ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 28-Jul-2017
Day Change Summary
Previous Current
27-Jul-2017 28-Jul-2017 Change Change % Previous Week
Open 117-245 117-250 0-005 0.0% 117-318
High 117-255 117-270 0-015 0.0% 117-318
Low 117-213 117-195 -0-018 0.0% 117-160
Close 117-245 117-265 0-020 0.1% 117-265
Range 0-042 0-075 0-033 76.5% 0-158
ATR 0-064 0-065 0-001 1.2% 0-000
Volume 472 644 172 36.4% 5,043
Daily Pivots for day following 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 118-148 118-122 117-306
R3 118-073 118-047 117-286
R2 117-318 117-318 117-279
R1 117-292 117-292 117-272 117-305
PP 117-243 117-243 117-243 117-250
S1 117-217 117-217 117-258 117-230
S2 117-168 117-168 117-251
S3 117-093 117-142 117-244
S4 117-018 117-067 117-224
Weekly Pivots for week ending 28-Jul-2017
Classic Woodie Camarilla DeMark
R4 119-080 119-010 118-032
R3 118-243 118-173 117-308
R2 118-085 118-085 117-294
R1 118-015 118-015 117-279 117-291
PP 117-247 117-247 117-247 117-226
S1 117-177 117-177 117-251 117-134
S2 117-090 117-090 117-236
S3 116-252 117-020 117-222
S4 116-095 116-182 117-178
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% 0-083 0.2% 67% False False 1,008
10 117-318 117-160 0-158 0.4% 0-061 0.2% 67% False False 793
20 117-318 117-033 0-285 0.8% 0-059 0.2% 82% False False 755
40 118-067 117-033 1-035 0.9% 0-030 0.1% 65% False False 385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-269
2.618 118-146
1.618 118-071
1.000 118-025
0.618 117-316
HIGH 117-270
0.618 117-241
0.500 117-233
0.382 117-224
LOW 117-195
0.618 117-149
1.000 117-120
1.618 117-074
2.618 116-319
4.250 116-196
Fisher Pivots for day following 28-Jul-2017
Pivot 1 day 3 day
R1 117-254 117-250
PP 117-243 117-236
S1 117-233 117-221

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

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