ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 18-May-2017
Day Change Summary
Previous Current
17-May-2017 18-May-2017 Change Change % Previous Week
Open 118-105 118-267 0-162 0.4% 118-010
High 118-267 119-000 0-053 0.1% 118-115
Low 118-102 118-205 0-102 0.3% 117-253
Close 118-260 118-222 -0-038 -0.1% 118-095
Range 0-165 0-115 -0-050 -30.3% 0-182
ATR 0-099 0-100 0-001 1.2% 0-000
Volume 1,157,517 1,210,185 52,668 4.6% 3,195,019
Daily Pivots for day following 18-May-2017
Classic Woodie Camarilla DeMark
R4 119-274 119-203 118-286
R3 119-159 119-088 118-254
R2 119-044 119-044 118-244
R1 118-293 118-293 118-233 118-271
PP 118-249 118-249 118-249 118-238
S1 118-178 118-178 118-212 118-156
S2 118-134 118-134 118-201
S3 118-019 118-063 118-191
S4 117-224 117-268 118-159
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 119-275 119-207 118-195
R3 119-093 119-025 118-145
R2 118-230 118-230 118-128
R1 118-163 118-163 118-112 118-196
PP 118-048 118-048 118-048 118-064
S1 117-300 117-300 118-078 118-014
S2 117-185 117-185 118-062
S3 117-003 117-118 118-045
S4 116-140 116-255 117-315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 117-307 1-013 0.9% 0-107 0.3% 71% True False 857,843
10 119-000 117-253 1-067 1.0% 0-093 0.2% 75% True False 743,579
20 119-000 117-253 1-067 1.0% 0-091 0.2% 75% True False 716,300
40 119-000 117-140 1-180 1.3% 0-100 0.3% 80% True False 714,986
60 119-000 116-155 2-165 2.1% 0-102 0.3% 88% True False 766,864
80 119-000 116-155 2-165 2.1% 0-100 0.3% 88% True False 607,120
100 119-000 116-155 2-165 2.1% 0-097 0.3% 88% True False 486,379
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-169
2.618 119-301
1.618 119-186
1.000 119-115
0.618 119-071
HIGH 119-000
0.618 118-276
0.500 118-262
0.382 118-249
LOW 118-205
0.618 118-134
1.000 118-090
1.618 118-019
2.618 117-224
4.250 117-036
Fisher Pivots for day following 18-May-2017
Pivot 1 day 3 day
R1 118-262 118-212
PP 118-249 118-202
S1 118-236 118-191

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

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