ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 12-Jun-2017
Day Change Summary
Previous Current
09-Jun-2017 12-Jun-2017 Change Change % Previous Week
Open 118-282 118-230 -0-052 -0.1% 118-302
High 118-298 118-250 -0-047 -0.1% 119-030
Low 118-198 118-202 0-005 0.0% 118-198
Close 118-238 118-218 -0-020 -0.1% 118-238
Range 0-100 0-048 -0-052 -52.5% 0-153
ATR 0-080 0-078 -0-002 -2.9% 0-000
Volume 58,778 6,040 -52,738 -89.7% 235,521
Daily Pivots for day following 12-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-046 119-019 118-244
R3 118-318 118-292 118-231
R2 118-271 118-271 118-226
R1 118-244 118-244 118-222 118-234
PP 118-223 118-223 118-223 118-218
S1 118-197 118-197 118-213 118-186
S2 118-176 118-176 118-209
S3 118-128 118-149 118-204
S4 118-081 118-102 118-191
Weekly Pivots for week ending 09-Jun-2017
Classic Woodie Camarilla DeMark
R4 120-079 119-311 119-001
R3 119-247 119-158 118-279
R2 119-094 119-094 118-265
R1 119-006 119-006 118-251 118-294
PP 118-262 118-262 118-262 118-246
S1 118-173 118-173 118-224 118-141
S2 118-109 118-109 118-210
S3 117-277 118-021 118-196
S4 117-124 117-188 118-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-030 118-198 0-153 0.4% 0-068 0.2% 13% False False 40,470
10 119-030 118-175 0-175 0.5% 0-069 0.2% 24% False False 198,800
20 119-030 118-062 0-288 0.8% 0-074 0.2% 54% False False 658,509
40 119-030 117-253 1-098 1.1% 0-084 0.2% 68% False False 664,809
60 119-030 116-295 2-055 1.8% 0-091 0.2% 81% False False 683,411
80 119-030 116-155 2-195 2.2% 0-095 0.3% 84% False False 721,139
100 119-030 116-155 2-195 2.2% 0-096 0.3% 84% False False 582,726
120 119-030 116-155 2-195 2.2% 0-090 0.2% 84% False False 485,645
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-012
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-132
2.618 119-054
1.618 119-007
1.000 118-298
0.618 118-279
HIGH 118-250
0.618 118-232
0.500 118-226
0.382 118-221
LOW 118-202
0.618 118-173
1.000 118-155
1.618 118-126
2.618 118-078
4.250 118-001
Fisher Pivots for day following 12-Jun-2017
Pivot 1 day 3 day
R1 118-226 118-248
PP 118-223 118-238
S1 118-220 118-228

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

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