ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 14-Jul-2017
Day Change Summary
Previous Current
13-Jul-2017 14-Jul-2017 Change Change % Previous Week
Open 117-185 117-202 0-018 0.0% 117-085
High 117-187 117-265 0-078 0.2% 117-265
Low 117-122 117-147 0-025 0.1% 117-053
Close 117-150 117-200 0-050 0.1% 117-200
Range 0-065 0-118 0-053 80.8% 0-212
ATR 0-055 0-059 0-004 8.2% 0-000
Volume 695 284 -411 -59.1% 3,340
Daily Pivots for day following 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-237 118-176 117-265
R3 118-119 118-058 117-232
R2 118-002 118-002 117-222
R1 117-261 117-261 117-211 117-232
PP 117-204 117-204 117-204 117-190
S1 117-143 117-143 117-189 117-115
S2 117-087 117-087 117-178
S3 116-289 117-026 117-168
S4 116-172 116-228 117-135
Weekly Pivots for week ending 14-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-170 119-077 117-317
R3 118-277 118-185 117-258
R2 118-065 118-065 117-239
R1 117-292 117-292 117-219 118-019
PP 117-173 117-173 117-173 117-196
S1 117-080 117-080 117-181 117-126
S2 116-280 116-280 117-161
S3 116-068 116-188 117-142
S4 115-175 115-295 117-083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-265 117-053 0-212 0.6% 0-072 0.2% 69% True False 668
10 117-265 117-033 0-232 0.6% 0-057 0.2% 72% True False 718
20 118-025 117-033 0-312 0.8% 0-030 0.1% 54% False False 374
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 0-013
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 119-124
2.618 118-253
1.618 118-135
1.000 118-062
0.618 118-018
HIGH 117-265
0.618 117-220
0.500 117-206
0.382 117-192
LOW 117-147
0.618 117-075
1.000 117-030
1.618 116-277
2.618 116-160
4.250 115-288
Fisher Pivots for day following 14-Jul-2017
Pivot 1 day 3 day
R1 117-206 117-197
PP 117-204 117-193
S1 117-202 117-190

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

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