ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 16-Aug-2017
Day Change Summary
Previous Current
15-Aug-2017 16-Aug-2017 Change Change % Previous Week
Open 118-038 117-300 -0-058 -0.2% 117-278
High 118-038 118-060 0-022 0.1% 118-120
Low 117-285 117-280 -0-005 0.0% 117-253
Close 117-305 118-047 0-062 0.2% 118-110
Range 0-073 0-100 0-027 37.9% 0-187
ATR 0-069 0-071 0-002 3.2% 0-000
Volume 50,764 51,578 814 1.6% 32,560
Daily Pivots for day following 16-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-002 118-285 118-102
R3 118-222 118-185 118-075
R2 118-122 118-122 118-066
R1 118-085 118-085 118-057 118-104
PP 118-022 118-022 118-022 118-032
S1 117-305 117-305 118-038 118-004
S2 117-242 117-242 118-029
S3 117-142 117-205 118-020
S4 117-042 117-105 117-312
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
5 118-120 117-280 0-160 0.4% 0-072 0.2% 55% False True 31,037
10 118-120 117-250 0-190 0.5% 0-068 0.2% 62% False False 17,239
20 118-120 117-160 0-280 0.7% 0-067 0.2% 74% False False 9,297
40 118-120 117-033 1-087 1.1% 0-052 0.1% 82% False False 4,868
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 119-165
2.618 119-002
1.618 118-222
1.000 118-160
0.618 118-122
HIGH 118-060
0.618 118-022
0.500 118-010
0.382 117-318
LOW 117-280
0.618 117-218
1.000 117-180
1.618 117-118
2.618 117-018
4.250 116-175
Fisher Pivots for day following 16-Aug-2017
Pivot 1 day 3 day
R1 118-035 118-039
PP 118-022 118-031
S1 118-010 118-022

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

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