ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 25-Jul-2017
Day Change Summary
Previous Current
24-Jul-2017 25-Jul-2017 Change Change % Previous Week
Open 117-318 117-250 -0-067 -0.2% 117-210
High 117-318 117-275 -0-042 -0.1% 117-310
Low 117-258 117-160 -0-098 -0.3% 117-190
Close 117-270 117-170 -0-100 -0.3% 117-302
Range 0-060 0-115 0-055 91.7% 0-120
ATR 0-055 0-059 0-004 7.8% 0-000
Volume 1,053 1,004 -49 -4.7% 2,887
Daily Pivots for day following 25-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-227 118-153 117-233
R3 118-112 118-038 117-202
R2 117-317 117-317 117-191
R1 117-243 117-243 117-181 117-223
PP 117-202 117-202 117-202 117-191
S1 117-128 117-128 117-159 117-108
S2 117-087 117-087 117-149
S3 116-292 117-013 117-138
S4 116-177 116-218 117-107
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
5 117-318 117-160 0-158 0.4% 0-055 0.1% 6% False True 780
10 117-318 117-115 0-202 0.5% 0-066 0.2% 27% False False 696
20 117-318 117-033 0-285 0.8% 0-049 0.1% 48% False False 616
40 118-067 117-033 1-035 0.9% 0-024 0.1% 39% False False 310
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 0-016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-124
2.618 118-256
1.618 118-141
1.000 118-070
0.618 118-026
HIGH 117-275
0.618 117-231
0.500 117-218
0.382 117-204
LOW 117-160
0.618 117-089
1.000 117-045
1.618 116-294
2.618 116-179
4.250 115-311
Fisher Pivots for day following 25-Jul-2017
Pivot 1 day 3 day
R1 117-218 117-239
PP 117-202 117-216
S1 117-186 117-193

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

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