ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 10-May-2017
Day Change Summary
Previous Current
09-May-2017 10-May-2017 Change Change % Previous Week
Open 117-105 117-130 0-025 0.1% 117-265
High 117-118 117-165 0-047 0.1% 117-293
Low 117-082 117-087 0-005 0.0% 117-135
Close 117-095 117-093 -0-002 0.0% 117-175
Range 0-035 0-078 0-042 121.4% 0-158
ATR 0-085 0-084 -0-001 -0.6% 0-000
Volume 10,481 6,179 -4,302 -41.0% 15,047
Daily Pivots for day following 10-May-2017
Classic Woodie Camarilla DeMark
R4 118-028 117-298 117-135
R3 117-270 117-220 117-114
R2 117-193 117-193 117-107
R1 117-143 117-143 117-100 117-129
PP 117-115 117-115 117-115 117-108
S1 117-065 117-065 117-085 117-051
S2 117-037 117-037 117-078
S3 116-280 116-307 117-071
S4 116-202 116-230 117-050
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
5 117-210 117-082 0-128 0.3% 0-065 0.2% 8% False False 5,773
10 117-293 117-082 0-210 0.6% 0-072 0.2% 5% False False 4,169
20 118-127 117-082 1-045 1.0% 0-088 0.2% 3% False False 2,635
40 118-127 116-135 1-312 1.7% 0-061 0.2% 44% False False 1,333
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-174
2.618 118-048
1.618 117-290
1.000 117-242
0.618 117-213
HIGH 117-165
0.618 117-135
0.500 117-126
0.382 117-117
LOW 117-087
0.618 117-040
1.000 117-010
1.618 116-282
2.618 116-205
4.250 116-078
Fisher Pivots for day following 10-May-2017
Pivot 1 day 3 day
R1 117-126 117-146
PP 117-115 117-128
S1 117-104 117-110

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

View Archives - Comment on this page... - Back to Index of Symbols