ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 07-Aug-2017
Day Change Summary
Previous Current
04-Aug-2017 07-Aug-2017 Change Change % Previous Week
Open 118-005 117-278 -0-047 -0.1% 117-265
High 118-013 117-302 -0-030 -0.1% 118-025
Low 117-250 117-255 0-005 0.0% 117-227
Close 117-278 117-300 0-022 0.1% 117-278
Range 0-082 0-047 -0-035 -42.4% 0-118
ATR 0-065 0-064 -0-001 -1.9% 0-000
Volume 2,546 2,173 -373 -14.7% 15,476
Daily Pivots for day following 07-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-108 118-092 118-006
R3 118-061 118-044 117-313
R2 118-013 118-013 117-309
R1 117-317 117-317 117-304 118-005
PP 117-286 117-286 117-286 117-290
S1 117-269 117-269 117-296 117-278
S2 117-238 117-238 117-291
S3 117-191 117-222 117-287
S4 117-143 117-174 117-274
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% 0-067 0.2% 62% False False 3,526
10 118-025 117-160 0-185 0.5% 0-072 0.2% 76% False False 2,163
20 118-025 117-053 0-292 0.8% 0-066 0.2% 85% False False 1,430
40 118-050 117-033 1-018 0.9% 0-040 0.1% 79% False False 826
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 0-015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-184
2.618 118-107
1.618 118-059
1.000 118-030
0.618 118-012
HIGH 117-302
0.618 117-284
0.500 117-279
0.382 117-273
LOW 117-255
0.618 117-226
1.000 117-208
1.618 117-178
2.618 117-131
4.250 117-053
Fisher Pivots for day following 07-Aug-2017
Pivot 1 day 3 day
R1 117-293 117-299
PP 117-286 117-298
S1 117-279 117-298

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

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