ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 27-Apr-2017
Day Change Summary
Previous Current
26-Apr-2017 27-Apr-2017 Change Change % Previous Week
Open 117-210 117-240 0-030 0.1% 118-118
High 117-253 117-287 0-035 0.1% 118-127
Low 117-175 117-225 0-050 0.1% 117-302
Close 117-240 117-265 0-025 0.1% 118-035
Range 0-078 0-062 -0-015 -19.4% 0-145
ATR 0-091 0-089 -0-002 -2.2% 0-000
Volume 1,258 1,891 633 50.3% 6,268
Daily Pivots for day following 27-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-127 118-098 117-299
R3 118-064 118-036 117-282
R2 118-002 118-002 117-276
R1 117-293 117-293 117-271 117-307
PP 117-259 117-259 117-259 117-266
S1 117-231 117-231 117-259 117-245
S2 117-197 117-197 117-254
S3 117-134 117-168 117-248
S4 117-072 117-106 117-231
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
5 118-073 117-167 0-225 0.6% 0-090 0.2% 43% False False 1,446
10 118-127 117-167 0-280 0.7% 0-097 0.3% 35% False False 1,186
20 118-127 116-295 1-152 1.3% 0-087 0.2% 61% False False 676
40 118-127 116-002 2-125 2.0% 0-045 0.1% 76% False False 338
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-024
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118-233
2.618 118-131
1.618 118-069
1.000 118-030
0.618 118-006
HIGH 117-287
0.618 117-264
0.500 117-256
0.382 117-249
LOW 117-225
0.618 117-186
1.000 117-162
1.618 117-124
2.618 117-061
4.250 116-279
Fisher Pivots for day following 27-Apr-2017
Pivot 1 day 3 day
R1 117-262 117-255
PP 117-259 117-246
S1 117-256 117-236

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

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