ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 117-080 117-150 0-070 0.2% 117-093
High 117-145 117-200 0-055 0.1% 117-242
Low 117-035 117-118 0-082 0.2% 116-313
Close 117-133 117-142 0-010 0.0% 117-110
Range 0-110 0-082 -0-027 -25.0% 0-250
ATR 0-101 0-100 -0-001 -1.3% 0-000
Volume 24,506 8,255 -16,251 -66.3% 86,847
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-081 118-034 117-188
R3 117-318 117-272 117-165
R2 117-236 117-236 117-158
R1 117-189 117-189 117-150 117-171
PP 117-153 117-153 117-153 117-144
S1 117-107 117-107 117-135 117-089
S2 117-071 117-071 117-127
S3 116-308 117-024 117-120
S4 116-226 116-262 117-097
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
5 117-200 117-035 0-165 0.4% 0-083 0.2% 65% True False 10,887
10 117-242 116-305 0-258 0.7% 0-101 0.3% 61% False False 13,762
20 117-285 116-305 0-300 0.8% 0-110 0.3% 53% False False 7,293
40 117-293 116-167 1-125 1.2% 0-059 0.2% 66% False False 3,646
Crabel Price Patterns
NR True
NR4 False
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 0-032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-231
2.618 118-096
1.618 118-013
1.000 117-282
0.618 117-251
HIGH 117-200
0.618 117-168
0.500 117-159
0.382 117-149
LOW 117-118
0.618 117-067
1.000 117-035
1.618 116-304
2.618 116-222
4.250 116-087
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 117-159 117-134
PP 117-153 117-126
S1 117-148 117-118

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

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