ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 11-Jul-2017
Day Change Summary
Previous Current
10-Jul-2017 11-Jul-2017 Change Change % Previous Week
Open 117-085 117-062 -0-022 -0.1% 117-060
High 117-095 117-110 0-015 0.0% 117-122
Low 117-078 117-053 -0-025 -0.1% 117-033
Close 117-082 117-100 0-018 0.0% 117-035
Range 0-018 0-058 0-040 228.5% 0-090
ATR 0-049 0-049 0-001 1.3% 0-000
Volume 301 1,022 721 239.5% 3,846
Daily Pivots for day following 11-Jul-2017
Classic Woodie Camarilla DeMark
R4 117-260 117-238 117-132
R3 117-203 117-180 117-116
R2 117-145 117-145 117-111
R1 117-123 117-123 117-105 117-134
PP 117-088 117-088 117-088 117-093
S1 117-065 117-065 117-095 117-076
S2 117-030 117-030 117-089
S3 116-293 117-007 117-084
S4 116-235 116-270 117-068
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% 0-052 0.1% 75% False False 1,033
10 117-278 117-033 0-245 0.7% 0-032 0.1% 28% False False 536
20 118-050 117-033 1-018 0.9% 0-016 0.0% 20% False False 273
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-034
2.618 117-261
1.618 117-203
1.000 117-168
0.618 117-146
HIGH 117-110
0.618 117-088
0.500 117-081
0.382 117-074
LOW 117-053
0.618 117-017
1.000 116-315
1.618 116-279
2.618 116-222
4.250 116-128
Fisher Pivots for day following 11-Jul-2017
Pivot 1 day 3 day
R1 117-094 117-091
PP 117-088 117-082
S1 117-081 117-073

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

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