ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 117-065 117-042 -0-022 -0.1% 117-250
High 117-122 117-078 -0-045 -0.1% 117-285
Low 117-013 116-313 -0-020 -0.1% 116-305
Close 117-022 117-070 0-048 0.1% 117-090
Range 0-110 0-085 -0-025 -22.7% 0-300
ATR 0-106 0-105 -0-002 -1.4% 0-000
Volume 10,629 12,451 1,822 17.1% 8,392
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 117-302 117-271 117-117
R3 117-217 117-186 117-093
R2 117-132 117-132 117-086
R1 117-101 117-101 117-078 117-116
PP 117-047 117-047 117-047 117-054
S1 117-016 117-016 117-062 117-031
S2 116-282 116-282 117-054
S3 116-197 116-251 117-047
S4 116-112 116-166 117-023
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% 0-119 0.3% 33% False False 16,638
10 117-285 116-305 0-300 0.8% 0-120 0.3% 28% False False 9,106
20 117-285 116-293 0-312 0.8% 0-095 0.3% 31% False False 4,572
40 117-310 116-167 1-143 1.2% 0-049 0.1% 48% False False 2,286
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 7 trading days
Fibonacci Retracements and Extensions
4.250 118-119
2.618 117-300
1.618 117-215
1.000 117-162
0.618 117-130
HIGH 117-078
0.618 117-045
0.500 117-035
0.382 117-025
LOW 116-313
0.618 116-260
1.000 116-228
1.618 116-175
2.618 116-090
4.250 115-271
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 117-058 117-109
PP 117-047 117-096
S1 117-035 117-083

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

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