ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 117-033 117-093 0-060 0.2% 117-250
High 117-102 117-242 0-140 0.4% 117-285
Low 116-305 117-087 0-102 0.3% 116-305
Close 117-090 117-210 0-120 0.3% 117-090
Range 0-118 0-155 0-038 31.9% 0-300
ATR 0-100 0-104 0-004 3.9% 0-000
Volume 1,762 20,791 19,029 1,080.0% 8,392
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-005 118-263 117-295
R3 118-170 118-108 117-253
R2 118-015 118-015 117-238
R1 117-273 117-273 117-224 117-304
PP 117-180 117-180 117-180 117-196
S1 117-118 117-118 117-196 117-149
S2 117-025 117-025 117-182
S3 116-190 116-282 117-167
S4 116-035 116-127 117-125
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-060 119-215 117-255
R3 119-080 118-235 117-173
R2 118-100 118-100 117-145
R1 117-255 117-255 117-118 117-188
PP 117-120 117-120 117-120 117-086
S1 116-275 116-275 117-063 116-208
S2 116-140 116-140 117-035
S3 115-160 115-295 117-008
S4 114-180 114-315 116-245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-285 116-305 0-300 0.8% 0-126 0.3% 75% False False 5,836
10 117-285 116-305 0-300 0.8% 0-111 0.3% 75% False False 3,061
20 117-285 116-215 1-070 1.0% 0-079 0.2% 81% False False 1,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-261
2.618 119-008
1.618 118-173
1.000 118-078
0.618 118-018
HIGH 117-242
0.618 117-183
0.500 117-165
0.382 117-147
LOW 117-087
0.618 116-312
1.000 116-252
1.618 116-157
2.618 116-002
4.250 115-069
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 117-195 117-178
PP 117-180 117-146
S1 117-165 117-114

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

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