ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 117-250 118-087 0-157 0.4% 117-178
High 118-095 118-145 0-050 0.1% 117-253
Low 117-245 118-033 0-108 0.3% 117-067
Close 118-087 118-053 -0-035 -0.1% 117-235
Range 0-170 0-112 -0-058 -33.8% 0-185
ATR 0-090 0-091 0-002 1.8% 0-000
Volume 80,575 98,973 18,398 22.8% 69,881
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 119-094 119-026 118-114
R3 118-302 118-233 118-083
R2 118-189 118-189 118-073
R1 118-121 118-121 118-063 118-099
PP 118-077 118-077 118-077 118-066
S1 118-008 118-008 118-042 117-306
S2 117-284 117-284 118-032
S3 117-172 117-216 118-022
S4 117-059 117-103 117-311
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
5 118-145 117-153 0-312 0.8% 0-100 0.3% 70% True False 54,669
10 118-145 117-067 1-078 1.1% 0-083 0.2% 77% True False 32,354
20 118-145 117-067 1-078 1.1% 0-084 0.2% 77% True False 17,310
40 118-145 116-295 1-170 1.3% 0-074 0.2% 81% True False 8,812
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-303
2.618 119-119
1.618 119-007
1.000 118-257
0.618 118-215
HIGH 118-145
0.618 118-102
0.500 118-089
0.382 118-075
LOW 118-033
0.618 117-283
1.000 117-240
1.618 117-171
2.618 117-058
4.250 116-194
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 118-089 118-040
PP 118-077 118-027
S1 118-065 118-015

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

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