ECBOT 5 Year T-Note Future June 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 117-050 117-045 -0-005 0.0% 116-215
High 117-050 117-073 0-022 0.1% 117-102
Low 116-293 117-025 0-052 0.1% 116-215
Close 117-050 117-045 -0-005 0.0% 117-102
Range 0-078 0-048 -0-030 -38.7% 0-207
ATR 0-060 0-059 -0-001 -1.5% 0-000
Volume
Daily Pivots for day following 04-Jan-2017
Classic Woodie Camarilla DeMark
R4 117-190 117-165 117-071
R3 117-143 117-118 117-058
R2 117-095 117-095 117-054
R1 117-070 117-070 117-049 117-069
PP 117-047 117-047 117-047 117-047
S1 117-022 117-022 117-041 117-021
S2 117-000 117-000 117-036
S3 116-272 116-295 117-032
S4 116-225 116-247 117-019
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-016 118-267 117-217
R3 118-128 118-059 117-160
R2 117-241 117-241 117-141
R1 117-172 117-172 117-122 117-206
PP 117-033 117-033 117-033 117-051
S1 116-284 116-284 117-083 116-319
S2 116-146 116-146 117-064
S3 115-258 116-077 117-045
S4 115-051 115-189 116-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-102 116-293 0-130 0.3% 0-025 0.1% 56% False False
10 117-102 116-202 0-220 0.6% 0-013 0.0% 74% False False
20 117-293 116-167 1-125 1.2% 0-009 0.0% 44% False False
Crabel Price Patterns
NR True
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 0-002
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117-274
2.618 117-197
1.618 117-149
1.000 117-120
0.618 117-102
HIGH 117-073
0.618 117-054
0.500 117-049
0.382 117-043
LOW 117-025
0.618 116-316
1.000 116-297
1.618 116-268
2.618 116-221
4.250 116-143
Fisher Pivots for day following 04-Jan-2017
Pivot 1 day 3 day
R1 117-049 117-042
PP 117-047 117-040
S1 117-046 117-038

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

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