ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 118-300 118-247 -0-053 -0.1% 117-255
High 118-305 118-267 -0-038 -0.1% 118-225
Low 118-218 118-173 -0-045 -0.1% 117-225
Close 118-260 118-193 -0-067 -0.2% 118-200
Range 0-087 0-095 0-007 8.6% 1-000
ATR 0-116 0-114 -0-001 -1.3% 0-000
Volume 599,268 725,529 126,261 21.1% 2,761,217
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-176 119-119 118-245
R3 119-081 119-024 118-219
R2 118-306 118-306 118-210
R1 118-249 118-249 118-201 118-230
PP 118-211 118-211 118-211 118-201
S1 118-154 118-154 118-184 118-135
S2 118-116 118-116 118-175
S3 118-021 118-059 118-166
S4 117-246 117-284 118-140
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 121-110 120-315 119-056
R3 120-110 119-315 118-288
R2 119-110 119-110 118-259
R1 118-315 118-315 118-229 119-052
PP 118-110 118-110 118-110 118-139
S1 117-315 117-315 118-171 118-052
S2 117-110 117-110 118-141
S3 116-110 116-315 118-112
S4 115-110 115-315 118-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-310 118-135 0-175 0.5% 0-112 0.3% 33% False False 663,787
10 118-310 117-225 1-085 1.1% 0-123 0.3% 71% False False 714,889
20 118-310 117-140 1-170 1.3% 0-110 0.3% 76% False False 713,672
40 118-310 116-155 2-155 2.1% 0-107 0.3% 85% False False 792,146
60 118-310 116-155 2-155 2.1% 0-103 0.3% 85% False False 570,726
80 118-310 116-155 2-155 2.1% 0-099 0.3% 85% False False 428,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-031
2.618 119-196
1.618 119-101
1.000 119-042
0.618 119-006
HIGH 118-267
0.618 118-231
0.500 118-220
0.382 118-209
LOW 118-173
0.618 118-114
1.000 118-078
1.618 118-019
2.618 117-244
4.250 117-089
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 118-220 118-236
PP 118-211 118-222
S1 118-202 118-207

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

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