ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 117-315 117-295 -0-020 -0.1% 118-127
High 118-010 118-027 0-017 0.0% 118-155
Low 117-265 117-267 0-002 0.0% 117-280
Close 117-278 117-275 -0-002 0.0% 118-035
Range 0-065 0-080 0-015 23.0% 0-195
ATR 0-099 0-098 -0-001 -1.4% 0-000
Volume 567,885 598,323 30,438 5.4% 3,387,757
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 118-217 118-166 117-319
R3 118-137 118-086 117-297
R2 118-057 118-057 117-290
R1 118-006 118-006 117-282 117-311
PP 117-297 117-297 117-297 117-289
S1 117-246 117-246 117-268 117-231
S2 117-217 117-217 117-260
S3 117-137 117-166 117-253
S4 117-057 117-086 117-231
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 119-315 119-210 118-142
R3 119-120 119-015 118-089
R2 118-245 118-245 118-071
R1 118-140 118-140 118-053 118-095
PP 118-050 118-050 118-050 118-028
S1 117-265 117-265 118-017 117-220
S2 117-175 117-175 117-319
S3 116-300 117-070 117-301
S4 116-105 116-195 117-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-265 0-135 0.4% 0-083 0.2% 7% False False 643,839
10 118-155 117-265 0-210 0.6% 0-083 0.2% 5% False False 666,407
20 118-310 117-265 1-045 1.0% 0-096 0.3% 3% False False 666,591
40 118-310 116-185 2-125 2.0% 0-103 0.3% 54% False False 704,006
60 118-310 116-155 2-155 2.1% 0-103 0.3% 55% False False 720,723
80 118-310 116-155 2-155 2.1% 0-102 0.3% 55% False False 545,474
100 118-310 116-155 2-155 2.1% 0-091 0.2% 55% False False 436,395
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-047
2.618 118-237
1.618 118-157
1.000 118-107
0.618 118-077
HIGH 118-027
0.618 117-317
0.500 117-307
0.382 117-298
LOW 117-267
0.618 117-218
1.000 117-187
1.618 117-138
2.618 117-058
4.250 116-247
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 117-307 118-006
PP 117-297 117-309
S1 117-286 117-292

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

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