ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 03-Apr-2017
Day Change Summary
Previous Current
31-Mar-2017 03-Apr-2017 Change Change % Previous Week
Open 117-178 117-240 0-062 0.2% 117-190
High 117-240 118-033 0-113 0.3% 117-287
Low 117-162 117-215 0-053 0.1% 117-147
Close 117-233 117-313 0-080 0.2% 117-233
Range 0-078 0-138 0-060 77.4% 0-140
ATR 0-099 0-102 0-003 2.8% 0-000
Volume 854,238 766,700 -87,538 -10.2% 3,528,863
Daily Pivots for day following 03-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-066 119-007 118-068
R3 118-248 118-189 118-030
R2 118-111 118-111 118-018
R1 118-052 118-052 118-005 118-081
PP 117-293 117-293 117-293 117-308
S1 117-234 117-234 117-300 117-264
S2 117-156 117-156 117-287
S3 117-018 117-097 117-275
S4 116-201 116-279 117-237
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-002 118-258 117-310
R3 118-182 118-118 117-271
R2 118-042 118-042 117-258
R1 117-298 117-298 117-245 118-010
PP 117-222 117-222 117-222 117-239
S1 117-158 117-158 117-220 117-190
S2 117-082 117-082 117-207
S3 116-262 117-018 117-194
S4 116-122 116-198 117-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-033 117-147 0-205 0.5% 0-100 0.3% 80% True False 738,867
10 118-033 117-047 0-305 0.8% 0-098 0.3% 87% True False 731,788
20 118-033 116-155 1-198 1.4% 0-098 0.3% 92% True False 703,582
40 118-050 116-155 1-215 1.4% 0-100 0.3% 89% False False 633,990
60 118-050 116-155 1-215 1.4% 0-103 0.3% 89% False False 425,737
80 118-050 116-155 1-215 1.4% 0-082 0.2% 89% False False 319,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 119-297
2.618 119-072
1.618 118-255
1.000 118-170
0.618 118-117
HIGH 118-033
0.618 117-300
0.500 117-284
0.382 117-268
LOW 117-215
0.618 117-130
1.000 117-078
1.618 116-313
2.618 116-175
4.250 115-271
Fisher Pivots for day following 03-Apr-2017
Pivot 1 day 3 day
R1 117-303 117-293
PP 117-293 117-274
S1 117-284 117-255

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

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