ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 12-Apr-2017
Day Change Summary
Previous Current
11-Apr-2017 12-Apr-2017 Change Change % Previous Week
Open 117-160 117-220 0-060 0.2% 117-073
High 117-225 117-318 0-093 0.2% 117-240
Low 117-140 117-187 0-047 0.1% 117-067
Close 117-207 117-220 0-013 0.0% 117-070
Range 0-085 0-130 0-045 53.0% 0-173
ATR 0-067 0-072 0-004 6.6% 0-000
Volume 514 1,037 523 101.8% 59
Daily Pivots for day following 12-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-312 118-236 117-292
R3 118-182 118-106 117-256
R2 118-052 118-052 117-244
R1 117-296 117-296 117-232 117-285
PP 117-242 117-242 117-242 117-236
S1 117-166 117-166 117-208 117-155
S2 117-112 117-112 117-196
S3 116-302 117-036 117-184
S4 116-172 116-226 117-148
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
5 117-318 117-053 0-265 0.7% 0-100 0.3% 63% True False 310
10 117-318 116-295 1-022 0.9% 0-076 0.2% 72% True False 166
20 117-318 116-160 1-158 1.3% 0-038 0.1% 80% True False 83
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 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-230
2.618 119-018
1.618 118-208
1.000 118-128
0.618 118-078
HIGH 117-318
0.618 117-268
0.500 117-252
0.382 117-237
LOW 117-187
0.618 117-107
1.000 117-057
1.618 116-297
2.618 116-167
4.250 115-275
Fisher Pivots for day following 12-Apr-2017
Pivot 1 day 3 day
R1 117-252 117-208
PP 117-242 117-197
S1 117-231 117-185

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

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