ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 118-178 118-310 0-133 0.3% 117-255
High 118-225 118-310 0-085 0.2% 118-225
Low 118-135 118-162 0-027 0.1% 117-225
Close 118-200 118-180 -0-020 -0.1% 118-200
Range 0-090 0-148 0-058 63.9% 1-000
ATR 0-113 0-116 0-002 2.2% 0-000
Volume 692,044 520,280 -171,764 -24.8% 2,761,217
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 120-020 119-248 118-261
R3 119-193 119-100 118-221
R2 119-045 119-045 118-207
R1 118-273 118-273 118-194 118-245
PP 118-218 118-218 118-218 118-204
S1 118-125 118-125 118-166 118-097
S2 118-070 118-070 118-153
S3 117-242 117-297 118-139
S4 117-095 117-150 118-099
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 121-110 120-315 119-056
R3 120-110 119-315 118-288
R2 119-110 119-110 118-259
R1 118-315 118-315 118-229 119-052
PP 118-110 118-110 118-110 118-139
S1 117-315 117-315 118-171 118-052
S2 117-110 117-110 118-141
S3 116-110 116-315 118-112
S4 115-110 115-315 118-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-310 117-225 1-085 1.1% 0-120 0.3% 68% True False 656,299
10 118-310 117-215 1-095 1.1% 0-124 0.3% 69% True False 742,758
20 118-310 117-033 1-278 1.6% 0-108 0.3% 78% True False 722,506
40 118-310 116-155 2-155 2.1% 0-107 0.3% 84% True False 788,268
60 118-310 116-155 2-155 2.1% 0-105 0.3% 84% True False 536,618
80 118-310 116-155 2-155 2.1% 0-095 0.2% 84% True False 402,566
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 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-297
2.618 120-056
1.618 119-229
1.000 119-138
0.618 119-081
HIGH 118-310
0.618 118-254
0.500 118-236
0.382 118-219
LOW 118-162
0.618 118-071
1.000 118-015
1.618 117-244
2.618 117-096
4.250 116-176
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 118-236 118-183
PP 118-218 118-182
S1 118-199 118-181

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

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