ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 21-Apr-2017
Day Change Summary
Previous Current
20-Apr-2017 21-Apr-2017 Change Change % Previous Week
Open 118-010 118-053 0-042 0.1% 118-118
High 118-085 118-073 -0-012 0.0% 118-127
Low 117-315 118-005 0-010 0.0% 117-302
Close 118-010 118-035 0-025 0.1% 118-035
Range 0-090 0-068 -0-022 -25.0% 0-145
ATR 0-085 0-084 -0-001 -1.5% 0-000
Volume 469 1,833 1,364 290.8% 6,268
Daily Pivots for day following 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-240 118-205 118-072
R3 118-173 118-138 118-054
R2 118-105 118-105 118-047
R1 118-070 118-070 118-041 118-054
PP 118-038 118-038 118-038 118-029
S1 118-002 118-002 118-029 117-306
S2 117-290 117-290 118-023
S3 117-222 117-255 118-016
S4 117-155 117-187 117-318
Weekly Pivots for week ending 21-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-163 119-084 118-115
R3 119-018 118-259 118-075
R2 118-193 118-193 118-062
R1 118-114 118-114 118-048 118-081
PP 118-048 118-048 118-048 118-032
S1 117-289 117-289 118-022 117-256
S2 117-223 117-223 118-008
S3 117-078 117-144 117-315
S4 116-253 116-319 117-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-127 117-302 0-145 0.4% 0-101 0.3% 36% False False 1,253
10 118-127 117-053 1-075 1.0% 0-104 0.3% 77% False False 801
20 118-127 116-295 1-152 1.3% 0-068 0.2% 80% False False 406
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-039
2.618 118-249
1.618 118-182
1.000 118-140
0.618 118-114
HIGH 118-073
0.618 118-047
0.500 118-039
0.382 118-031
LOW 118-005
0.618 117-283
1.000 117-257
1.618 117-216
2.618 117-148
4.250 117-038
Fisher Pivots for day following 21-Apr-2017
Pivot 1 day 3 day
R1 118-039 118-055
PP 118-038 118-048
S1 118-036 118-042

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

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