ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 19-Apr-2017
Day Change Summary
Previous Current
18-Apr-2017 19-Apr-2017 Change Change % Previous Week
Open 118-110 118-082 -0-028 -0.1% 117-098
High 118-127 118-115 -0-012 0.0% 118-042
Low 117-307 118-042 0-055 0.1% 117-053
Close 118-110 118-082 -0-028 -0.1% 118-020
Range 0-140 0-073 -0-067 -48.2% 0-310
ATR 0-085 0-084 -0-001 -1.1% 0-000
Volume 1,354 1,993 639 47.2% 1,747
Daily Pivots for day following 19-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-298 118-263 118-122
R3 118-225 118-190 118-102
R2 118-153 118-153 118-096
R1 118-118 118-118 118-089 118-119
PP 118-080 118-080 118-080 118-081
S1 118-045 118-045 118-076 118-046
S2 118-007 118-007 118-069
S3 117-255 117-292 118-063
S4 117-182 117-220 118-043
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
5 118-127 117-187 0-260 0.7% 0-113 0.3% 83% False False 1,039
10 118-127 117-053 1-075 1.0% 0-102 0.3% 89% False False 576
20 118-127 116-295 1-152 1.2% 0-060 0.2% 90% False False 291
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0-025
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-103
2.618 118-305
1.618 118-232
1.000 118-188
0.618 118-160
HIGH 118-115
0.618 118-087
0.500 118-079
0.382 118-070
LOW 118-042
0.618 117-318
1.000 117-290
1.618 117-245
2.618 117-173
4.250 117-054
Fisher Pivots for day following 19-Apr-2017
Pivot 1 day 3 day
R1 118-081 118-073
PP 118-080 118-064
S1 118-079 118-055

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

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