ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 18-Jul-2017
Day Change Summary
Previous Current
17-Jul-2017 18-Jul-2017 Change Change % Previous Week
Open 117-210 117-247 0-037 0.1% 117-085
High 117-220 117-273 0-053 0.1% 117-265
Low 117-190 117-205 0-015 0.0% 117-053
Close 117-213 117-260 0-047 0.1% 117-200
Range 0-030 0-068 0-038 125.2% 0-212
ATR 0-057 0-058 0-001 1.3% 0-000
Volume 29 1,014 985 3,396.6% 3,340
Daily Pivots for day following 18-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-128 118-102 117-297
R3 118-061 118-034 117-279
R2 117-313 117-313 117-272
R1 117-287 117-287 117-266 117-300
PP 117-246 117-246 117-246 117-253
S1 117-219 117-219 117-254 117-232
S2 117-178 117-178 117-248
S3 117-111 117-152 117-241
S4 117-043 117-084 117-223
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
5 117-273 117-115 0-158 0.4% 0-076 0.2% 92% True False 612
10 117-273 117-033 0-240 0.6% 0-064 0.2% 95% True False 822
20 118-022 117-033 0-310 0.8% 0-035 0.1% 73% False False 426
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-239
2.618 118-129
1.618 118-062
1.000 118-020
0.618 117-314
HIGH 117-273
0.618 117-247
0.500 117-239
0.382 117-231
LOW 117-205
0.618 117-163
1.000 117-137
1.618 117-096
2.618 117-028
4.250 116-238
Fisher Pivots for day following 18-Jul-2017
Pivot 1 day 3 day
R1 117-253 117-243
PP 117-246 117-227
S1 117-239 117-210

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

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