ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 10-Apr-2017
Day Change Summary
Previous Current
07-Apr-2017 10-Apr-2017 Change Change % Previous Week
Open 118-018 117-255 -0-082 -0.2% 117-240
High 118-150 117-315 -0-155 -0.4% 118-150
Low 117-240 117-225 -0-015 0.0% 117-215
Close 117-260 117-287 0-027 0.1% 117-260
Range 0-230 0-090 -0-140 -60.9% 0-255
ATR 0-109 0-107 -0-001 -1.2% 0-000
Volume 1,151,290 637,173 -514,117 -44.7% 4,146,091
Daily Pivots for day following 10-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-226 118-187 118-017
R3 118-136 118-097 117-312
R2 118-046 118-046 117-304
R1 118-007 118-007 117-296 118-026
PP 117-276 117-276 117-276 117-286
S1 117-237 117-237 117-279 117-256
S2 117-186 117-186 117-271
S3 117-096 117-147 117-263
S4 117-006 117-057 117-238
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 120-120 119-285 118-080
R3 119-185 119-030 118-010
R2 118-250 118-250 117-307
R1 118-095 118-095 117-283 118-173
PP 117-315 117-315 117-315 118-034
S1 117-160 117-160 117-237 117-238
S2 117-060 117-060 117-213
S3 116-125 116-225 117-190
S4 115-190 115-290 117-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-150 117-225 0-245 0.6% 0-118 0.3% 26% False True 803,312
10 118-150 117-147 1-003 0.9% 0-109 0.3% 43% False False 771,090
20 118-150 116-162 1-308 1.7% 0-105 0.3% 71% False False 730,128
40 118-150 116-155 1-315 1.7% 0-104 0.3% 71% False False 730,120
60 118-150 116-155 1-315 1.7% 0-105 0.3% 71% False False 492,659
80 118-150 116-155 1-315 1.7% 0-089 0.2% 71% False False 369,512
Crabel Price Patterns
NR True
NR4 False
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-058
2.618 118-231
1.618 118-141
1.000 118-085
0.618 118-051
HIGH 117-315
0.618 117-281
0.500 117-270
0.382 117-259
LOW 117-225
0.618 117-169
1.000 117-135
1.618 117-079
2.618 116-309
4.250 116-162
Fisher Pivots for day following 10-Apr-2017
Pivot 1 day 3 day
R1 117-282 118-028
PP 117-276 118-007
S1 117-270 117-307

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

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