ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 15-Aug-2017
Day Change Summary
Previous Current
14-Aug-2017 15-Aug-2017 Change Change % Previous Week
Open 118-082 118-038 -0-045 -0.1% 117-278
High 118-085 118-038 -0-047 -0.1% 118-120
Low 118-045 117-285 -0-080 -0.2% 117-253
Close 118-062 117-305 -0-078 -0.2% 118-110
Range 0-040 0-073 0-033 81.3% 0-187
ATR 0-067 0-069 0-002 3.2% 0-000
Volume 28,941 50,764 21,823 75.4% 32,560
Daily Pivots for day following 15-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-213 118-172 118-025
R3 118-141 118-099 118-005
R2 118-068 118-068 117-318
R1 118-027 118-027 117-312 118-011
PP 117-316 117-316 117-316 117-308
S1 117-274 117-274 117-298 117-259
S2 117-243 117-243 117-292
S3 117-171 117-202 117-285
S4 117-098 117-129 117-265
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
5 118-120 117-285 0-155 0.4% 0-066 0.2% 13% False True 21,131
10 118-120 117-250 0-190 0.5% 0-063 0.2% 29% False False 12,222
20 118-120 117-160 0-280 0.7% 0-063 0.2% 52% False False 6,731
40 118-120 117-033 1-087 1.1% 0-049 0.1% 67% False False 3,578
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-026
2.618 118-227
1.618 118-155
1.000 118-110
0.618 118-082
HIGH 118-038
0.618 118-010
0.500 118-001
0.382 117-313
LOW 117-285
0.618 117-240
1.000 117-212
1.618 117-168
2.618 117-095
4.250 116-297
Fisher Pivots for day following 15-Aug-2017
Pivot 1 day 3 day
R1 118-001 118-042
PP 117-316 118-023
S1 117-310 118-004

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

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