ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 20-Apr-2017
Day Change Summary
Previous Current
19-Apr-2017 20-Apr-2017 Change Change % Previous Week
Open 118-082 118-010 -0-072 -0.2% 117-098
High 118-115 118-085 -0-030 -0.1% 118-042
Low 118-042 117-315 -0-047 -0.1% 117-053
Close 118-082 118-010 -0-072 -0.2% 118-020
Range 0-073 0-090 0-017 24.1% 0-310
ATR 0-084 0-085 0-000 0.5% 0-000
Volume 1,993 469 -1,524 -76.5% 1,747
Daily Pivots for day following 20-Apr-2017
Classic Woodie Camarilla DeMark
R4 118-300 118-245 118-060
R3 118-210 118-155 118-035
R2 118-120 118-120 118-027
R1 118-065 118-065 118-018 118-055
PP 118-030 118-030 118-030 118-025
S1 117-295 117-295 118-002 117-285
S2 117-260 117-260 117-314
S3 117-170 117-205 117-305
S4 117-080 117-115 117-281
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
5 118-127 117-278 0-170 0.5% 0-104 0.3% 31% False False 926
10 118-127 117-053 1-075 1.0% 0-102 0.3% 70% False False 618
20 118-127 116-295 1-152 1.3% 0-064 0.2% 75% False False 314
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 0-023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-147
2.618 119-001
1.618 118-231
1.000 118-175
0.618 118-141
HIGH 118-085
0.618 118-051
0.500 118-040
0.382 118-029
LOW 117-315
0.618 117-259
1.000 117-225
1.618 117-169
2.618 117-079
4.250 116-253
Fisher Pivots for day following 20-Apr-2017
Pivot 1 day 3 day
R1 118-040 118-057
PP 118-030 118-042
S1 118-020 118-026

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

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