ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 04-Aug-2017
Day Change Summary
Previous Current
03-Aug-2017 04-Aug-2017 Change Change % Previous Week
Open 117-275 118-005 0-050 0.1% 117-265
High 118-025 118-013 -0-012 0.0% 118-025
Low 117-270 117-250 -0-020 -0.1% 117-227
Close 118-005 117-278 -0-047 -0.1% 117-278
Range 0-075 0-082 0-008 10.0% 0-118
ATR 0-064 0-065 0-001 2.1% 0-000
Volume 6,005 2,546 -3,459 -57.6% 15,476
Daily Pivots for day following 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-214 118-168 118-003
R3 118-132 118-086 117-300
R2 118-049 118-049 117-293
R1 118-003 118-003 117-285 117-305
PP 117-287 117-287 117-287 117-278
S1 117-241 117-241 117-270 117-223
S2 117-204 117-204 117-262
S3 117-122 117-158 117-255
S4 117-039 117-076 117-232
Weekly Pivots for week ending 04-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-316 118-254 118-022
R3 118-198 118-137 117-310
R2 118-081 118-081 117-299
R1 118-019 118-019 117-288 118-050
PP 117-283 117-283 117-283 117-299
S1 117-222 117-222 117-267 117-252
S2 117-166 117-166 117-256
S3 117-048 117-104 117-245
S4 116-251 116-307 117-213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-025 117-227 0-118 0.3% 0-063 0.2% 43% False False 3,095
10 118-025 117-160 0-185 0.5% 0-073 0.2% 64% False False 2,051
20 118-025 117-053 0-292 0.8% 0-064 0.2% 77% False False 1,337
40 118-050 117-033 1-018 0.9% 0-038 0.1% 73% False False 772
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 0-013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-043
2.618 118-228
1.618 118-146
1.000 118-095
0.618 118-063
HIGH 118-013
0.618 117-301
0.500 117-291
0.382 117-282
LOW 117-250
0.618 117-199
1.000 117-168
1.618 117-117
2.618 117-034
4.250 116-219
Fisher Pivots for day following 04-Aug-2017
Pivot 1 day 3 day
R1 117-291 117-298
PP 117-287 117-291
S1 117-282 117-284

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

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