ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 07-Feb-2017
Day Change Summary
Previous Current
06-Feb-2017 07-Feb-2017 Change Change % Previous Week
Open 117-200 117-267 0-067 0.2% 117-102
High 117-273 117-315 0-042 0.1% 117-235
Low 117-190 117-225 0-035 0.1% 117-035
Close 117-260 117-273 0-013 0.0% 117-125
Range 0-082 0-090 0-008 9.1% 0-200
ATR 0-106 0-105 -0-001 -1.1% 0-000
Volume 23,134 52,986 29,852 129.0% 87,961
Daily Pivots for day following 07-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-221 118-177 118-002
R3 118-131 118-087 117-297
R2 118-041 118-041 117-289
R1 117-317 117-317 117-281 118-019
PP 117-271 117-271 117-271 117-282
S1 117-227 117-227 117-264 117-249
S2 117-181 117-181 117-256
S3 117-091 117-137 117-248
S4 117-001 117-047 117-223
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
5 117-315 117-035 0-280 0.7% 0-103 0.3% 85% True False 29,564
10 117-315 116-313 1-002 0.9% 0-093 0.2% 87% True False 19,258
20 117-315 116-305 1-010 0.9% 0-105 0.3% 87% True False 13,036
40 117-315 116-167 1-148 1.2% 0-067 0.2% 91% True False 6,523
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-058
2.618 118-231
1.618 118-141
1.000 118-085
0.618 118-051
HIGH 117-315
0.618 117-281
0.500 117-270
0.382 117-259
LOW 117-225
0.618 117-169
1.000 117-135
1.618 117-079
2.618 116-309
4.250 116-162
Fisher Pivots for day following 07-Feb-2017
Pivot 1 day 3 day
R1 117-272 117-248
PP 117-271 117-224
S1 117-270 117-200

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

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