ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 22-Jun-2017
Day Change Summary
Previous Current
21-Jun-2017 22-Jun-2017 Change Change % Previous Week
Open 118-090 118-087 -0-003 0.0% 118-085
High 118-115 118-135 0-020 0.1% 118-247
Low 118-062 118-087 0-025 0.1% 118-045
Close 118-095 118-107 0-012 0.0% 118-125
Range 0-053 0-048 -0-005 -9.5% 0-202
ATR 0-082 0-079 -0-002 -3.0% 0-000
Volume 629,427 487,456 -141,971 -22.6% 4,116,586
Daily Pivots for day following 22-Jun-2017
Classic Woodie Camarilla DeMark
R4 118-253 118-228 118-134
R3 118-205 118-180 118-121
R2 118-158 118-158 118-116
R1 118-133 118-133 118-112 118-145
PP 118-110 118-110 118-110 118-116
S1 118-085 118-085 118-103 118-097
S2 118-062 118-062 118-099
S3 118-015 118-037 118-094
S4 117-287 117-310 118-081
Weekly Pivots for week ending 16-Jun-2017
Classic Woodie Camarilla DeMark
R4 120-107 119-318 118-236
R3 119-224 119-116 118-181
R2 119-022 119-022 118-162
R1 118-233 118-233 118-144 118-287
PP 118-139 118-139 118-139 118-166
S1 118-031 118-031 118-106 118-085
S2 117-257 117-257 118-088
S3 117-054 117-148 118-069
S4 116-172 116-266 118-014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-150 118-038 0-113 0.3% 0-071 0.2% 62% False False 616,427
10 118-247 118-038 0-210 0.6% 0-084 0.2% 33% False False 720,240
20 118-247 118-010 0-237 0.6% 0-075 0.2% 41% False False 801,073
40 118-247 117-067 1-180 1.3% 0-077 0.2% 72% False False 464,539
60 118-247 116-295 1-272 1.6% 0-079 0.2% 76% False False 309,886
80 118-247 116-002 2-245 2.3% 0-060 0.2% 84% False False 232,415
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-017
2.618 118-259
1.618 118-212
1.000 118-183
0.618 118-164
HIGH 118-135
0.618 118-117
0.500 118-111
0.382 118-106
LOW 118-087
0.618 118-058
1.000 118-040
1.618 118-011
2.618 117-283
4.250 117-206
Fisher Pivots for day following 22-Jun-2017
Pivot 1 day 3 day
R1 118-111 118-100
PP 118-110 118-093
S1 118-109 118-086

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

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