ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 01-May-2017
Day Change Summary
Previous Current
28-Apr-2017 01-May-2017 Change Change % Previous Week
Open 117-193 117-265 0-072 0.2% 117-210
High 117-280 117-278 -0-002 0.0% 117-302
Low 117-193 117-200 0-007 0.0% 117-167
Close 117-267 117-220 -0-047 -0.1% 117-267
Range 0-087 0-078 -0-010 -11.4% 0-135
ATR 0-089 0-088 -0-001 -0.9% 0-000
Volume 822 458 -364 -44.3% 6,220
Daily Pivots for day following 01-May-2017
Classic Woodie Camarilla DeMark
R4 118-145 118-100 117-263
R3 118-068 118-023 117-241
R2 117-310 117-310 117-234
R1 117-265 117-265 117-227 117-249
PP 117-233 117-233 117-233 117-224
S1 117-187 117-187 117-213 117-171
S2 117-155 117-155 117-206
S3 117-077 117-110 117-199
S4 117-000 117-032 117-177
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-011 118-274 118-022
R3 118-196 118-139 117-305
R2 118-061 118-061 117-292
R1 118-004 118-004 117-280 118-032
PP 117-246 117-246 117-246 117-260
S1 117-189 117-189 117-255 117-217
S2 117-111 117-111 117-243
S3 116-296 117-054 117-230
S4 116-161 116-239 117-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-298 117-175 0-122 0.3% 0-082 0.2% 37% False False 1,014
10 118-127 117-167 0-280 0.7% 0-092 0.2% 19% False False 1,232
20 118-127 117-053 1-075 1.0% 0-091 0.2% 42% False False 737
40 118-127 116-002 2-125 2.0% 0-049 0.1% 70% False False 370
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-287
2.618 118-160
1.618 118-083
1.000 118-035
0.618 118-005
HIGH 117-278
0.618 117-248
0.500 117-239
0.382 117-230
LOW 117-200
0.618 117-152
1.000 117-122
1.618 117-075
2.618 116-317
4.250 116-191
Fisher Pivots for day following 01-May-2017
Pivot 1 day 3 day
R1 117-239 117-240
PP 117-233 117-233
S1 117-226 117-227

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

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