ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 117-213 118-015 0-122 0.3% 117-253
High 118-042 118-027 -0-015 0.0% 118-080
Low 117-210 117-215 0-005 0.0% 117-110
Close 118-010 117-220 -0-110 -0.3% 117-218
Range 0-152 0-132 -0-020 -13.1% 0-290
ATR 0-132 0-132 0-000 0.0% 0-000
Volume 915,171 642,684 -272,487 -29.8% 3,469,014
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-018 118-252 117-293
R3 118-206 118-119 117-256
R2 118-073 118-073 117-244
R1 117-307 117-307 117-232 117-284
PP 117-261 117-261 117-261 117-249
S1 117-174 117-174 117-208 117-151
S2 117-128 117-128 117-196
S3 116-316 117-042 117-184
S4 116-183 116-229 117-147
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-152 119-315 118-057
R3 119-182 119-025 117-297
R2 118-212 118-212 117-271
R1 118-055 118-055 117-244 117-309
PP 117-243 117-243 117-243 117-209
S1 117-085 117-085 117-191 117-019
S2 116-273 116-273 117-164
S3 115-303 116-115 117-138
S4 115-013 115-145 117-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-058 117-110 0-267 0.7% 0-139 0.4% 41% False False 837,138
10 118-080 117-110 0-290 0.8% 0-134 0.4% 38% False False 788,455
20 118-080 116-295 1-105 1.1% 0-122 0.3% 58% False False 676,092
40 118-080 116-175 1-225 1.4% 0-120 0.3% 67% False False 728,194
60 121-110 116-175 4-255 4.1% 0-129 0.3% 24% False False 541,375
80 121-135 116-175 4-280 4.1% 0-109 0.3% 23% False False 406,261
100 121-135 116-175 4-280 4.1% 0-087 0.2% 23% False False 325,009
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-271
2.618 119-054
1.618 118-242
1.000 118-160
0.618 118-109
HIGH 118-027
0.618 117-297
0.500 117-281
0.382 117-266
LOW 117-215
0.618 117-133
1.000 117-083
1.618 117-001
2.618 116-188
4.250 115-292
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 117-281 117-236
PP 117-261 117-231
S1 117-240 117-225

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

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