ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 16-May-2017
Day Change Summary
Previous Current
15-May-2017 16-May-2017 Change Change % Previous Week
Open 117-253 117-227 -0-025 -0.1% 117-178
High 117-260 117-280 0-020 0.1% 117-253
Low 117-215 117-205 -0-010 0.0% 117-067
Close 117-230 117-245 0-015 0.0% 117-235
Range 0-045 0-075 0-030 66.7% 0-185
ATR 0-084 0-083 -0-001 -0.8% 0-000
Volume 21,795 51,893 30,098 138.1% 69,881
Daily Pivots for day following 16-May-2017
Classic Woodie Camarilla DeMark
R4 118-148 118-112 117-286
R3 118-073 118-037 117-266
R2 117-318 117-318 117-259
R1 117-282 117-282 117-252 117-300
PP 117-243 117-243 117-243 117-252
S1 117-207 117-207 117-238 117-225
S2 117-168 117-168 117-231
S3 117-093 117-132 117-224
S4 117-018 117-057 117-204
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
5 117-280 117-067 0-213 0.6% 0-072 0.2% 84% True False 25,162
10 117-287 117-067 0-220 0.6% 0-069 0.2% 81% False False 15,703
20 118-115 117-067 1-048 1.0% 0-078 0.2% 48% False False 8,456
40 118-127 116-282 1-165 1.3% 0-067 0.2% 58% False False 4,324
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-279
2.618 118-156
1.618 118-081
1.000 118-035
0.618 118-006
HIGH 117-280
0.618 117-251
0.500 117-242
0.382 117-234
LOW 117-205
0.618 117-159
1.000 117-130
1.618 117-084
2.618 117-009
4.250 116-206
Fisher Pivots for day following 16-May-2017
Pivot 1 day 3 day
R1 117-244 117-235
PP 117-243 117-226
S1 117-242 117-216

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

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