ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 04-May-2017
Day Change Summary
Previous Current
03-May-2017 04-May-2017 Change Change % Previous Week
Open 117-267 117-195 -0-072 -0.2% 117-210
High 117-287 117-198 -0-090 -0.2% 117-302
Low 117-207 117-142 -0-065 -0.2% 117-167
Close 117-227 117-167 -0-060 -0.2% 117-267
Range 0-080 0-055 -0-025 -31.2% 0-135
ATR 0-088 0-087 0-000 -0.2% 0-000
Volume 8,540 4,499 -4,041 -47.3% 6,220
Daily Pivots for day following 04-May-2017
Classic Woodie Camarilla DeMark
R4 118-014 117-306 117-198
R3 117-279 117-251 117-183
R2 117-224 117-224 117-178
R1 117-196 117-196 117-173 117-182
PP 117-169 117-169 117-169 117-162
S1 117-141 117-141 117-162 117-127
S2 117-114 117-114 117-157
S3 117-059 117-086 117-152
S4 117-004 117-031 117-137
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
5 117-293 117-142 0-150 0.4% 0-078 0.2% 17% False True 3,087
10 118-073 117-142 0-250 0.7% 0-084 0.2% 10% False True 2,267
20 118-127 117-053 1-075 1.1% 0-093 0.2% 29% False False 1,442
40 118-127 116-002 2-125 2.0% 0-054 0.1% 63% False False 724
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-021
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 118-111
2.618 118-022
1.618 117-287
1.000 117-253
0.618 117-231
HIGH 117-198
0.618 117-176
0.500 117-170
0.382 117-164
LOW 117-142
0.618 117-109
1.000 117-087
1.618 117-053
2.618 116-318
4.250 116-229
Fisher Pivots for day following 04-May-2017
Pivot 1 day 3 day
R1 117-170 117-218
PP 117-169 117-201
S1 117-168 117-184

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

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