ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 26-Apr-2017
Day Change Summary
Previous Current
25-Apr-2017 26-Apr-2017 Change Change % Previous Week
Open 117-242 117-210 -0-032 -0.1% 118-118
High 117-298 117-253 -0-045 -0.1% 118-127
Low 117-193 117-175 -0-018 0.0% 117-302
Close 117-213 117-240 0-027 0.1% 118-035
Range 0-105 0-078 -0-027 -26.2% 0-145
ATR 0-092 0-091 -0-001 -1.1% 0-000
Volume 642 1,258 616 96.0% 6,268
Daily Pivots for day following 26-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-135 118-105 117-283
R3 118-058 118-028 117-261
R2 117-300 117-300 117-254
R1 117-270 117-270 117-247 117-285
PP 117-223 117-223 117-223 117-230
S1 117-193 117-193 117-233 117-208
S2 117-145 117-145 117-226
S3 117-067 117-115 117-219
S4 116-310 117-037 117-197
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
5 118-085 117-167 0-238 0.6% 0-095 0.3% 31% False False 1,161
10 118-127 117-167 0-280 0.7% 0-104 0.3% 26% False False 1,100
20 118-127 116-295 1-152 1.3% 0-084 0.2% 56% False False 581
40 118-127 116-002 2-125 2.0% 0-043 0.1% 73% False False 290
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-262
2.618 118-135
1.618 118-058
1.000 118-010
0.618 117-300
HIGH 117-253
0.618 117-223
0.500 117-214
0.382 117-205
LOW 117-175
0.618 117-127
1.000 117-098
1.618 117-050
2.618 116-292
4.250 116-166
Fisher Pivots for day following 26-Apr-2017
Pivot 1 day 3 day
R1 117-231 117-238
PP 117-223 117-237
S1 117-214 117-235

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

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