ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 117-180 117-065 -0-115 -0.3% 117-250
High 117-225 117-122 -0-102 -0.3% 117-285
Low 117-095 117-013 -0-082 -0.2% 116-305
Close 117-095 117-022 -0-073 -0.2% 117-090
Range 0-130 0-110 -0-020 -15.4% 0-300
ATR 0-106 0-106 0-000 0.3% 0-000
Volume 37,557 10,629 -26,928 -71.7% 8,392
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-062 117-312 117-083
R3 117-272 117-202 117-053
R2 117-162 117-162 117-043
R1 117-092 117-092 117-033 117-072
PP 117-053 117-053 117-053 117-043
S1 116-303 116-303 117-012 116-283
S2 116-263 116-263 117-002
S3 116-153 116-193 116-312
S4 116-043 116-083 116-282
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
5 117-242 116-305 0-258 0.7% 0-123 0.3% 15% False False 14,842
10 117-285 116-305 0-300 0.8% 0-124 0.3% 13% False False 7,872
20 117-285 116-215 1-070 1.0% 0-091 0.2% 33% False False 3,949
Crabel Price Patterns
NR True
NR4 True
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 0-036
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-270
2.618 118-090
1.618 117-300
1.000 117-232
0.618 117-190
HIGH 117-122
0.618 117-080
0.500 117-068
0.382 117-055
LOW 117-013
0.618 116-265
1.000 116-223
1.618 116-155
2.618 116-045
4.250 115-185
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 117-068 117-128
PP 117-053 117-093
S1 117-037 117-057

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

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