ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Jun-2017
Day Change Summary
Previous Current
26-Jun-2017 27-Jun-2017 Change Change % Previous Week
Open 118-253 118-233 -0-020 -0.1% 118-278
High 118-290 118-290 0-000 0.0% 118-300
Low 118-245 118-182 -0-062 -0.2% 118-195
Close 118-273 118-200 -0-073 -0.2% 118-262
Range 0-045 0-108 0-062 138.8% 0-105
ATR 0-070 0-073 0-003 3.8% 0-000
Volume 4,138 6,324 2,186 52.8% 14,650
Daily Pivots for day following 27-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-227 119-161 118-259
R3 119-119 119-053 118-230
R2 119-012 119-012 118-220
R1 118-266 118-266 118-210 118-245
PP 118-224 118-224 118-224 118-214
S1 118-158 118-158 118-190 118-137
S2 118-117 118-117 118-180
S3 118-009 118-051 118-170
S4 117-222 117-263 118-141
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-247 119-200 119-000
R3 119-142 119-095 118-291
R2 119-037 119-037 118-282
R1 118-310 118-310 118-272 118-281
PP 118-253 118-253 118-253 118-238
S1 118-205 118-205 118-253 118-176
S2 118-148 118-148 118-243
S3 118-043 118-100 118-234
S4 117-258 117-315 118-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-290 118-182 0-108 0.3% 0-054 0.1% 16% True True 3,475
10 119-062 118-182 0-200 0.5% 0-076 0.2% 9% False True 4,744
20 119-062 118-182 0-200 0.5% 0-070 0.2% 9% False True 35,284
40 119-062 117-253 1-130 1.2% 0-076 0.2% 59% False False 482,583
60 119-062 117-215 1-167 1.3% 0-088 0.2% 63% False False 559,308
80 119-062 116-155 2-227 2.3% 0-089 0.2% 79% False False 593,505
100 119-062 116-155 2-227 2.3% 0-093 0.2% 79% False False 581,903
120 119-062 116-155 2-227 2.3% 0-096 0.3% 79% False False 486,135
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 True
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 120-107
2.618 119-252
1.618 119-144
1.000 119-078
0.618 119-036
HIGH 118-290
0.618 118-249
0.500 118-236
0.382 118-224
LOW 118-182
0.618 118-116
1.000 118-075
1.618 118-009
2.618 117-221
4.250 117-046
Fisher Pivots for day following 27-Jun-2017
Pivot 1 day 3 day
R1 118-236 118-236
PP 118-224 118-224
S1 118-212 118-212

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

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