ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 11-May-2017
Day Change Summary
Previous Current
10-May-2017 11-May-2017 Change Change % Previous Week
Open 117-130 117-073 -0-058 -0.2% 117-265
High 117-165 117-130 -0-035 -0.1% 117-293
Low 117-087 117-067 -0-020 -0.1% 117-135
Close 117-093 117-110 0-018 0.0% 117-175
Range 0-078 0-063 -0-015 -19.3% 0-158
ATR 0-084 0-083 -0-002 -1.8% 0-000
Volume 6,179 25,834 19,655 318.1% 15,047
Daily Pivots for day following 11-May-2017
Classic Woodie Camarilla DeMark
R4 117-290 117-263 117-144
R3 117-228 117-200 117-127
R2 117-165 117-165 117-121
R1 117-138 117-138 117-116 117-151
PP 117-103 117-103 117-103 117-109
S1 117-075 117-075 117-104 117-089
S2 117-040 117-040 117-099
S3 116-297 117-012 117-093
S4 116-235 116-270 117-076
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
5 117-210 117-067 0-143 0.4% 0-066 0.2% 30% False True 10,040
10 117-293 117-067 0-225 0.6% 0-072 0.2% 19% False True 6,564
20 118-127 117-067 1-060 1.0% 0-085 0.2% 11% False True 3,875
40 118-127 116-160 1-287 1.6% 0-061 0.2% 44% False False 1,979
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-076
2.618 117-294
1.618 117-231
1.000 117-193
0.618 117-169
HIGH 117-130
0.618 117-106
0.500 117-099
0.382 117-091
LOW 117-067
0.618 117-029
1.000 117-005
1.618 116-286
2.618 116-224
4.250 116-122
Fisher Pivots for day following 11-May-2017
Pivot 1 day 3 day
R1 117-106 117-116
PP 117-103 117-114
S1 117-099 117-112

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

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