ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 11-Apr-2017
Day Change Summary
Previous Current
10-Apr-2017 11-Apr-2017 Change Change % Previous Week
Open 117-098 117-160 0-062 0.2% 117-073
High 117-115 117-225 0-110 0.3% 117-240
Low 117-053 117-140 0-087 0.2% 117-067
Close 117-098 117-207 0-110 0.3% 117-070
Range 0-062 0-085 0-022 36.0% 0-173
ATR 0-063 0-067 0-005 7.3% 0-000
Volume 0 514 514 59
Daily Pivots for day following 11-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-126 118-092 117-254
R3 118-041 118-007 117-231
R2 117-276 117-276 117-223
R1 117-242 117-242 117-215 117-259
PP 117-191 117-191 117-191 117-199
S1 117-157 117-157 117-200 117-174
S2 117-106 117-106 117-192
S3 117-021 117-072 117-184
S4 116-256 116-307 117-161
Weekly Pivots for week ending 07-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-003 118-209 117-165
R3 118-151 118-037 117-117
R2 117-298 117-298 117-102
R1 117-184 117-184 117-086 117-155
PP 117-126 117-126 117-126 117-111
S1 117-012 117-012 117-054 116-302
S2 116-273 116-273 117-038
S3 116-101 116-159 117-023
S4 115-248 115-307 116-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 117-053 0-187 0.5% 0-092 0.2% 83% False False 113
10 117-240 116-295 0-265 0.7% 0-063 0.2% 88% False False 62
20 117-240 116-135 1-105 1.1% 0-034 0.1% 92% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-266
2.618 118-128
1.618 118-043
1.000 117-310
0.618 117-278
HIGH 117-225
0.618 117-193
0.500 117-182
0.382 117-172
LOW 117-140
0.618 117-087
1.000 117-055
1.618 117-002
2.618 116-237
4.250 116-099
Fisher Pivots for day following 11-Apr-2017
Pivot 1 day 3 day
R1 117-199 117-187
PP 117-191 117-167
S1 117-182 117-146

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

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