ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 25-Apr-2017
Day Change Summary
Previous Current
24-Apr-2017 25-Apr-2017 Change Change % Previous Week
Open 117-210 117-242 0-032 0.1% 118-118
High 117-302 117-298 -0-005 0.0% 118-127
Low 117-167 117-193 0-025 0.1% 117-302
Close 117-290 117-213 -0-078 -0.2% 118-035
Range 0-135 0-105 -0-030 -22.2% 0-145
ATR 0-091 0-092 0-001 1.1% 0-000
Volume 1,607 642 -965 -60.0% 6,268
Daily Pivots for day following 25-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-229 118-166 117-270
R3 118-124 118-061 117-241
R2 118-019 118-019 117-232
R1 117-276 117-276 117-222 117-255
PP 117-234 117-234 117-234 117-224
S1 117-171 117-171 117-203 117-150
S2 117-129 117-129 117-193
S3 117-024 117-066 117-184
S4 116-239 116-281 117-155
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
5 118-115 117-167 0-268 0.7% 0-094 0.2% 17% False False 1,308
10 118-127 117-140 0-307 0.8% 0-105 0.3% 24% False False 1,026
20 118-127 116-295 1-152 1.3% 0-080 0.2% 50% False False 518
40 118-127 116-002 2-125 2.0% 0-041 0.1% 69% False False 259
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-104
2.618 118-252
1.618 118-147
1.000 118-082
0.618 118-042
HIGH 117-298
0.618 117-257
0.500 117-245
0.382 117-233
LOW 117-193
0.618 117-128
1.000 117-088
1.618 117-023
2.618 116-238
4.250 116-066
Fisher Pivots for day following 25-Apr-2017
Pivot 1 day 3 day
R1 117-245 117-280
PP 117-234 117-258
S1 117-223 117-235

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

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