ECBOT 5 Year T-Note Future September 2017


Trading Metrics calculated at close of trading on 26-Jun-2017
Day Change Summary
Previous Current
23-Jun-2017 26-Jun-2017 Change Change % Previous Week
Open 118-107 118-115 0-008 0.0% 118-133
High 118-122 118-140 0-018 0.0% 118-150
Low 118-090 118-082 -0-008 0.0% 118-038
Close 118-115 118-122 0-007 0.0% 118-115
Range 0-032 0-058 0-025 77.0% 0-113
ATR 0-076 0-075 -0-001 -1.7% 0-000
Volume 410,446 504,009 93,563 22.8% 2,875,152
Daily Pivots for day following 26-Jun-2017
Classic Woodie Camarilla DeMark
R4 118-288 118-263 118-154
R3 118-230 118-205 118-138
R2 118-173 118-173 118-133
R1 118-147 118-147 118-128 118-160
PP 118-115 118-115 118-115 118-121
S1 118-090 118-090 118-117 118-102
S2 118-057 118-057 118-112
S3 118-000 118-032 118-107
S4 117-262 117-295 118-091
Weekly Pivots for week ending 23-Jun-2017
Classic Woodie Camarilla DeMark
R4 119-118 119-069 118-177
R3 119-006 118-277 118-146
R2 118-213 118-213 118-136
R1 118-164 118-164 118-125 118-133
PP 118-101 118-101 118-101 118-085
S1 118-052 118-052 118-105 118-020
S2 117-308 117-308 118-094
S3 117-196 117-259 118-084
S4 117-083 117-147 118-053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-140 118-038 0-102 0.3% 0-052 0.1% 83% True False 536,337
10 118-247 118-038 0-210 0.6% 0-077 0.2% 40% False False 691,089
20 118-247 118-010 0-237 0.6% 0-075 0.2% 47% False False 722,814
40 118-247 117-067 1-180 1.3% 0-076 0.2% 75% False False 487,333
60 118-247 116-310 1-257 1.5% 0-080 0.2% 78% False False 325,126
80 118-247 116-002 2-245 2.3% 0-061 0.2% 86% False False 243,845
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-064
2.618 118-291
1.618 118-233
1.000 118-198
0.618 118-176
HIGH 118-140
0.618 118-118
0.500 118-111
0.382 118-104
LOW 118-082
0.618 118-047
1.000 118-025
1.618 117-309
2.618 117-252
4.250 117-158
Fisher Pivots for day following 26-Jun-2017
Pivot 1 day 3 day
R1 118-119 118-119
PP 118-115 118-115
S1 118-111 118-111

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

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