ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 117-267 117-300 0-033 0.1% 117-102
High 117-315 118-047 0-052 0.1% 117-235
Low 117-225 117-255 0-030 0.1% 117-035
Close 117-273 118-005 0-052 0.1% 117-125
Range 0-090 0-112 0-022 25.0% 0-200
ATR 0-105 0-106 0-001 0.5% 0-000
Volume 52,986 19,390 -33,596 -63.4% 87,961
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-013 118-282 118-067
R3 118-221 118-169 118-036
R2 118-108 118-108 118-026
R1 118-057 118-057 118-015 118-082
PP 117-316 117-316 117-316 118-009
S1 117-264 117-264 117-315 117-290
S2 117-203 117-203 117-304
S3 117-091 117-152 117-294
S4 116-298 117-039 117-263
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
5 118-047 117-085 0-282 0.7% 0-104 0.3% 85% True False 28,541
10 118-047 116-313 1-055 1.0% 0-094 0.2% 89% True False 20,134
20 118-047 116-305 1-062 1.0% 0-109 0.3% 89% True False 14,003
40 118-047 116-167 1-200 1.4% 0-070 0.2% 92% True False 7,008
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 0-030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-206
2.618 119-022
1.618 118-229
1.000 118-160
0.618 118-117
HIGH 118-047
0.618 118-005
0.500 117-311
0.382 117-298
LOW 117-255
0.618 117-185
1.000 117-143
1.618 117-073
2.618 116-281
4.250 116-097
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 118-000 117-310
PP 117-316 117-294
S1 117-311 117-279

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

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