ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 06-Apr-2017
Day Change Summary
Previous Current
05-Apr-2017 06-Apr-2017 Change Change % Previous Week
Open 117-295 118-033 0-058 0.2% 117-190
High 118-062 118-055 -0-007 0.0% 117-287
Low 117-267 117-302 0-035 0.1% 117-147
Close 118-007 118-018 0-010 0.0% 117-233
Range 0-115 0-073 -0-042 -37.0% 0-140
ATR 0-101 0-099 -0-002 -2.0% 0-000
Volume 939,904 609,498 -330,406 -35.2% 3,528,863
Daily Pivots for day following 06-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-236 118-199 118-057
R3 118-163 118-127 118-037
R2 118-091 118-091 118-031
R1 118-054 118-054 118-024 118-036
PP 118-018 118-018 118-018 118-009
S1 117-302 117-302 118-011 117-284
S2 117-266 117-266 118-004
S3 117-193 117-229 117-318
S4 117-121 117-157 117-298
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-002 118-258 117-310
R3 118-182 118-118 117-271
R2 118-042 118-042 117-258
R1 117-298 117-298 117-245 118-010
PP 117-222 117-222 117-222 117-239
S1 117-158 117-158 117-220 117-190
S2 117-082 117-082 117-207
S3 116-262 117-018 117-194
S4 116-122 116-198 117-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-062 117-162 0-220 0.6% 0-097 0.3% 80% False False 769,807
10 118-062 117-142 0-240 0.6% 0-095 0.3% 81% False False 703,104
20 118-062 116-155 1-227 1.4% 0-098 0.3% 92% False False 711,294
40 118-062 116-155 1-227 1.4% 0-100 0.3% 92% False False 687,305
60 118-062 116-155 1-227 1.4% 0-103 0.3% 92% False False 462,871
80 118-062 116-155 1-227 1.4% 0-085 0.2% 92% False False 347,156
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 119-043
2.618 118-245
1.618 118-172
1.000 118-128
0.618 118-100
HIGH 118-055
0.618 118-027
0.500 118-019
0.382 118-010
LOW 117-302
0.618 117-258
1.000 117-230
1.618 117-185
2.618 117-113
4.250 116-314
Fisher Pivots for day following 06-Apr-2017
Pivot 1 day 3 day
R1 118-019 118-013
PP 118-018 118-009
S1 118-018 118-005

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

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