ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 10-Jul-2017
Day Change Summary
Previous Current
07-Jul-2017 10-Jul-2017 Change Change % Previous Week
Open 117-087 117-085 -0-002 0.0% 117-060
High 117-093 117-095 0-002 0.0% 117-122
Low 117-035 117-078 0-042 0.1% 117-033
Close 117-035 117-082 0-047 0.1% 117-035
Range 0-058 0-018 -0-040 -69.6% 0-090
ATR 0-048 0-049 0-001 1.8% 0-000
Volume 391 301 -90 -23.0% 3,846
Daily Pivots for day following 10-Jul-2017
Classic Woodie Camarilla DeMark
R4 117-138 117-128 117-092
R3 117-120 117-110 117-087
R2 117-103 117-103 117-086
R1 117-093 117-093 117-084 117-089
PP 117-085 117-085 117-085 117-083
S1 117-075 117-075 117-081 117-071
S2 117-067 117-067 117-079
S3 117-050 117-057 117-078
S4 117-032 117-040 117-073
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
5 117-122 117-033 0-090 0.2% 0-044 0.1% 56% False False 829
10 118-022 117-033 0-310 0.8% 0-027 0.1% 16% False False 444
20 118-050 117-033 1-018 0.9% 0-013 0.0% 15% False False 222
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 117-169
2.618 117-141
1.618 117-123
1.000 117-113
0.618 117-106
HIGH 117-095
0.618 117-088
0.500 117-086
0.382 117-084
LOW 117-078
0.618 117-067
1.000 117-060
1.618 117-049
2.618 117-032
4.250 117-003
Fisher Pivots for day following 10-Jul-2017
Pivot 1 day 3 day
R1 117-086 117-078
PP 117-085 117-074
S1 117-084 117-070

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

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