ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 117-162 117-065 -0-098 -0.3% 117-200
High 117-175 117-087 -0-088 -0.2% 118-047
Low 117-038 116-307 -0-050 -0.1% 117-187
Close 117-085 117-018 -0-067 -0.2% 117-207
Range 0-138 0-100 -0-038 -27.3% 0-180
ATR 0-103 0-102 0-000 -0.2% 0-000
Volume 113,275 76,831 -36,444 -32.2% 171,383
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-011 117-274 117-073
R3 117-231 117-174 117-045
R2 117-131 117-131 117-036
R1 117-074 117-074 117-027 117-052
PP 117-031 117-031 117-031 117-020
S1 116-294 116-294 117-008 116-272
S2 116-251 116-251 116-319
S3 116-151 116-194 116-310
S4 116-051 116-094 116-283
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-154 119-041 117-306
R3 118-294 118-181 117-257
R2 118-114 118-114 117-240
R1 118-001 118-001 117-224 118-057
PP 117-254 117-254 117-254 117-282
S1 117-141 117-141 117-191 117-197
S2 117-074 117-074 117-174
S3 116-214 116-281 117-158
S4 116-034 116-101 117-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-022 116-307 1-035 0.9% 0-091 0.2% 8% False True 61,196
10 118-047 116-307 1-060 1.0% 0-097 0.3% 8% False True 44,869
20 118-047 116-305 1-062 1.0% 0-100 0.3% 8% False False 29,076
40 118-047 116-202 1-165 1.3% 0-080 0.2% 28% False False 14,657
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 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-192
2.618 118-029
1.618 117-249
1.000 117-187
0.618 117-149
HIGH 117-087
0.618 117-049
0.500 117-037
0.382 117-026
LOW 116-307
0.618 116-246
1.000 116-207
1.618 116-146
2.618 116-046
4.250 115-202
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 117-037 117-090
PP 117-031 117-066
S1 117-024 117-042

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

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