ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 12-May-2017
Day Change Summary
Previous Current
11-May-2017 12-May-2017 Change Change % Previous Week
Open 117-073 117-153 0-080 0.2% 117-178
High 117-130 117-253 0-122 0.3% 117-253
Low 117-067 117-153 0-085 0.2% 117-067
Close 117-110 117-235 0-125 0.3% 117-235
Range 0-063 0-100 0-037 59.9% 0-185
ATR 0-083 0-087 0-004 5.2% 0-000
Volume 25,834 20,110 -5,724 -22.2% 69,881
Daily Pivots for day following 12-May-2017
Classic Woodie Camarilla DeMark
R4 118-193 118-154 117-290
R3 118-093 118-054 117-263
R2 117-313 117-313 117-253
R1 117-274 117-274 117-244 117-294
PP 117-213 117-213 117-213 117-223
S1 117-174 117-174 117-226 117-194
S2 117-113 117-113 117-217
S3 117-013 117-074 117-208
S4 116-233 116-294 117-180
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 119-100 119-033 118-017
R3 118-235 118-168 117-286
R2 118-050 118-050 117-269
R1 117-303 117-303 117-252 118-016
PP 117-185 117-185 117-185 117-202
S1 117-117 117-117 117-218 117-151
S2 117-000 117-000 117-201
S3 116-135 116-252 117-184
S4 115-270 116-067 117-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-253 117-067 0-185 0.5% 0-072 0.2% 91% True False 13,976
10 117-293 117-067 0-225 0.6% 0-073 0.2% 74% False False 8,492
20 118-127 117-067 1-060 1.0% 0-085 0.2% 44% False False 4,870
40 118-127 116-180 1-267 1.6% 0-064 0.2% 64% False False 2,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 119-038
2.618 118-194
1.618 118-094
1.000 118-033
0.618 117-314
HIGH 117-253
0.618 117-214
0.500 117-203
0.382 117-191
LOW 117-153
0.618 117-091
1.000 117-053
1.618 116-311
2.618 116-211
4.250 116-048
Fisher Pivots for day following 12-May-2017
Pivot 1 day 3 day
R1 117-224 117-210
PP 117-213 117-185
S1 117-203 117-160

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

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