ECBOT 5 Year T-Note Future December 2017


Trading Metrics calculated at close of trading on 21-Aug-2017
Day Change Summary
Previous Current
18-Aug-2017 21-Aug-2017 Change Change % Previous Week
Open 118-100 118-065 -0-035 -0.1% 118-082
High 118-135 118-113 -0-022 -0.1% 118-135
Low 118-047 118-055 0-008 0.0% 117-280
Close 118-080 118-105 0-025 0.1% 118-080
Range 0-088 0-058 -0-030 -34.3% 0-175
ATR 0-074 0-073 -0-001 -1.6% 0-000
Volume 69,405 43,197 -26,208 -37.8% 236,387
Daily Pivots for day following 21-Aug-2017
Classic Woodie Camarilla DeMark
R4 118-263 118-242 118-137
R3 118-206 118-184 118-121
R2 118-148 118-148 118-116
R1 118-127 118-127 118-110 118-138
PP 118-091 118-091 118-091 118-096
S1 118-069 118-069 118-100 118-080
S2 118-033 118-033 118-094
S3 117-296 118-012 118-089
S4 117-238 117-274 118-073
Weekly Pivots for week ending 18-Aug-2017
Classic Woodie Camarilla DeMark
R4 119-263 119-187 118-176
R3 119-088 119-012 118-128
R2 118-233 118-233 118-112
R1 118-157 118-157 118-096 118-108
PP 118-058 118-058 118-058 118-034
S1 117-302 117-302 118-064 117-252
S2 117-203 117-203 118-048
S3 117-028 117-127 118-032
S4 116-173 116-272 117-304
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-135 117-280 0-175 0.5% 0-082 0.2% 83% False False 50,128
10 118-135 117-253 0-202 0.5% 0-072 0.2% 85% False False 30,997
20 118-135 117-160 0-295 0.8% 0-072 0.2% 90% False False 16,580
40 118-135 117-033 1-102 1.1% 0-057 0.2% 93% False False 8,575
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-037
2.618 118-263
1.618 118-206
1.000 118-170
0.618 118-148
HIGH 118-113
0.618 118-091
0.500 118-084
0.382 118-077
LOW 118-055
0.618 118-019
1.000 117-318
1.618 117-282
2.618 117-224
4.250 117-131
Fisher Pivots for day following 21-Aug-2017
Pivot 1 day 3 day
R1 118-098 118-094
PP 118-091 118-082
S1 118-084 118-071

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

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