ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 21-Jul-2017
Day Change Summary
Previous Current
20-Jul-2017 21-Jul-2017 Change Change % Previous Week
Open 117-262 117-282 0-020 0.1% 117-210
High 117-290 117-310 0-020 0.1% 117-310
Low 117-245 117-282 0-038 0.1% 117-190
Close 117-258 117-302 0-045 0.1% 117-302
Range 0-045 0-028 -0-018 -38.9% 0-120
ATR 0-055 0-055 0-000 -0.3% 0-000
Volume 429 1,159 730 170.2% 2,887
Daily Pivots for day following 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-061 118-049 117-318
R3 118-033 118-022 117-310
R2 118-006 118-006 117-308
R1 117-314 117-314 117-305 118-000
PP 117-298 117-298 117-298 117-301
S1 117-287 117-287 117-300 117-292
S2 117-271 117-271 117-297
S3 117-243 117-259 117-295
S4 117-216 117-232 117-287
Weekly Pivots for week ending 21-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-308 118-265 118-048
R3 118-188 118-145 118-015
R2 118-068 118-068 118-004
R1 118-025 118-025 117-313 118-046
PP 117-268 117-268 117-268 117-278
S1 117-225 117-225 117-291 117-246
S2 117-148 117-148 117-280
S3 117-028 117-105 117-269
S4 116-228 116-305 117-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-310 117-190 0-120 0.3% 0-039 0.1% 94% True False 577
10 117-310 117-053 0-258 0.7% 0-056 0.1% 97% True False 622
20 118-022 117-033 0-310 0.8% 0-040 0.1% 87% False False 518
Crabel Price Patterns
NR True
NR4 False
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-107
2.618 118-062
1.618 118-035
1.000 118-018
0.618 118-007
HIGH 117-310
0.618 117-300
0.500 117-296
0.382 117-293
LOW 117-282
0.618 117-265
1.000 117-255
1.618 117-238
2.618 117-210
4.250 117-166
Fisher Pivots for day following 21-Jul-2017
Pivot 1 day 3 day
R1 117-300 117-293
PP 117-298 117-284
S1 117-296 117-275

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

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