ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 02-May-2017
Day Change Summary
Previous Current
01-May-2017 02-May-2017 Change Change % Previous Week
Open 117-265 117-213 -0-052 -0.1% 117-210
High 117-278 117-293 0-015 0.0% 117-302
Low 117-200 117-202 0-002 0.0% 117-167
Close 117-220 117-280 0-060 0.2% 117-267
Range 0-078 0-090 0-013 16.1% 0-135
ATR 0-088 0-088 0-000 0.2% 0-000
Volume 458 1,120 662 144.5% 6,220
Daily Pivots for day following 02-May-2017
Classic Woodie Camarilla DeMark
R4 118-208 118-174 118-010
R3 118-118 118-084 117-305
R2 118-028 118-028 117-297
R1 117-314 117-314 117-288 118-011
PP 117-258 117-258 117-258 117-267
S1 117-224 117-224 117-272 117-241
S2 117-168 117-168 117-263
S3 117-078 117-134 117-255
S4 116-308 117-044 117-230
Weekly Pivots for week ending 28-Apr-2017
Classic Woodie Camarilla DeMark
R4 119-011 118-274 118-022
R3 118-196 118-139 117-305
R2 118-061 118-061 117-292
R1 118-004 118-004 117-280 118-032
PP 117-246 117-246 117-246 117-260
S1 117-189 117-189 117-255 117-217
S2 117-111 117-111 117-243
S3 116-296 117-054 117-230
S4 116-161 116-239 117-193
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-293 117-175 0-118 0.3% 0-079 0.2% 89% True False 1,109
10 118-115 117-167 0-268 0.7% 0-087 0.2% 42% False False 1,209
20 118-127 117-053 1-075 1.0% 0-092 0.2% 58% False False 793
40 118-127 116-002 2-125 2.0% 0-051 0.1% 78% False False 398
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 5 trading days
Fibonacci Retracements and Extensions
4.250 119-035
2.618 118-208
1.618 118-118
1.000 118-063
0.618 118-028
HIGH 117-293
0.618 117-258
0.500 117-248
0.382 117-237
LOW 117-202
0.618 117-147
1.000 117-112
1.618 117-057
2.618 116-287
4.250 116-140
Fisher Pivots for day following 02-May-2017
Pivot 1 day 3 day
R1 117-269 117-268
PP 117-258 117-255
S1 117-248 117-243

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

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