ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 117-213 117-200 -0-013 0.0% 117-155
High 117-260 117-235 -0-025 -0.1% 117-260
Low 117-175 117-073 -0-102 -0.3% 117-073
Close 117-175 117-153 -0-022 -0.1% 117-153
Range 0-085 0-162 0-078 91.2% 0-187
ATR 0-077 0-083 0-006 7.9% 0-000
Volume 1,076 165 -911 -84.7% 1,434
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-001 118-239 117-242
R3 118-158 118-077 117-197
R2 117-316 117-316 117-182
R1 117-234 117-234 117-167 117-194
PP 117-153 117-153 117-153 117-133
S1 117-072 117-072 117-138 117-031
S2 116-311 116-311 117-123
S3 116-148 116-229 117-108
S4 115-306 116-067 117-063
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-084 118-306 117-256
R3 118-217 118-118 117-204
R2 118-029 118-029 117-187
R1 117-251 117-251 117-170 117-206
PP 117-162 117-162 117-162 117-139
S1 117-063 117-063 117-135 117-019
S2 116-294 116-294 117-118
S3 116-107 116-196 117-101
S4 115-239 116-008 117-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-260 117-073 0-187 0.5% 0-096 0.3% 43% False True 286
10 117-260 116-293 0-287 0.8% 0-094 0.3% 63% False False 162
20 117-260 116-167 1-093 1.1% 0-047 0.1% 74% False False 81
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-286
2.618 119-020
1.618 118-178
1.000 118-078
0.618 118-015
HIGH 117-235
0.618 117-173
0.500 117-154
0.382 117-135
LOW 117-073
0.618 116-292
1.000 116-230
1.618 116-130
2.618 115-287
4.250 115-022
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 117-154 117-166
PP 117-153 117-162
S1 117-153 117-157

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

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