ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 117-102 117-175 0-073 0.2% 117-093
High 117-147 117-195 0-048 0.1% 117-242
Low 117-090 117-100 0-010 0.0% 116-313
Close 117-118 117-160 0-042 0.1% 117-110
Range 0-057 0-095 0-038 65.3% 0-250
ATR 0-099 0-099 0-000 -0.3% 0-000
Volume 2,492 13,766 11,274 452.4% 86,847
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-117 118-073 117-212
R3 118-022 117-298 117-186
R2 117-247 117-247 117-177
R1 117-203 117-203 117-169 117-178
PP 117-152 117-152 117-152 117-139
S1 117-108 117-108 117-151 117-082
S2 117-057 117-057 117-143
S3 116-282 117-013 117-134
S4 116-187 116-238 117-108
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
5 117-195 116-313 0-202 0.5% 0-084 0.2% 83% True False 8,951
10 117-260 116-305 0-275 0.7% 0-112 0.3% 64% False False 10,900
20 117-285 116-293 0-312 0.8% 0-106 0.3% 60% False False 5,655
40 117-293 116-167 1-125 1.2% 0-054 0.1% 70% False False 2,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-279
2.618 118-124
1.618 118-029
1.000 117-290
0.618 117-254
HIGH 117-195
0.618 117-159
0.500 117-148
0.382 117-136
LOW 117-100
0.618 117-041
1.000 117-005
1.618 116-266
2.618 116-171
4.250 116-016
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 117-156 117-145
PP 117-152 117-131
S1 117-148 117-116

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

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