ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 05-May-2017

Day Change Summary
	Previous	Current
	04-May-2017	05-May-2017	Change	Change %	Previous Week
Open	118-070	118-020	-0-050	-0.1%	118-127
High	118-080	118-062	-0-018	0.0%	118-155
Low	118-002	117-280	-0-042	-0.1%	117-280
Close	118-027	118-035	0-008	0.0%	118-035
Range	0-078	0-102	0-025	32.2%	0-195
ATR	0-103	0-103	0-000	0.0%	0-000
Volume	781,775	710,051	-71,724	-9.2%	3,387,757

Daily Pivots for day following 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-007	118-283	118-091
R3	118-224	118-181	118-063
R2	118-122	118-122	118-054
R1	118-078	118-078	118-044	118-100
PP	118-019	118-019	118-019	118-030
S1	117-296	117-296	118-026	117-318
S2	117-237	117-237	118-016
S3	117-134	117-193	118-007
S4	117-032	117-091	117-299

Weekly Pivots for week ending 05-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-315	119-210	118-142
R3	119-120	119-015	118-089
R2	118-245	118-245	118-071
R1	118-140	118-140	118-053	118-095
PP	118-050	118-050	118-050	118-028
S1	117-265	117-265	118-017	117-220
S2	117-175	117-175	117-319
S3	116-300	117-070	117-301
S4	116-105	116-195	117-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-155	117-280	0-195	0.5%	0-089	0.2%	38%	False	True	677,551
10	118-167	117-280	0-207	0.5%	0-092	0.2%	36%	False	True	706,022
20	118-310	117-225	1-085	1.1%	0-107	0.3%	32%	False	False	706,983
40	118-310	116-155	2-155	2.1%	0-103	0.3%	65%	False	False	709,139
60	118-310	116-155	2-155	2.1%	0-103	0.3%	65%	False	False	693,864
80	118-310	116-155	2-155	2.1%	0-104	0.3%	65%	False	False	523,899
100	118-310	116-155	2-155	2.1%	0-090	0.2%	65%	False	False	419,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-024
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	119-178
2.618	119-011
1.618	118-228
1.000	118-165
0.618	118-126
HIGH	118-062
0.618	118-023
0.500	118-011
0.382	117-319
LOW	117-280
0.618	117-217
1.000	117-178
1.618	117-114
2.618	117-012
4.250	116-164

Fisher Pivots for day following 05-May-2017
Pivot	1 day	3 day
R1	118-027	118-055
PP	118-019	118-048
S1	118-011	118-042

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