ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 31-Mar-2017
Day Change Summary
Previous Current
30-Mar-2017 31-Mar-2017 Change Change % Previous Week
Open 117-227 117-178 -0-050 -0.1% 117-190
High 117-238 117-240 0-002 0.0% 117-287
Low 117-158 117-162 0-005 0.0% 117-147
Close 117-180 117-233 0-053 0.1% 117-233
Range 0-080 0-078 -0-002 -3.1% 0-140
ATR 0-101 0-099 -0-002 -1.6% 0-000
Volume 685,570 854,238 168,668 24.6% 3,528,863
Daily Pivots for day following 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-124 118-096 117-275
R3 118-047 118-018 117-254
R2 117-289 117-289 117-247
R1 117-261 117-261 117-240 117-275
PP 117-212 117-212 117-212 117-219
S1 117-183 117-183 117-225 117-198
S2 117-134 117-134 117-218
S3 117-057 117-106 117-211
S4 116-299 117-028 117-190
Weekly Pivots for week ending 31-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-002 118-258 117-310
R3 118-182 118-118 117-271
R2 118-042 118-042 117-258
R1 117-298 117-298 117-245 118-010
PP 117-222 117-222 117-222 117-239
S1 117-158 117-158 117-220 117-190
S2 117-082 117-082 117-207
S3 116-262 117-018 117-194
S4 116-122 116-198 117-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-287 117-147 0-140 0.4% 0-092 0.2% 61% False False 705,772
10 117-287 117-033 0-255 0.7% 0-092 0.2% 78% False False 702,254
20 117-287 116-155 1-132 1.2% 0-095 0.3% 88% False False 696,096
40 118-050 116-155 1-215 1.4% 0-101 0.3% 74% False False 615,796
60 118-050 116-155 1-215 1.4% 0-104 0.3% 74% False False 412,962
80 118-050 116-155 1-215 1.4% 0-080 0.2% 74% False False 309,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 118-249
2.618 118-123
1.618 118-045
1.000 117-318
0.618 117-288
HIGH 117-240
0.618 117-210
0.500 117-201
0.382 117-192
LOW 117-162
0.618 117-115
1.000 117-085
1.618 117-037
2.618 116-280
4.250 116-153
Fisher Pivots for day following 31-Mar-2017
Pivot 1 day 3 day
R1 117-222 117-220
PP 117-212 117-207
S1 117-201 117-194

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

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