ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 117-042 117-087 0-045 0.1% 117-093
High 117-078 117-110 0-033 0.1% 117-242
Low 116-313 117-038 0-045 0.1% 116-313
Close 117-070 117-110 0-040 0.1% 117-110
Range 0-085 0-073 -0-012 -14.7% 0-250
ATR 0-105 0-103 -0-002 -2.2% 0-000
Volume 12,451 5,419 -7,032 -56.5% 86,847
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 117-303 117-279 117-150
R3 117-231 117-207 117-130
R2 117-158 117-158 117-123
R1 117-134 117-134 117-117 117-146
PP 117-086 117-086 117-086 117-092
S1 117-062 117-062 117-103 117-074
S2 117-013 117-013 117-097
S3 116-261 116-309 117-090
S4 116-188 116-237 117-070
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-225 119-097 117-248
R3 118-295 118-167 117-179
R2 118-045 118-045 117-156
R1 117-238 117-238 117-133 117-301
PP 117-115 117-115 117-115 117-147
S1 116-308 116-308 117-087 117-051
S2 116-185 116-185 117-064
S3 115-255 116-058 117-041
S4 115-005 115-128 116-293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-242 116-313 0-250 0.7% 0-110 0.3% 47% False False 17,369
10 117-285 116-305 0-300 0.8% 0-119 0.3% 42% False False 9,540
20 117-285 116-293 0-312 0.8% 0-099 0.3% 44% False False 4,843
40 117-293 116-167 1-125 1.2% 0-051 0.1% 59% False False 2,421
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 0-034
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-098
2.618 117-300
1.618 117-227
1.000 117-183
0.618 117-155
HIGH 117-110
0.618 117-082
0.500 117-074
0.382 117-065
LOW 117-038
0.618 116-313
1.000 116-285
1.618 116-240
2.618 116-168
4.250 116-049
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 117-098 117-093
PP 117-086 117-075
S1 117-074 117-058

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

View Archives - Comment on this page... - Back to Index of Symbols