ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 13-Jul-2017
Day Change Summary
Previous Current
12-Jul-2017 13-Jul-2017 Change Change % Previous Week
Open 117-133 117-185 0-052 0.1% 117-060
High 117-218 117-187 -0-030 -0.1% 117-122
Low 117-115 117-122 0-007 0.0% 117-033
Close 117-165 117-150 -0-015 0.0% 117-035
Range 0-102 0-065 -0-038 -36.6% 0-090
ATR 0-054 0-055 0-001 1.4% 0-000
Volume 1,038 695 -343 -33.0% 3,846
Daily Pivots for day following 13-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-028 117-314 117-186
R3 117-283 117-249 117-168
R2 117-218 117-218 117-162
R1 117-184 117-184 117-156 117-169
PP 117-153 117-153 117-153 117-146
S1 117-119 117-119 117-144 117-104
S2 117-088 117-088 117-138
S3 117-023 117-054 117-132
S4 116-278 116-309 117-114
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
5 117-218 117-035 0-182 0.5% 0-060 0.2% 63% False False 689
10 117-222 117-033 0-190 0.5% 0-049 0.1% 62% False False 690
20 118-025 117-033 0-312 0.8% 0-025 0.1% 38% False False 359
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 0-008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-144
2.618 118-038
1.618 117-293
1.000 117-252
0.618 117-228
HIGH 117-187
0.618 117-163
0.500 117-155
0.382 117-147
LOW 117-122
0.618 117-082
1.000 117-058
1.618 117-017
2.618 116-272
4.250 116-166
Fisher Pivots for day following 13-Jul-2017
Pivot 1 day 3 day
R1 117-155 117-145
PP 117-153 117-140
S1 117-152 117-135

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

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