ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 09-Aug-2017
Day Change Summary
Previous Current
08-Aug-2017 09-Aug-2017 Change Change % Previous Week
Open 117-300 117-318 0-018 0.0% 117-265
High 117-302 118-053 0-070 0.2% 118-025
Low 117-253 117-302 0-050 0.1% 117-227
Close 117-270 118-007 0-057 0.2% 117-278
Range 0-050 0-070 0-020 40.1% 0-118
ATR 0-063 0-066 0-003 4.5% 0-000
Volume 4,434 2,047 -2,387 -53.8% 15,476
Daily Pivots for day following 09-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-224 118-186 118-046
R3 118-154 118-116 118-027
R2 118-084 118-084 118-020
R1 118-046 118-046 118-014 118-065
PP 118-014 118-014 118-014 118-024
S1 117-296 117-296 118-001 117-315
S2 117-264 117-264 117-315
S3 117-194 117-226 117-308
S4 117-124 117-156 117-289
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
5 118-053 117-250 0-122 0.3% 0-065 0.2% 63% True False 3,441
10 118-053 117-195 0-178 0.5% 0-060 0.2% 75% True False 2,524
20 118-053 117-122 0-250 0.7% 0-064 0.2% 82% True False 1,651
40 118-053 117-033 1-020 0.9% 0-043 0.1% 87% True False 988
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 0-011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-030
2.618 118-236
1.618 118-166
1.000 118-123
0.618 118-096
HIGH 118-053
0.618 118-026
0.500 118-018
0.382 118-009
LOW 117-302
0.618 117-259
1.000 117-232
1.618 117-189
2.618 117-119
4.250 117-005
Fisher Pivots for day following 09-Aug-2017
Pivot 1 day 3 day
R1 118-018 118-002
PP 118-014 117-318
S1 118-011 117-313

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

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