ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 27-Jul-2017
Day Change Summary
Previous Current
26-Jul-2017 27-Jul-2017 Change Change % Previous Week
Open 117-190 117-245 0-055 0.1% 117-210
High 117-282 117-255 -0-027 -0.1% 117-310
Low 117-160 117-213 0-053 0.1% 117-190
Close 117-278 117-245 -0-033 -0.1% 117-302
Range 0-122 0-042 -0-080 -65.3% 0-120
ATR 0-064 0-064 0-000 0.1% 0-000
Volume 1,870 472 -1,398 -74.8% 2,887
Daily Pivots for day following 27-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-045 118-027 117-268
R3 118-002 117-305 117-257
R2 117-280 117-280 117-253
R1 117-262 117-262 117-249 117-266
PP 117-238 117-238 117-238 117-239
S1 117-220 117-220 117-241 117-224
S2 117-195 117-195 117-237
S3 117-153 117-178 117-233
S4 117-110 117-135 117-222
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% 0-074 0.2% 54% False False 1,111
10 117-318 117-147 0-170 0.5% 0-065 0.2% 57% False False 757
20 117-318 117-033 0-285 0.8% 0-057 0.2% 75% False False 723
40 118-067 117-033 1-035 0.9% 0-029 0.1% 60% False False 369
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-116
2.618 118-046
1.618 118-004
1.000 117-298
0.618 117-281
HIGH 117-255
0.618 117-239
0.500 117-234
0.382 117-229
LOW 117-213
0.618 117-186
1.000 117-170
1.618 117-144
2.618 117-101
4.250 117-032
Fisher Pivots for day following 27-Jul-2017
Pivot 1 day 3 day
R1 117-241 117-237
PP 117-238 117-229
S1 117-234 117-221

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

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