ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Mar-2017
Day Change Summary
Previous Current
24-Mar-2017 27-Mar-2017 Change Change % Previous Week
Open 117-165 117-190 0-025 0.1% 117-042
High 117-225 117-287 0-062 0.2% 117-235
Low 117-142 117-187 0-045 0.1% 117-033
Close 117-213 117-240 0-027 0.1% 117-213
Range 0-082 0-100 0-018 21.2% 0-202
ATR 0-103 0-103 0-000 -0.2% 0-000
Volume 507,384 601,227 93,843 18.5% 3,493,679
Daily Pivots for day following 27-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-218 118-169 117-295
R3 118-118 118-069 117-268
R2 118-018 118-018 117-258
R1 117-289 117-289 117-249 117-314
PP 117-238 117-238 117-238 117-251
S1 117-189 117-189 117-231 117-214
S2 117-138 117-138 117-222
S3 117-038 117-089 117-212
S4 116-258 116-309 117-185
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-127 119-053 118-004
R3 118-245 118-170 117-268
R2 118-043 118-043 117-250
R1 117-288 117-288 117-231 118-005
PP 117-160 117-160 117-160 117-179
S1 117-085 117-085 117-194 117-123
S2 116-278 116-278 117-175
S3 116-075 116-203 117-157
S4 115-193 116-000 117-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-287 117-047 0-240 0.6% 0-096 0.3% 80% True False 724,709
10 117-287 116-162 1-125 1.2% 0-101 0.3% 89% True False 689,167
20 117-287 116-155 1-132 1.2% 0-101 0.3% 90% True False 769,980
40 118-050 116-155 1-215 1.4% 0-100 0.3% 76% False False 543,831
60 118-050 116-155 1-215 1.4% 0-100 0.3% 76% False False 364,168
80 118-050 116-155 1-215 1.4% 0-075 0.2% 76% False False 273,126
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 0-018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-072
2.618 118-229
1.618 118-129
1.000 118-067
0.618 118-029
HIGH 117-287
0.618 117-249
0.500 117-237
0.382 117-226
LOW 117-187
0.618 117-126
1.000 117-087
1.618 117-026
2.618 116-246
4.250 116-082
Fisher Pivots for day following 27-Mar-2017
Pivot 1 day 3 day
R1 117-239 117-231
PP 117-238 117-222
S1 117-237 117-214

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

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