ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 02-Aug-2017
Day Change Summary
Previous Current
01-Aug-2017 02-Aug-2017 Change Change % Previous Week
Open 117-240 117-262 0-022 0.1% 117-318
High 117-310 117-305 -0-005 0.0% 117-318
Low 117-227 117-258 0-030 0.1% 117-160
Close 117-310 117-280 -0-030 -0.1% 117-265
Range 0-083 0-047 -0-035 -42.5% 0-158
ATR 0-064 0-063 -0-001 -1.2% 0-000
Volume 5,498 1,410 -4,088 -74.4% 5,043
Daily Pivots for day following 02-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-103 118-079 117-306
R3 118-056 118-032 117-293
R2 118-008 118-008 117-289
R1 117-304 117-304 117-284 117-316
PP 117-281 117-281 117-281 117-287
S1 117-257 117-257 117-276 117-269
S2 117-233 117-233 117-271
S3 117-186 117-209 117-267
S4 117-138 117-162 117-254
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
5 117-310 117-195 0-115 0.3% 0-055 0.1% 74% False False 1,608
10 117-318 117-160 0-158 0.4% 0-065 0.2% 76% False False 1,355
20 117-318 117-033 0-285 0.8% 0-063 0.2% 87% False False 957
40 118-050 117-033 1-018 0.9% 0-034 0.1% 73% False False 558
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-187
2.618 118-109
1.618 118-062
1.000 118-032
0.618 118-014
HIGH 117-305
0.618 117-287
0.500 117-281
0.382 117-276
LOW 117-258
0.618 117-228
1.000 117-210
1.618 117-181
2.618 117-133
4.250 117-056
Fisher Pivots for day following 02-Aug-2017
Pivot 1 day 3 day
R1 117-281 117-276
PP 117-281 117-273
S1 117-280 117-269

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

View Archives - Comment on this page... - Back to Index of Symbols