ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 117-125 117-200 0-075 0.2% 117-102
High 117-235 117-273 0-038 0.1% 117-235
Low 117-085 117-190 0-105 0.3% 117-035
Close 117-125 117-260 0-135 0.4% 117-125
Range 0-150 0-082 -0-068 -45.0% 0-200
ATR 0-103 0-106 0-003 3.1% 0-000
Volume 38,942 23,134 -15,808 -40.6% 87,961
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-168 118-137 117-305
R3 118-086 118-054 117-283
R2 118-003 118-003 117-275
R1 117-292 117-292 117-268 117-308
PP 117-241 117-241 117-241 117-249
S1 117-209 117-209 117-252 117-225
S2 117-158 117-158 117-245
S3 117-076 117-127 117-237
S4 116-313 117-044 117-215
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
5 117-273 117-035 0-238 0.6% 0-104 0.3% 95% True False 21,720
10 117-273 116-313 0-280 0.7% 0-097 0.3% 96% True False 17,715
20 117-285 116-305 0-300 0.8% 0-104 0.3% 92% False False 10,388
40 117-285 116-167 1-118 1.2% 0-065 0.2% 94% False False 5,198
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-303
2.618 118-168
1.618 118-086
1.000 118-035
0.618 118-003
HIGH 117-273
0.618 117-241
0.500 117-231
0.382 117-222
LOW 117-190
0.618 117-139
1.000 117-108
1.618 117-057
2.618 116-294
4.250 116-159
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 117-250 117-233
PP 117-241 117-206
S1 117-231 117-179

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

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