ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 17-Apr-2017
Day Change Summary
Previous Current
13-Apr-2017 17-Apr-2017 Change Change % Previous Week
Open 118-027 118-118 0-090 0.2% 117-098
High 118-042 118-118 0-075 0.2% 118-042
Low 117-278 117-302 0-025 0.1% 117-053
Close 118-020 117-315 -0-025 -0.1% 118-020
Range 0-085 0-135 0-050 58.8% 0-310
ATR 0-077 0-081 0-004 5.4% 0-000
Volume 196 619 423 215.8% 1,747
Daily Pivots for day following 17-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-117 119-031 118-069
R3 118-302 118-216 118-032
R2 118-167 118-167 118-020
R1 118-081 118-081 118-007 118-056
PP 118-032 118-032 118-032 118-019
S1 117-266 117-266 117-303 117-241
S2 117-217 117-217 117-290
S3 117-082 117-131 117-278
S4 116-267 116-316 117-241
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 120-222 120-111 118-190
R3 119-232 119-121 118-105
R2 118-242 118-242 118-077
R1 118-131 118-131 118-048 118-186
PP 117-252 117-252 117-252 117-279
S1 117-141 117-141 117-312 117-196
S2 116-262 116-262 117-283
S3 115-272 116-151 117-255
S4 114-282 115-161 117-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-118 117-053 1-065 1.0% 0-100 0.3% 68% True False 473
10 118-118 117-053 1-065 1.0% 0-091 0.2% 68% True False 242
20 118-118 116-230 1-207 1.4% 0-049 0.1% 77% True False 123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-051
2.618 119-151
1.618 119-016
1.000 118-253
0.618 118-201
HIGH 118-118
0.618 118-066
0.500 118-050
0.382 118-034
LOW 117-302
0.618 117-219
1.000 117-167
1.618 117-084
2.618 116-269
4.250 116-049
Fisher Pivots for day following 17-Apr-2017
Pivot 1 day 3 day
R1 118-050 117-314
PP 118-032 117-313
S1 118-013 117-312

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

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