ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 11-Aug-2017
Day Change Summary
Previous Current
10-Aug-2017 11-Aug-2017 Change Change % Previous Week
Open 117-310 118-060 0-070 0.2% 117-278
High 118-055 118-120 0-065 0.2% 118-120
Low 117-305 118-042 0-058 0.2% 117-253
Close 118-035 118-110 0-075 0.2% 118-110
Range 0-070 0-078 0-007 10.7% 0-187
ATR 0-066 0-067 0-001 2.1% 0-000
Volume 6,858 17,048 10,190 148.6% 32,560
Daily Pivots for day following 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-003 118-294 118-153
R3 118-246 118-217 118-131
R2 118-168 118-168 118-124
R1 118-139 118-139 118-117 118-154
PP 118-091 118-091 118-091 118-098
S1 118-062 118-062 118-103 118-076
S2 118-013 118-013 118-096
S3 117-256 117-304 118-089
S4 117-178 117-227 118-067
Weekly Pivots for week ending 11-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-297 119-231 118-213
R3 119-109 119-043 118-162
R2 118-242 118-242 118-144
R1 118-176 118-176 118-127 118-209
PP 118-054 118-054 118-054 118-071
S1 117-308 117-308 118-093 118-021
S2 117-187 117-187 118-076
S3 116-319 117-121 118-058
S4 116-132 116-253 118-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-120 117-253 0-187 0.5% 0-063 0.2% 95% True False 6,512
10 118-120 117-227 0-213 0.6% 0-063 0.2% 95% True False 4,803
20 118-120 117-160 0-280 0.7% 0-062 0.2% 96% True False 2,798
40 118-120 117-033 1-087 1.1% 0-046 0.1% 98% True False 1,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-129
2.618 119-003
1.618 118-245
1.000 118-198
0.618 118-168
HIGH 118-120
0.618 118-090
0.500 118-081
0.382 118-072
LOW 118-042
0.618 117-315
1.000 117-285
1.618 117-237
2.618 117-160
4.250 117-033
Fisher Pivots for day following 11-Aug-2017
Pivot 1 day 3 day
R1 118-100 118-090
PP 118-091 118-071
S1 118-081 118-051

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

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