ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 117-300 118-015 0-035 0.1% 117-102
High 118-047 118-022 -0-025 -0.1% 117-235
Low 117-255 117-227 -0-028 -0.1% 117-035
Close 118-005 117-235 -0-090 -0.2% 117-125
Range 0-112 0-115 0-003 2.2% 0-200
ATR 0-106 0-106 0-001 0.6% 0-000
Volume 19,390 27,226 7,836 40.4% 87,961
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-293 118-219 117-298
R3 118-178 118-104 117-267
R2 118-063 118-063 117-256
R1 117-309 117-309 117-246 117-289
PP 117-268 117-268 117-268 117-258
S1 117-194 117-194 117-224 117-174
S2 117-153 117-153 117-214
S3 117-038 117-079 117-203
S4 116-243 116-284 117-172
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% 0-110 0.3% 53% False False 32,335
10 118-047 117-035 1-012 0.9% 0-097 0.3% 60% False False 21,611
20 118-047 116-305 1-062 1.0% 0-109 0.3% 65% False False 15,358
40 118-047 116-167 1-200 1.4% 0-073 0.2% 75% False False 7,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-191
2.618 119-004
1.618 118-209
1.000 118-138
0.618 118-094
HIGH 118-022
0.618 117-299
0.500 117-285
0.382 117-271
LOW 117-227
0.618 117-156
1.000 117-112
1.618 117-041
2.618 116-246
4.250 116-059
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 117-285 117-296
PP 117-268 117-276
S1 117-252 117-255

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

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