ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 10-Aug-2017
Day Change Summary
Previous Current
09-Aug-2017 10-Aug-2017 Change Change % Previous Week
Open 117-318 117-310 -0-007 0.0% 117-265
High 118-053 118-055 0-002 0.0% 118-025
Low 117-302 117-305 0-002 0.0% 117-227
Close 118-007 118-035 0-028 0.1% 117-278
Range 0-070 0-070 0-000 0.0% 0-118
ATR 0-066 0-066 0-000 0.5% 0-000
Volume 2,047 6,858 4,811 235.0% 15,476
Daily Pivots for day following 10-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-235 118-205 118-074
R3 118-165 118-135 118-054
R2 118-095 118-095 118-048
R1 118-065 118-065 118-041 118-080
PP 118-025 118-025 118-025 118-033
S1 117-315 117-315 118-029 118-010
S2 117-275 117-275 118-022
S3 117-205 117-245 118-016
S4 117-135 117-175 117-316
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
5 118-055 117-250 0-125 0.3% 0-064 0.2% 84% True False 3,611
10 118-055 117-195 0-180 0.5% 0-063 0.2% 89% True False 3,163
20 118-055 117-147 0-228 0.6% 0-064 0.2% 91% True False 1,960
40 118-055 117-033 1-022 0.9% 0-044 0.1% 94% True False 1,159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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
Fibonacci Retracements and Extensions
4.250 119-033
2.618 118-238
1.618 118-168
1.000 118-125
0.618 118-098
HIGH 118-055
0.618 118-028
0.500 118-020
0.382 118-012
LOW 117-305
0.618 117-262
1.000 117-235
1.618 117-192
2.618 117-122
4.250 117-007
Fisher Pivots for day following 10-Aug-2017
Pivot 1 day 3 day
R1 118-030 118-021
PP 118-025 118-008
S1 118-020 117-314

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

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