ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 117-122 117-180 0-058 0.2% 117-175
High 117-215 117-187 -0-028 -0.1% 117-215
Low 117-105 117-115 0-010 0.0% 116-307
Close 117-182 117-178 -0-005 0.0% 117-182
Range 0-110 0-072 -0-038 -34.1% 0-228
ATR 0-104 0-102 -0-002 -2.2% 0-000
Volume 105,090 454,545 349,455 332.5% 423,510
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-057 118-030 117-217
R3 117-305 117-277 117-197
R2 117-232 117-232 117-191
R1 117-205 117-205 117-184 117-182
PP 117-160 117-160 117-160 117-149
S1 117-133 117-133 117-171 117-110
S2 117-088 117-088 117-164
S3 117-015 117-060 117-158
S4 116-263 116-308 117-138
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-171 119-084 117-308
R3 118-263 118-177 117-245
R2 118-036 118-036 117-224
R1 117-269 117-269 117-203 117-313
PP 117-128 117-128 117-128 117-150
S1 117-042 117-042 117-162 117-085
S2 116-221 116-221 117-141
S3 115-313 116-134 117-120
S4 115-086 115-227 117-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-215 116-307 0-228 0.6% 0-108 0.3% 84% False False 167,610
10 118-047 116-307 1-060 1.0% 0-096 0.3% 50% False False 102,630
20 118-047 116-307 1-060 1.0% 0-097 0.3% 50% False False 60,172
40 118-047 116-215 1-152 1.3% 0-088 0.2% 60% False False 30,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-176
2.618 118-057
1.618 117-305
1.000 117-260
0.618 117-232
HIGH 117-187
0.618 117-160
0.500 117-151
0.382 117-143
LOW 117-115
0.618 117-070
1.000 117-043
1.618 116-318
2.618 116-245
4.250 116-127
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 117-169 117-158
PP 117-160 117-138
S1 117-151 117-119

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

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