ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 19-May-2017
Day Change Summary
Previous Current
18-May-2017 19-May-2017 Change Change % Previous Week
Open 118-087 118-047 -0-040 -0.1% 117-253
High 118-145 118-060 -0-085 -0.2% 118-145
Low 118-033 118-010 -0-022 -0.1% 117-205
Close 118-053 118-033 -0-020 -0.1% 118-033
Range 0-112 0-050 -0-062 -55.6% 0-260
ATR 0-091 0-088 -0-003 -3.2% 0-000
Volume 98,973 109,580 10,607 10.7% 362,816
Daily Pivots for day following 19-May-2017
Classic Woodie Camarilla DeMark
R4 118-184 118-158 118-060
R3 118-134 118-108 118-046
R2 118-084 118-084 118-042
R1 118-058 118-058 118-037 118-046
PP 118-034 118-034 118-034 118-028
S1 118-008 118-008 118-028 117-316
S2 117-304 117-304 118-023
S3 117-254 117-278 118-019
S4 117-204 117-228 118-005
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 120-161 120-037 118-176
R3 119-221 119-097 118-104
R2 118-281 118-281 118-080
R1 118-157 118-157 118-056 118-219
PP 118-021 118-021 118-021 118-052
S1 117-217 117-217 118-009 117-279
S2 117-081 117-081 117-305
S3 116-141 116-277 117-281
S4 115-201 116-017 117-210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-145 117-205 0-260 0.7% 0-090 0.2% 57% False False 72,563
10 118-145 117-067 1-078 1.1% 0-081 0.2% 72% False False 43,269
20 118-145 117-067 1-078 1.1% 0-083 0.2% 72% False False 22,698
40 118-145 116-295 1-170 1.3% 0-075 0.2% 77% False False 11,552
Crabel Price Patterns
NR True
NR4 True
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 0-019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-272
2.618 118-191
1.618 118-141
1.000 118-110
0.618 118-091
HIGH 118-060
0.618 118-041
0.500 118-035
0.382 118-029
LOW 118-010
0.618 117-299
1.000 117-280
1.618 117-249
2.618 117-199
4.250 117-118
Fisher Pivots for day following 19-May-2017
Pivot 1 day 3 day
R1 118-035 118-035
PP 118-034 118-034
S1 118-033 118-033

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

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