ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 15-May-2017
Day Change Summary
Previous Current
12-May-2017 15-May-2017 Change Change % Previous Week
Open 117-153 117-253 0-100 0.3% 117-178
High 117-253 117-260 0-007 0.0% 117-253
Low 117-153 117-215 0-062 0.2% 117-067
Close 117-235 117-230 -0-005 0.0% 117-235
Range 0-100 0-045 -0-055 -55.0% 0-185
ATR 0-087 0-084 -0-003 -3.4% 0-000
Volume 20,110 21,795 1,685 8.4% 69,881
Daily Pivots for day following 15-May-2017
Classic Woodie Camarilla DeMark
R4 118-050 118-025 117-255
R3 118-005 117-300 117-242
R2 117-280 117-280 117-238
R1 117-255 117-255 117-234 117-245
PP 117-235 117-235 117-235 117-230
S1 117-210 117-210 117-226 117-200
S2 117-190 117-190 117-222
S3 117-145 117-165 117-218
S4 117-100 117-120 117-205
Weekly Pivots for week ending 12-May-2017
Classic Woodie Camarilla DeMark
R4 119-100 119-033 118-017
R3 118-235 118-168 117-286
R2 118-050 118-050 117-269
R1 117-303 117-303 117-252 118-016
PP 117-185 117-185 117-185 117-202
S1 117-117 117-117 117-218 117-151
S2 117-000 117-000 117-201
S3 116-135 116-252 117-184
S4 115-270 116-067 117-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-260 117-067 0-193 0.5% 0-064 0.2% 84% True False 16,879
10 117-293 117-067 0-225 0.6% 0-070 0.2% 72% False False 10,626
20 118-127 117-067 1-060 1.0% 0-081 0.2% 43% False False 5,929
40 118-127 116-230 1-217 1.4% 0-065 0.2% 60% False False 3,026
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0-014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-131
2.618 118-058
1.618 118-013
1.000 117-305
0.618 117-288
HIGH 117-260
0.618 117-243
0.500 117-238
0.382 117-232
LOW 117-215
0.618 117-187
1.000 117-170
1.618 117-142
2.618 117-097
4.250 117-024
Fisher Pivots for day following 15-May-2017
Pivot 1 day 3 day
R1 117-238 117-208
PP 117-235 117-186
S1 117-233 117-164

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

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