ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 117-035 116-315 -0-040 -0.1% 116-230
High 117-035 116-315 -0-040 -0.1% 117-027
Low 117-035 116-295 -0-060 -0.2% 116-230
Close 117-035 116-315 -0-040 -0.1% 117-027
Range 0-000 0-020 0-020 0-117
ATR 0-050 0-051 0-001 1.5% 0-000
Volume 0 52 52 0
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-048 117-042 117-006
R3 117-028 117-022 117-001
R2 117-008 117-008 116-319
R1 117-002 117-002 116-317 117-005
PP 116-308 116-308 116-308 116-310
S1 116-302 116-302 116-313 116-305
S2 116-288 116-288 116-311
S3 116-268 116-282 116-310
S4 116-248 116-262 116-304
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-021 117-302 117-092
R3 117-223 117-184 117-060
R2 117-106 117-106 117-049
R1 117-067 117-067 117-038 117-086
PP 116-308 116-308 116-308 116-318
S1 116-269 116-269 117-017 116-289
S2 116-191 116-191 117-006
S3 116-073 116-152 116-315
S4 115-276 116-034 116-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-055 116-295 0-080 0.2% 0-004 0.0% 25% False True 10
10 117-055 116-180 0-195 0.5% 0-002 0.0% 69% False False 5
20 117-055 116-002 1-053 1.0% 0-003 0.0% 84% False False 2
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 0-000
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-080
2.618 117-047
1.618 117-027
1.000 117-015
0.618 117-007
HIGH 116-315
0.618 116-307
0.500 116-305
0.382 116-303
LOW 116-295
0.618 116-283
1.000 116-275
1.618 116-263
2.618 116-243
4.250 116-210
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 116-312 117-005
PP 116-308 117-002
S1 116-305 116-318

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

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