ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 01-Aug-2017
Day Change Summary
Previous Current
31-Jul-2017 01-Aug-2017 Change Change % Previous Week
Open 117-265 117-240 -0-025 -0.1% 117-318
High 117-275 117-310 0-035 0.1% 117-318
Low 117-247 117-227 -0-020 -0.1% 117-160
Close 117-262 117-310 0-048 0.1% 117-265
Range 0-028 0-083 0-055 199.9% 0-158
ATR 0-062 0-064 0-001 2.4% 0-000
Volume 17 5,498 5,481 32,241.2% 5,043
Daily Pivots for day following 01-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-210 118-183 118-035
R3 118-128 118-100 118-013
R2 118-045 118-045 118-005
R1 118-018 118-018 117-318 118-031
PP 117-283 117-283 117-283 117-289
S1 117-255 117-255 117-302 117-269
S2 117-200 117-200 117-295
S3 117-117 117-172 117-287
S4 117-035 117-090 117-265
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
5 117-310 117-160 0-150 0.4% 0-070 0.2% 100% True False 1,700
10 117-318 117-160 0-158 0.4% 0-062 0.2% 95% False False 1,240
20 117-318 117-033 0-285 0.8% 0-063 0.2% 97% False False 1,031
40 118-067 117-033 1-035 0.9% 0-033 0.1% 78% False False 523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-021
2.618 118-206
1.618 118-124
1.000 118-073
0.618 118-041
HIGH 117-310
0.618 117-278
0.500 117-269
0.382 117-259
LOW 117-227
0.618 117-176
1.000 117-145
1.618 117-094
2.618 117-011
4.250 116-197
Fisher Pivots for day following 01-Aug-2017
Pivot 1 day 3 day
R1 117-296 117-291
PP 117-283 117-272
S1 117-269 117-253

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

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