ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 05-Jan-2017
Day Change Summary
Previous Current
04-Jan-2017 05-Jan-2017 Change Change % Previous Week
Open 117-182 117-190 0-008 0.0% 117-025
High 117-205 118-033 0-148 0.4% 117-220
Low 117-127 117-175 0-048 0.1% 116-295
Close 117-170 117-302 0-132 0.4% 117-213
Range 0-078 0-178 0-100 129.0% 0-245
ATR 0-109 0-114 0-005 4.8% 0-000
Volume 604,181 1,016,679 412,498 68.3% 1,683,164
Daily Pivots for day following 05-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-169 119-093 118-080
R3 118-312 118-236 118-031
R2 118-134 118-134 118-015
R1 118-058 118-058 117-319 118-096
PP 117-277 117-277 117-277 117-296
S1 117-201 117-201 117-286 117-239
S2 117-099 117-099 117-270
S3 116-242 117-023 117-254
S4 116-064 116-166 117-205
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-231 119-147 118-027
R3 118-306 118-222 117-280
R2 118-061 118-061 117-257
R1 117-297 117-297 117-235 118-019
PP 117-136 117-136 117-136 117-157
S1 117-052 117-052 117-190 117-094
S2 116-211 116-211 117-168
S3 115-286 116-127 117-145
S4 115-041 115-202 117-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-033 117-080 0-273 0.7% 0-114 0.3% 82% True False 688,360
10 118-033 116-282 1-070 1.0% 0-093 0.2% 87% True False 508,973
20 118-038 116-175 1-182 1.3% 0-109 0.3% 89% False False 639,644
40 121-110 116-175 4-255 4.1% 0-135 0.4% 29% False False 580,185
60 121-110 116-175 4-255 4.1% 0-112 0.3% 29% False False 388,623
80 121-135 116-175 4-280 4.1% 0-088 0.2% 29% False False 291,475
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 120-147
2.618 119-177
1.618 119-000
1.000 118-210
0.618 118-142
HIGH 118-033
0.618 117-285
0.500 117-264
0.382 117-243
LOW 117-175
0.618 117-065
1.000 116-318
1.618 116-208
2.618 116-030
4.250 115-061
Fisher Pivots for day following 05-Jan-2017
Pivot 1 day 3 day
R1 117-290 117-274
PP 117-277 117-245
S1 117-264 117-216

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

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