 117-128
HIGH 117-093
0.618 117-071
0.500 117-064
0.382 117-057
LOW 117-035
0.618 116-319
1.000 116-298
1.618 116-262
2.618 116-204
4.250 116-111
Fisher Pivots for day following 07-Jul-2017
Pivot 1 day 3 day
R1 117-064 117-078
PP 117-054 117-063
S1 117-045 117-049

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

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