ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 117-170 117-200 0-030 0.1% 117-050
High 117-180 117-238 0-058 0.2% 117-230
Low 117-150 117-120 -0-030 -0.1% 116-293
Close 117-155 117-158 0-002 0.0% 117-085
Range 0-030 0-118 0-088 291.9% 0-258
ATR 0-072 0-075 0-003 4.5% 0-000
Volume 54 113 59 109.3% 187
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-204 118-138 117-222
R3 118-087 118-021 117-190
R2 117-289 117-289 117-179
R1 117-223 117-223 117-168 117-198
PP 117-172 117-172 117-172 117-159
S1 117-106 117-106 117-147 117-080
S2 117-054 117-054 117-136
S3 116-257 116-308 117-125
S4 116-139 116-191 117-093
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-228 119-094 117-227
R3 118-291 118-157 117-156
R2 118-033 118-033 117-132
R1 117-219 117-219 117-109 117-286
PP 117-096 117-096 117-096 117-129
S1 116-282 116-282 117-061 117-029
S2 116-158 116-158 117-038
S3 115-221 116-024 117-014
S4 114-283 115-087 116-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-238 117-040 0-198 0.5% 0-114 0.3% 59% True False 76
10 117-238 116-293 0-265 0.7% 0-070 0.2% 70% True False 38
20 117-238 116-167 1-070 1.0% 0-037 0.1% 79% True False 19
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-097
2.618 118-225
1.618 118-108
1.000 118-035
0.618 117-310
HIGH 117-238
0.618 117-193
0.500 117-179
0.382 117-165
LOW 117-120
0.618 117-047
1.000 117-002
1.618 116-250
2.618 116-132
4.250 115-261
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 117-179 117-157
PP 117-172 117-157
S1 117-165 117-156

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

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