ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 24-May-2017
Day Change Summary
Previous Current
23-May-2017 24-May-2017 Change Change % Previous Week
Open 118-190 118-147 -0-043 -0.1% 118-102
High 118-238 118-225 -0-013 0.0% 119-000
Low 118-135 118-127 -0-008 0.0% 118-062
Close 118-145 118-190 0-045 0.1% 118-207
Range 0-102 0-098 -0-005 -4.9% 0-258
ATR 0-093 0-094 0-000 0.3% 0-000
Volume 1,625,401 1,485,283 -140,118 -8.6% 4,185,948
Daily Pivots for day following 24-May-2017
Classic Woodie Camarilla DeMark
R4 119-153 119-109 118-244
R3 119-056 119-012 118-217
R2 118-278 118-278 118-208
R1 118-234 118-234 118-199 118-256
PP 118-181 118-181 118-181 118-192
S1 118-137 118-137 118-181 118-159
S2 118-083 118-083 118-172
S3 117-306 118-039 118-163
S4 117-208 117-262 118-136
Weekly Pivots for week ending 19-May-2017
Classic Woodie Camarilla DeMark
R4 121-009 120-206 119-029
R3 120-072 119-268 118-278
R2 119-134 119-134 118-255
R1 119-011 119-011 118-231 119-072
PP 118-197 118-197 118-197 118-227
S1 118-073 118-073 118-184 118-135
S2 117-259 117-259 118-160
S3 117-002 117-136 118-137
S4 116-064 116-198 118-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-000 118-127 0-193 0.5% 0-083 0.2% 32% False True 1,139,970
10 119-000 117-253 1-067 1.0% 0-090 0.2% 66% False False 948,804
20 119-000 117-253 1-067 1.0% 0-086 0.2% 66% False False 807,606
40 119-000 117-147 1-173 1.3% 0-098 0.3% 74% False False 762,090
60 119-000 116-155 2-165 2.1% 0-098 0.3% 84% False False 755,414
80 119-000 116-155 2-165 2.1% 0-100 0.3% 84% False False 662,853
100 119-000 116-155 2-165 2.1% 0-100 0.3% 84% False False 531,276
120 119-000 116-155 2-165 2.1% 0-084 0.2% 84% False False 442,730
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 0-022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-319
2.618 119-160
1.618 119-063
1.000 119-002
0.618 118-285
HIGH 118-225
0.618 118-188
0.500 118-176
0.382 118-165
LOW 118-127
0.618 118-067
1.000 118-030
1.618 117-290
2.618 117-192
4.250 117-033
Fisher Pivots for day following 24-May-2017
Pivot 1 day 3 day
R1 118-185 118-188
PP 118-181 118-185
S1 118-176 118-182

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

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