ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 18-Apr-2017
Day Change Summary
Previous Current
17-Apr-2017 18-Apr-2017 Change Change % Previous Week
Open 118-118 118-110 -0-007 0.0% 117-098
High 118-118 118-127 0-010 0.0% 118-042
Low 117-302 117-307 0-005 0.0% 117-053
Close 117-315 118-110 0-115 0.3% 118-020
Range 0-135 0-140 0-005 3.7% 0-310
ATR 0-081 0-085 0-004 5.2% 0-000
Volume 619 1,354 735 118.7% 1,747
Daily Pivots for day following 18-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-175 119-123 118-187
R3 119-035 118-303 118-149
R2 118-215 118-215 118-136
R1 118-163 118-163 118-123 118-180
PP 118-075 118-075 118-075 118-084
S1 118-023 118-023 118-097 118-040
S2 117-255 117-255 118-084
S3 117-115 117-203 118-072
S4 116-295 117-063 118-033
Weekly Pivots for week ending 14-Apr-2017
Classic Woodie Camarilla DeMark
R4 120-222 120-111 118-190
R3 119-232 119-121 118-105
R2 118-242 118-242 118-077
R1 118-131 118-131 118-048 118-186
PP 117-252 117-252 117-252 117-279
S1 117-141 117-141 117-312 117-196
S2 116-262 116-262 117-283
S3 115-272 116-151 117-255
S4 114-282 115-161 117-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-127 117-140 0-307 0.8% 0-115 0.3% 94% True False 744
10 118-127 117-053 1-075 1.0% 0-098 0.3% 96% True False 377
20 118-127 116-282 1-165 1.3% 0-056 0.1% 96% True False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 119-174
1.618 119-034
1.000 118-267
0.618 118-214
HIGH 118-127
0.618 118-074
0.500 118-057
0.382 118-041
LOW 117-307
0.618 117-221
1.000 117-167
1.618 117-081
2.618 116-261
4.250 116-032
Fisher Pivots for day following 18-Apr-2017
Pivot 1 day 3 day
R1 118-093 118-088
PP 118-075 118-065
S1 118-057 118-042

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

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