ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 28-Mar-2017

Day Change Summary
	Previous	Current
	27-Mar-2017	28-Mar-2017	Change	Change %	Previous Week
Open	117-190	117-233	0-042	0.1%	117-042
High	117-287	117-265	-0-022	-0.1%	117-235
Low	117-187	117-153	-0-035	-0.1%	117-033
Close	117-240	117-170	-0-070	-0.2%	117-213
Range	0-100	0-112	0-012	12.5%	0-202
ATR	0-103	0-103	0-001	0.7%	0-000
Volume	601,227	793,902	192,675	32.0%	3,493,679

Daily Pivots for day following 28-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-213	118-144	117-232
R3	118-101	118-032	117-201
R2	117-308	117-308	117-191
R1	117-239	117-239	117-180	117-218
PP	117-196	117-196	117-196	117-185
S1	117-127	117-127	117-160	117-105
S2	117-083	117-083	117-149
S3	116-291	117-014	117-139
S4	116-178	116-222	117-108

Weekly Pivots for week ending 24-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-127	119-053	118-004
R3	118-245	118-170	117-268
R2	118-043	118-043	117-250
R1	117-288	117-288	117-231	118-005
PP	117-160	117-160	117-160	117-179
S1	117-085	117-085	117-194	117-123
S2	116-278	116-278	117-175
S3	116-075	116-203	117-157
S4	115-193	116-000	117-101

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-287	117-140	0-147	0.4%	0-092	0.2%	20%	False	False	688,020
10	117-287	116-185	1-102	1.1%	0-106	0.3%	72%	False	False	716,468
20	117-287	116-155	1-132	1.2%	0-098	0.3%	74%	False	False	742,062
40	118-050	116-155	1-215	1.4%	0-102	0.3%	63%	False	False	563,616
60	118-050	116-155	1-215	1.4%	0-102	0.3%	63%	False	False	377,400
80	118-050	116-155	1-215	1.4%	0-077	0.2%	63%	False	False	283,050

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	119-103
2.618	118-239
1.618	118-127
1.000	118-057
0.618	118-015
HIGH	117-265
0.618	117-222
0.500	117-209
0.382	117-195
LOW	117-153
0.618	117-083
1.000	117-040
1.618	116-291
2.618	116-178
4.250	115-314

Fisher Pivots for day following 28-Mar-2017
Pivot	1 day	3 day
R1	117-209	117-215
PP	117-196	117-200
S1	117-183	117-185

Download as Excel Spreadsheet

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

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