ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 24-Apr-2017
Day Change Summary
Previous Current
21-Apr-2017 24-Apr-2017 Change Change % Previous Week
Open 118-053 117-210 -0-162 -0.4% 118-118
High 118-073 117-302 -0-090 -0.2% 118-127
Low 118-005 117-167 -0-158 -0.4% 117-302
Close 118-035 117-290 -0-065 -0.2% 118-035
Range 0-068 0-135 0-067 100.0% 0-145
ATR 0-084 0-091 0-007 8.9% 0-000
Volume 1,833 1,607 -226 -12.3% 6,268
Daily Pivots for day following 24-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-018 118-289 118-044
R3 118-203 118-154 118-007
R2 118-068 118-068 117-315
R1 118-019 118-019 117-302 118-044
PP 117-253 117-253 117-253 117-266
S1 117-204 117-204 117-278 117-229
S2 117-118 117-118 117-265
S3 116-303 117-069 117-253
S4 116-168 116-254 117-216
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
5 118-127 117-167 0-280 0.7% 0-101 0.3% 44% False True 1,451
10 118-127 117-053 1-075 1.0% 0-100 0.3% 60% False False 962
20 118-127 116-295 1-152 1.3% 0-074 0.2% 67% False False 486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-236
2.618 119-016
1.618 118-201
1.000 118-118
0.618 118-066
HIGH 117-302
0.618 117-251
0.500 117-235
0.382 117-219
LOW 117-167
0.618 117-084
1.000 117-032
1.618 116-269
2.618 116-134
4.250 115-234
Fisher Pivots for day following 24-Apr-2017
Pivot 1 day 3 day
R1 117-272 117-289
PP 117-253 117-287
S1 117-235 117-286

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

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