ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 04-Jan-2017
Day Change Summary
Previous Current
03-Jan-2017 04-Jan-2017 Change Change % Previous Week
Open 117-178 117-182 0-005 0.0% 117-025
High 117-207 117-205 -0-002 0.0% 117-220
Low 117-080 117-127 0-047 0.1% 116-295
Close 117-175 117-170 -0-005 0.0% 117-213
Range 0-127 0-078 -0-050 -39.2% 0-245
ATR 0-111 0-109 -0-002 -2.2% 0-000
Volume 837,943 604,181 -233,762 -27.9% 1,683,164
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-080 118-043 117-213
R3 118-003 117-285 117-191
R2 117-245 117-245 117-184
R1 117-208 117-208 117-177 117-188
PP 117-167 117-167 117-167 117-157
S1 117-130 117-130 117-163 117-110
S2 117-090 117-090 117-156
S3 117-012 117-053 117-149
S4 116-255 116-295 117-127
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-231 119-147 118-027
R3 118-306 118-222 117-280
R2 118-061 118-061 117-257
R1 117-297 117-297 117-235 118-019
PP 117-136 117-136 117-136 117-157
S1 117-052 117-052 117-190 117-094
S2 116-211 116-211 117-168
S3 115-286 116-127 117-145
S4 115-041 115-202 117-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 116-295 0-245 0.7% 0-101 0.3% 80% False False 589,314
10 117-220 116-258 0-282 0.8% 0-084 0.2% 82% False False 449,821
20 118-038 116-175 1-182 1.3% 0-102 0.3% 63% False False 612,547
40 121-110 116-175 4-255 4.1% 0-132 0.3% 21% False False 554,950
60 121-110 116-175 4-255 4.1% 0-111 0.3% 21% False False 371,678
80 121-135 116-175 4-280 4.1% 0-086 0.2% 20% False False 278,767
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-214
2.618 118-088
1.618 118-010
1.000 117-282
0.618 117-253
HIGH 117-205
0.618 117-175
0.500 117-166
0.382 117-157
LOW 117-127
0.618 117-080
1.000 117-050
1.618 117-002
2.618 116-245
4.250 116-118
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 117-169 117-163
PP 117-167 117-157
S1 117-166 117-150

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

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