ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 09-May-2017
Day Change Summary
Previous Current
08-May-2017 09-May-2017 Change Change % Previous Week
Open 117-178 117-105 -0-073 -0.2% 117-265
High 117-210 117-118 -0-093 -0.2% 117-293
Low 117-125 117-082 -0-042 -0.1% 117-135
Close 117-150 117-095 -0-055 -0.1% 117-175
Range 0-085 0-035 -0-050 -58.8% 0-158
ATR 0-086 0-085 -0-001 -1.5% 0-000
Volume 7,277 10,481 3,204 44.0% 15,047
Daily Pivots for day following 09-May-2017
Classic Woodie Camarilla DeMark
R4 117-203 117-184 117-114
R3 117-168 117-149 117-105
R2 117-133 117-133 117-101
R1 117-114 117-114 117-098 117-106
PP 117-098 117-098 117-098 117-094
S1 117-079 117-079 117-092 117-071
S2 117-063 117-063 117-089
S3 117-028 117-044 117-085
S4 116-313 117-009 117-076
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 119-033 118-262 117-262
R3 118-196 118-104 117-218
R2 118-038 118-038 117-204
R1 117-267 117-267 117-189 117-234
PP 117-201 117-201 117-201 117-184
S1 117-109 117-109 117-161 117-076
S2 117-043 117-043 117-146
S3 116-206 116-272 117-132
S4 116-048 116-114 117-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-287 117-082 0-205 0.5% 0-065 0.2% 6% False True 6,245
10 117-293 117-082 0-210 0.6% 0-072 0.2% 6% False True 3,677
20 118-127 117-082 1-045 1.0% 0-088 0.2% 3% False True 2,352
40 118-127 116-013 2-115 2.0% 0-059 0.2% 53% False False 1,178
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 0-015
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 117-266
2.618 117-209
1.618 117-174
1.000 117-153
0.618 117-139
HIGH 117-118
0.618 117-104
0.500 117-100
0.382 117-096
LOW 117-082
0.618 117-061
1.000 117-047
1.618 117-026
2.618 116-311
4.250 116-254
Fisher Pivots for day following 09-May-2017
Pivot 1 day 3 day
R1 117-100 117-146
PP 117-098 117-129
S1 117-097 117-112

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

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