ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 117-087 117-102 0-015 0.0% 117-093
High 117-110 117-147 0-037 0.1% 117-242
Low 117-038 117-090 0-053 0.1% 116-313
Close 117-110 117-118 0-007 0.0% 117-110
Range 0-073 0-057 -0-015 -20.7% 0-250
ATR 0-103 0-099 -0-003 -3.1% 0-000
Volume 5,419 2,492 -2,927 -54.0% 86,847
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 117-291 117-262 117-149
R3 117-233 117-204 117-133
R2 117-176 117-176 117-128
R1 117-147 117-147 117-123 117-161
PP 117-118 117-118 117-118 117-126
S1 117-089 117-089 117-112 117-104
S2 117-061 117-061 117-107
S3 117-003 117-032 117-102
S4 116-266 116-294 117-086
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
5 117-225 116-313 0-232 0.6% 0-091 0.2% 54% False False 13,709
10 117-285 116-305 0-300 0.8% 0-109 0.3% 44% False False 9,773
20 117-285 116-293 0-312 0.8% 0-102 0.3% 46% False False 4,967
40 117-293 116-167 1-125 1.2% 0-052 0.1% 61% False False 2,483
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 0-032
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 118-072
2.618 117-298
1.618 117-240
1.000 117-205
0.618 117-183
HIGH 117-147
0.618 117-126
0.500 117-119
0.382 117-112
LOW 117-090
0.618 117-054
1.000 117-033
1.618 116-317
2.618 116-260
4.250 116-166
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 117-119 117-102
PP 117-118 117-086
S1 117-118 117-070

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

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