ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 08-May-2017
Day Change Summary
Previous Current
05-May-2017 08-May-2017 Change Change % Previous Week
Open 117-195 117-178 -0-018 0.0% 117-265
High 117-205 117-210 0-005 0.0% 117-293
Low 117-135 117-125 -0-010 0.0% 117-135
Close 117-175 117-150 -0-025 -0.1% 117-175
Range 0-070 0-085 0-015 21.5% 0-158
ATR 0-086 0-086 0-000 -0.1% 0-000
Volume 430 7,277 6,847 1,592.3% 15,047
Daily Pivots for day following 08-May-2017
Classic Woodie Camarilla DeMark
R4 118-097 118-048 117-197
R3 118-012 117-283 117-173
R2 117-247 117-247 117-166
R1 117-198 117-198 117-158 117-180
PP 117-162 117-162 117-162 117-153
S1 117-113 117-113 117-142 117-095
S2 117-077 117-077 117-134
S3 116-312 117-028 117-127
S4 116-227 116-263 117-103
Weekly Pivots for week ending 05-May-2017
Classic Woodie Camarilla DeMark
R4 119-033 118-262 117-262
R3 118-196 118-104 117-218
R2 118-038 118-038 117-204
R1 117-267 117-267 117-189 117-234
PP 117-201 117-201 117-201 117-184
S1 117-109 117-109 117-161 117-076
S2 117-043 117-043 117-146
S3 116-206 116-272 117-132
S4 116-048 116-114 117-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-293 117-125 0-168 0.4% 0-076 0.2% 15% False True 4,373
10 117-298 117-125 0-173 0.5% 0-079 0.2% 15% False True 2,693
20 118-127 117-053 1-075 1.1% 0-090 0.2% 25% False False 1,827
40 118-127 116-002 2-125 2.0% 0-058 0.2% 61% False False 916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-251
2.618 118-113
1.618 118-028
1.000 117-295
0.618 117-263
HIGH 117-210
0.618 117-178
0.500 117-168
0.382 117-157
LOW 117-125
0.618 117-072
1.000 117-040
1.618 116-307
2.618 116-222
4.250 116-084
Fisher Pivots for day following 08-May-2017
Pivot 1 day 3 day
R1 117-168 117-168
PP 117-162 117-162
S1 117-156 117-156

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

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