ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 21-Apr-2017

Day Change Summary
	Previous	Current
	20-Apr-2017	21-Apr-2017	Change	Change %	Previous Week
Open	118-247	118-207	-0-040	-0.1%	118-310
High	118-267	118-253	-0-015	0.0%	118-310
Low	118-173	118-185	0-012	0.0%	118-162
Close	118-193	118-215	0-022	0.1%	118-215
Range	0-095	0-068	-0-027	-28.9%	0-148
ATR	0-114	0-111	-0-003	-2.9%	0-000
Volume	725,529	540,042	-185,487	-25.6%	3,166,933

Daily Pivots for day following 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-100	119-065	118-252
R3	119-033	118-318	118-234
R2	118-285	118-285	118-227
R1	118-250	118-250	118-221	118-268
PP	118-218	118-218	118-218	118-226
S1	118-182	118-182	118-209	118-200
S2	118-150	118-150	118-203
S3	118-082	118-115	118-196
S4	118-015	118-047	118-178

Weekly Pivots for week ending 21-Apr-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-032	119-271	118-296
R3	119-204	119-123	118-256
R2	119-057	119-057	118-242
R1	118-296	118-296	118-229	118-263
PP	118-229	118-229	118-229	118-213
S1	118-148	118-148	118-201	118-115
S2	118-082	118-082	118-188
S3	117-254	118-001	118-174
S4	117-107	117-173	118-134

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-310	118-162	0-148	0.4%	0-108	0.3%	36%	False	False	633,386
10	118-310	117-225	1-085	1.1%	0-122	0.3%	77%	False	False	707,944
20	118-310	117-142	1-168	1.3%	0-109	0.3%	81%	False	False	705,524
40	118-310	116-155	2-155	2.1%	0-106	0.3%	88%	False	False	760,043
60	118-310	116-155	2-155	2.1%	0-103	0.3%	88%	False	False	579,550
80	118-310	116-155	2-155	2.1%	0-100	0.3%	88%	False	False	435,649

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	0-026
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	119-219
2.618	119-109
1.618	119-042
1.000	119-000
0.618	118-294
HIGH	118-253
0.618	118-227
0.500	118-219
0.382	118-211
LOW	118-185
0.618	118-143
1.000	118-117
1.618	118-076
2.618	118-008
4.250	117-218

Fisher Pivots for day following 21-Apr-2017
Pivot	1 day	3 day
R1	118-219	118-239
PP	118-218	118-231
S1	118-216	118-223

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