ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 13-Apr-2017
Day Change Summary
Previous Current
12-Apr-2017 13-Apr-2017 Change Change % Previous Week
Open 117-220 118-027 0-127 0.3% 117-073
High 117-318 118-042 0-045 0.1% 117-240
Low 117-187 117-278 0-090 0.2% 117-067
Close 117-220 118-020 0-120 0.3% 117-070
Range 0-130 0-085 -0-045 -34.6% 0-173
ATR 0-072 0-077 0-005 7.0% 0-000
Volume 1,037 196 -841 -81.1% 59
Daily Pivots for day following 13-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-262 118-226 118-067
R3 118-177 118-141 118-043
R2 118-092 118-092 118-036
R1 118-056 118-056 118-028 118-031
PP 118-007 118-007 118-007 117-314
S1 117-291 117-291 118-012 117-266
S2 117-242 117-242 118-004
S3 117-157 117-206 117-317
S4 117-072 117-121 117-293
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-003 118-209 117-165
R3 118-151 118-037 117-117
R2 117-298 117-298 117-102
R1 117-184 117-184 117-086 117-155
PP 117-126 117-126 117-126 117-111
S1 117-012 117-012 117-054 116-302
S2 116-273 116-273 117-038
S3 116-101 116-159 117-023
S4 115-248 115-307 116-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-042 117-053 0-310 0.8% 0-107 0.3% 93% True False 349
10 118-042 116-310 1-052 1.0% 0-083 0.2% 94% True False 180
20 118-042 116-180 1-182 1.3% 0-042 0.1% 96% True False 92
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 119-084
2.618 118-265
1.618 118-180
1.000 118-127
0.618 118-095
HIGH 118-042
0.618 118-010
0.500 118-000
0.382 117-310
LOW 117-278
0.618 117-225
1.000 117-193
1.618 117-140
2.618 117-055
4.250 116-236
Fisher Pivots for day following 13-Apr-2017
Pivot 1 day 3 day
R1 118-013 117-310
PP 118-007 117-281
S1 118-000 117-251

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

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