ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 29-Dec-2016
Day Change Summary
Previous Current
28-Dec-2016 29-Dec-2016 Change Change % Previous Week
Open 116-302 117-050 0-068 0.2% 116-245
High 116-302 117-050 0-068 0.2% 116-245
Low 116-302 117-050 0-068 0.2% 116-202
Close 116-302 117-050 0-068 0.2% 116-245
Range
ATR 0-054 0-055 0-001 1.8% 0-000
Volume
Daily Pivots for day following 29-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-050 117-050 117-050
R3 117-050 117-050 117-050
R2 117-050 117-050 117-050
R1 117-050 117-050 117-050 117-050
PP 117-050 117-050 117-050 117-050
S1 117-050 117-050 117-050 117-050
S2 117-050 117-050 117-050
S3 117-050 117-050 117-050
S4 117-050 117-050 117-050
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-038 117-024 116-268
R3 116-316 116-302 116-257
R2 116-273 116-273 116-253
R1 116-259 116-259 116-249 116-266
PP 116-231 116-231 116-231 116-234
S1 116-217 116-217 116-241 116-224
S2 116-188 116-188 116-237
S3 116-146 116-174 116-233
S4 116-103 116-132 116-222
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-050 116-215 0-155 0.4% 0-000 0.0% 100% True False
10 117-050 116-167 0-203 0.5% 0-000 0.0% 100% True False
20 117-293 116-167 1-125 1.2% 0-002 0.0% 46% False False
Crabel Price Patterns
NR False
NR4 False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-050
2.618 117-050
1.618 117-050
1.000 117-050
0.618 117-050
HIGH 117-050
0.618 117-050
0.500 117-050
0.382 117-050
LOW 117-050
0.618 117-050
1.000 117-050
1.618 117-050
2.618 117-050
4.250 117-050
Fisher Pivots for day following 29-Dec-2016
Pivot 1 day 3 day
R1 117-050 117-024
PP 117-050 116-318
S1 117-050 116-293

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

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