ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 05-Apr-2017
Day Change Summary
Previous Current
04-Apr-2017 05-Apr-2017 Change Change % Previous Week
Open 117-127 117-138 0-010 0.0% 117-055
High 117-150 117-175 0-025 0.1% 117-055
Low 117-115 117-085 -0-030 -0.1% 116-295
Close 117-127 117-138 0-010 0.0% 117-047
Range 0-035 0-090 0-055 157.1% 0-080
ATR 0-052 0-055 0-003 5.2% 0-000
Volume 0 52 52 52
Daily Pivots for day following 05-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-083 118-040 117-187
R3 117-313 117-270 117-162
R2 117-223 117-223 117-154
R1 117-180 117-180 117-146 117-183
PP 117-133 117-133 117-133 117-134
S1 117-090 117-090 117-129 117-092
S2 117-042 117-042 117-121
S3 116-272 117-000 117-113
S4 116-182 116-230 117-088
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-266 117-237 117-091
R3 117-186 117-157 117-069
R2 117-106 117-106 117-062
R1 117-077 117-077 117-055 117-051
PP 117-026 117-026 117-026 117-013
S1 116-317 116-317 117-040 116-291
S2 116-266 116-266 117-033
S3 116-186 116-237 117-025
S4 116-106 116-157 117-003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-175 116-295 0-200 0.5% 0-053 0.1% 81% True False 21
10 117-175 116-295 0-200 0.5% 0-026 0.1% 81% True False 10
20 117-175 116-002 1-173 1.3% 0-016 0.0% 92% True False 5
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 118-238
2.618 118-091
1.618 118-001
1.000 117-265
0.618 117-231
HIGH 117-175
0.618 117-141
0.500 117-130
0.382 117-119
LOW 117-085
0.618 117-029
1.000 116-315
1.618 116-259
2.618 116-169
4.250 116-022
Fisher Pivots for day following 05-Apr-2017
Pivot 1 day 3 day
R1 117-135 117-133
PP 117-133 117-128
S1 117-130 117-124

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

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