ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 03-Feb-2017
Day Change Summary
Previous Current
02-Feb-2017 03-Feb-2017 Change Change % Previous Week
Open 117-150 117-125 -0-025 -0.1% 117-102
High 117-200 117-235 0-035 0.1% 117-235
Low 117-118 117-085 -0-033 -0.1% 117-035
Close 117-142 117-125 -0-018 0.0% 117-125
Range 0-082 0-150 0-068 81.8% 0-200
ATR 0-100 0-103 0-004 3.6% 0-000
Volume 8,255 38,942 30,687 371.7% 87,961
Daily Pivots for day following 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-278 118-192 117-208
R3 118-128 118-042 117-166
R2 117-298 117-298 117-152
R1 117-212 117-212 117-139 117-200
PP 117-148 117-148 117-148 117-142
S1 117-062 117-062 117-111 117-050
S2 116-318 116-318 117-097
S3 116-168 116-232 117-084
S4 116-018 116-082 117-042
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-092 118-308 117-235
R3 118-212 118-108 117-180
R2 118-012 118-012 117-162
R1 117-228 117-228 117-143 117-280
PP 117-132 117-132 117-132 117-158
S1 117-028 117-028 117-107 117-080
S2 116-252 116-252 117-088
S3 116-052 116-148 117-070
S4 115-172 115-268 117-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-235 117-035 0-200 0.5% 0-099 0.3% 45% True False 17,592
10 117-242 116-313 0-250 0.7% 0-105 0.3% 53% False False 17,480
20 117-285 116-305 0-300 0.8% 0-108 0.3% 47% False False 9,231
40 117-293 116-167 1-125 1.2% 0-063 0.2% 62% False False 4,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 119-233
2.618 118-308
1.618 118-158
1.000 118-065
0.618 118-008
HIGH 117-235
0.618 117-178
0.500 117-160
0.382 117-142
LOW 117-085
0.618 116-312
1.000 116-255
1.618 116-162
2.618 116-012
4.250 115-087
Fisher Pivots for day following 03-Feb-2017
Pivot 1 day 3 day
R1 117-160 117-135
PP 117-148 117-132
S1 117-137 117-128

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

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