ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 118-070 118-102 0-032 0.1% 118-310
High 118-115 118-147 0-032 0.1% 118-310
Low 118-038 118-082 0-045 0.1% 118-162
Close 118-102 118-125 0-022 0.1% 118-215
Range 0-078 0-065 -0-013 -16.1% 0-148
ATR 0-113 0-110 -0-003 -3.0% 0-000
Volume 794,777 636,628 -158,149 -19.9% 3,166,933
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-313 118-284 118-161
R3 118-248 118-219 118-143
R2 118-183 118-183 118-137
R1 118-154 118-154 118-131 118-169
PP 118-118 118-118 118-118 118-126
S1 118-089 118-089 118-119 118-104
S2 118-053 118-053 118-113
S3 117-308 118-024 118-107
S4 117-243 117-279 118-089
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 120-032 119-271 118-296
R3 119-204 119-123 118-256
R2 119-057 119-057 118-242
R1 118-296 118-296 118-229 118-263
PP 118-229 118-229 118-229 118-213
S1 118-148 118-148 118-201 118-115
S2 118-082 118-082 118-188
S3 117-254 118-001 118-174
S4 117-107 117-173 118-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-253 118-025 0-228 0.6% 0-092 0.2% 44% False False 660,038
10 118-310 118-025 0-285 0.8% 0-102 0.3% 35% False False 661,912
20 118-310 117-158 1-153 1.2% 0-109 0.3% 61% False False 718,709
40 118-310 116-155 2-155 2.1% 0-103 0.3% 77% False False 716,411
60 118-310 116-155 2-155 2.1% 0-104 0.3% 77% False False 624,983
80 118-310 116-155 2-155 2.1% 0-105 0.3% 77% False False 470,151
100 118-310 116-155 2-155 2.1% 0-084 0.2% 77% False False 376,121
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-022
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 119-104
2.618 118-318
1.618 118-253
1.000 118-212
0.618 118-188
HIGH 118-147
0.618 118-123
0.500 118-115
0.382 118-107
LOW 118-082
0.618 118-042
1.000 118-018
1.618 117-297
2.618 117-232
4.250 117-126
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 118-122 118-116
PP 118-118 118-107
S1 118-115 118-099

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

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