ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 117-190 117-095 -0-095 -0.3% 117-155
High 117-260 117-095 -0-165 -0.4% 117-260
Low 117-070 116-310 -0-080 -0.2% 117-073
Close 117-155 117-050 -0-105 -0.3% 117-153
Range 0-190 0-105 -0-085 -44.7% 0-187
ATR 0-094 0-099 0-005 5.4% 0-000
Volume 664 3,472 2,808 422.9% 1,434
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-040 117-310 117-108
R3 117-255 117-205 117-079
R2 117-150 117-150 117-069
R1 117-100 117-100 117-060 117-073
PP 117-045 117-045 117-045 117-031
S1 116-315 116-315 117-040 116-288
S2 116-260 116-260 117-031
S3 116-155 116-210 117-021
S4 116-050 116-105 116-312
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
5 117-285 116-310 0-295 0.8% 0-121 0.3% 20% False True 1,574
10 117-285 116-310 0-295 0.8% 0-118 0.3% 20% False True 825
20 117-285 116-202 1-082 1.1% 0-065 0.2% 42% False False 412
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-221
2.618 118-050
1.618 117-265
1.000 117-200
0.618 117-160
HIGH 117-095
0.618 117-055
0.500 117-043
0.382 117-030
LOW 116-310
0.618 116-245
1.000 116-205
1.618 116-140
2.618 116-035
4.250 115-184
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 117-048 117-138
PP 117-045 117-108
S1 117-043 117-079

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

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