ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 30-Mar-2017
Day Change Summary
Previous Current
29-Mar-2017 30-Mar-2017 Change Change % Previous Week
Open 117-158 117-227 0-070 0.2% 117-042
High 117-238 117-238 0-000 0.0% 117-235
Low 117-147 117-158 0-010 0.0% 117-033
Close 117-220 117-180 -0-040 -0.1% 117-213
Range 0-090 0-080 -0-010 -11.1% 0-202
ATR 0-102 0-101 -0-002 -1.6% 0-000
Volume 593,926 685,570 91,644 15.4% 3,493,679
Daily Pivots for day following 30-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-112 118-066 117-224
R3 118-032 117-306 117-202
R2 117-272 117-272 117-195
R1 117-226 117-226 117-187 117-209
PP 117-192 117-192 117-192 117-183
S1 117-146 117-146 117-173 117-129
S2 117-112 117-112 117-165
S3 117-032 117-066 117-158
S4 116-272 116-306 117-136
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
5 117-287 117-142 0-145 0.4% 0-093 0.2% 26% False False 636,401
10 117-287 116-295 0-312 0.8% 0-094 0.2% 66% False False 665,074
20 117-287 116-155 1-132 1.2% 0-095 0.3% 76% False False 698,254
40 118-050 116-155 1-215 1.4% 0-101 0.3% 64% False False 594,647
60 118-050 116-155 1-215 1.4% 0-103 0.3% 64% False False 398,725
80 118-050 116-155 1-215 1.4% 0-079 0.2% 64% False False 299,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-258
2.618 118-127
1.618 118-047
1.000 117-318
0.618 117-287
HIGH 117-238
0.618 117-207
0.500 117-198
0.382 117-188
LOW 117-158
0.618 117-108
1.000 117-078
1.618 117-028
2.618 116-268
4.250 116-138
Fisher Pivots for day following 30-Mar-2017
Pivot 1 day 3 day
R1 117-198 117-206
PP 117-192 117-197
S1 117-186 117-189

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

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