ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 03-Aug-2017
Day Change Summary
Previous Current
02-Aug-2017 03-Aug-2017 Change Change % Previous Week
Open 117-262 117-275 0-013 0.0% 117-318
High 117-305 118-025 0-040 0.1% 117-318
Low 117-258 117-270 0-013 0.0% 117-160
Close 117-280 118-005 0-045 0.1% 117-265
Range 0-047 0-075 0-027 57.9% 0-158
ATR 0-063 0-064 0-001 1.4% 0-000
Volume 1,410 6,005 4,595 325.9% 5,043
Daily Pivots for day following 03-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-218 118-187 118-046
R3 118-143 118-112 118-026
R2 118-068 118-068 118-019
R1 118-037 118-037 118-012 118-052
PP 117-313 117-313 117-313 118-001
S1 117-282 117-282 117-318 117-298
S2 117-238 117-238 117-311
S3 117-163 117-207 117-304
S4 117-088 117-132 117-284
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
5 118-025 117-195 0-150 0.4% 0-062 0.2% 87% True False 2,714
10 118-025 117-160 0-185 0.5% 0-068 0.2% 89% True False 1,913
20 118-025 117-035 0-310 0.8% 0-063 0.2% 94% True False 1,229
40 118-050 117-033 1-018 0.9% 0-036 0.1% 87% False False 708
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-024
2.618 118-221
1.618 118-146
1.000 118-100
0.618 118-071
HIGH 118-025
0.618 117-316
0.500 117-308
0.382 117-299
LOW 117-270
0.618 117-224
1.000 117-195
1.618 117-149
2.618 117-074
4.250 116-271
Fisher Pivots for day following 03-Aug-2017
Pivot 1 day 3 day
R1 117-319 117-312
PP 117-313 117-299
S1 117-308 117-286

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

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