ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 118-147 118-070 -0-077 -0.2% 118-080
High 118-150 118-080 -0-070 -0.2% 118-167
Low 118-062 118-002 -0-060 -0.2% 118-025
Close 118-085 118-027 -0-058 -0.2% 118-130
Range 0-088 0-078 -0-010 -11.4% 0-142
ATR 0-104 0-103 -0-002 -1.5% 0-000
Volume 784,068 781,775 -2,293 -0.3% 3,672,470
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 118-269 118-226 118-070
R3 118-192 118-148 118-049
R2 118-114 118-114 118-042
R1 118-071 118-071 118-035 118-054
PP 118-037 118-037 118-037 118-028
S1 117-313 117-313 118-020 117-296
S2 117-279 117-279 118-013
S3 117-202 117-236 118-006
S4 117-124 117-158 117-305
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-215 119-155 118-208
R3 119-072 119-013 118-169
R2 118-250 118-250 118-156
R1 118-190 118-190 118-143 118-220
PP 118-107 118-107 118-107 118-122
S1 118-048 118-048 118-117 118-078
S2 117-285 117-285 118-104
S3 117-143 117-225 118-091
S4 117-000 117-083 118-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-155 118-002 0-153 0.4% 0-086 0.2% 16% False True 718,005
10 118-253 118-002 0-250 0.7% 0-089 0.2% 10% False True 689,021
20 118-310 117-225 1-085 1.1% 0-106 0.3% 30% False False 701,955
40 118-310 116-155 2-155 2.1% 0-102 0.3% 64% False False 708,628
60 118-310 116-155 2-155 2.1% 0-103 0.3% 64% False False 682,353
80 118-310 116-155 2-155 2.1% 0-103 0.3% 64% False False 515,024
100 118-310 116-155 2-155 2.1% 0-088 0.2% 64% False False 412,021
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 119-089
2.618 118-283
1.618 118-205
1.000 118-158
0.618 118-128
HIGH 118-080
0.618 118-050
0.500 118-041
0.382 118-032
LOW 118-002
0.618 117-275
1.000 117-245
1.618 117-197
2.618 117-120
4.250 116-313
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 118-041 118-079
PP 118-037 118-062
S1 118-032 118-045

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

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