ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 117-027 117-055 0-028 0.1% 116-230
High 117-027 117-055 0-028 0.1% 117-027
Low 117-027 117-055 0-028 0.1% 116-230
Close 117-027 117-055 0-028 0.1% 117-027
Range
ATR 0-050 0-048 -0-002 -3.2% 0-000
Volume
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-055 117-055 117-055
R3 117-055 117-055 117-055
R2 117-055 117-055 117-055
R1 117-055 117-055 117-055 117-055
PP 117-055 117-055 117-055 117-055
S1 117-055 117-055 117-055 117-055
S2 117-055 117-055 117-055
S3 117-055 117-055 117-055
S4 117-055 117-055 117-055
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-021 117-302 117-092
R3 117-223 117-184 117-060
R2 117-106 117-106 117-049
R1 117-067 117-067 117-038 117-086
PP 116-308 116-308 116-308 116-318
S1 116-269 116-269 117-017 116-289
S2 116-191 116-191 117-006
S3 116-073 116-152 116-315
S4 115-276 116-034 116-283
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-055 116-282 0-093 0.2% 0-000 0.0% 100% True False
10 117-055 116-013 1-042 1.0% 0-005 0.0% 100% True False
20 117-140 116-002 1-138 1.2% 0-002 0.0% 81% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-055
2.618 117-055
1.618 117-055
1.000 117-055
0.618 117-055
HIGH 117-055
0.618 117-055
0.500 117-055
0.382 117-055
LOW 117-055
0.618 117-055
1.000 117-055
1.618 117-055
2.618 117-055
4.250 117-055
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 117-055 117-047
PP 117-055 117-038
S1 117-055 117-030

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

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