ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 14-Jun-2017
Day Change Summary
Previous Current
13-Jun-2017 14-Jun-2017 Change Change % Previous Week
Open 118-213 118-225 0-012 0.0% 118-302
High 118-225 119-062 0-158 0.4% 119-030
Low 118-195 118-213 0-018 0.0% 118-198
Close 118-218 118-293 0-075 0.2% 118-238
Range 0-030 0-170 0-140 466.9% 0-153
ATR 0-074 0-081 0-007 9.2% 0-000
Volume 11,363 15,722 4,359 38.4% 235,521
Daily Pivots for day following 14-Jun-2017
Classic Woodie Camarilla DeMark
R4 120-166 120-079 119-066
R3 119-316 119-229 119-019
R2 119-146 119-146 119-004
R1 119-059 119-059 118-308 119-102
PP 118-296 118-296 118-296 118-318
S1 118-209 118-209 118-277 118-253
S2 118-126 118-126 118-261
S3 117-276 118-039 118-246
S4 117-106 117-189 118-199
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
5 119-062 118-195 0-187 0.5% 0-081 0.2% 52% True False 26,201
10 119-062 118-195 0-187 0.5% 0-075 0.2% 52% True False 40,497
20 119-062 118-102 0-280 0.7% 0-078 0.2% 68% True False 601,712
40 119-062 117-253 1-130 1.2% 0-082 0.2% 80% True False 632,934
60 119-062 117-047 2-015 1.7% 0-092 0.2% 86% True False 667,965
80 119-062 116-155 2-227 2.3% 0-095 0.2% 90% True False 719,060
100 119-062 116-155 2-227 2.3% 0-096 0.3% 90% True False 582,945
120 119-062 116-155 2-227 2.3% 0-092 0.2% 90% True False 485,871
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 0-010
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 121-145
2.618 120-188
1.618 120-018
1.000 119-232
0.618 119-168
HIGH 119-062
0.618 118-318
0.500 118-298
0.382 118-277
LOW 118-213
0.618 118-107
1.000 118-043
1.618 117-257
2.618 117-087
4.250 116-130
Fisher Pivots for day following 14-Jun-2017
Pivot 1 day 3 day
R1 118-298 118-291
PP 118-296 118-290
S1 118-294 118-289

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

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