ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 22-May-2017
Day Change Summary
Previous Current
19-May-2017 22-May-2017 Change Change % Previous Week
Open 118-047 118-040 -0-007 0.0% 117-253
High 118-060 118-050 -0-010 0.0% 118-145
Low 118-010 118-005 -0-005 0.0% 117-205
Close 118-033 118-030 -0-002 0.0% 118-033
Range 0-050 0-045 -0-005 -9.9% 0-260
ATR 0-088 0-085 -0-003 -3.5% 0-000
Volume 109,580 278,049 168,469 153.7% 362,816
Daily Pivots for day following 22-May-2017
Classic Woodie Camarilla DeMark
R4 118-163 118-142 118-055
R3 118-118 118-097 118-042
R2 118-073 118-073 118-038
R1 118-052 118-052 118-034 118-040
PP 118-028 118-028 118-028 118-023
S1 118-007 118-007 118-026 117-315
S2 117-303 117-303 118-022
S3 117-258 117-282 118-018
S4 117-213 117-237 118-005
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% 0-091 0.2% 56% False False 123,814
10 118-145 117-067 1-078 1.1% 0-077 0.2% 71% False False 70,346
20 118-145 117-067 1-078 1.1% 0-078 0.2% 71% False False 36,520
40 118-145 116-295 1-170 1.3% 0-076 0.2% 77% False False 18,503
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-241
2.618 118-168
1.618 118-123
1.000 118-095
0.618 118-078
HIGH 118-050
0.618 118-033
0.500 118-028
0.382 118-022
LOW 118-005
0.618 117-297
1.000 117-280
1.618 117-252
2.618 117-207
4.250 117-134
Fisher Pivots for day following 22-May-2017
Pivot 1 day 3 day
R1 118-029 118-075
PP 118-028 118-060
S1 118-028 118-045

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

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