ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Jan-2017
Day Change Summary
Previous Current
05-Jan-2017 06-Jan-2017 Change Change % Previous Week
Open 117-190 118-013 0-142 0.4% 117-178
High 118-033 118-080 0-047 0.1% 118-080
Low 117-175 117-187 0-012 0.0% 117-080
Close 117-302 117-205 -0-098 -0.3% 117-205
Range 0-178 0-213 0-035 19.7% 1-000
ATR 0-114 0-121 0-007 6.1% 0-000
Volume 1,016,679 804,637 -212,042 -20.9% 3,263,440
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-262 119-126 118-002
R3 119-049 118-233 117-263
R2 118-157 118-157 117-244
R1 118-021 118-021 117-224 117-302
PP 117-264 117-264 117-264 117-245
S1 117-128 117-128 117-186 117-090
S2 117-052 117-052 117-166
S3 116-159 116-236 117-147
S4 115-267 116-023 117-088
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-228 120-057 118-061
R3 119-228 119-057 117-293
R2 118-228 118-228 117-264
R1 118-057 118-057 117-234 118-142
PP 117-228 117-228 117-228 117-271
S1 117-057 117-057 117-176 117-142
S2 116-228 116-228 117-146
S3 115-228 116-057 117-117
S4 114-228 115-057 117-029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-080 1-000 0.9% 0-136 0.4% 39% True False 742,550
10 118-080 116-282 1-118 1.2% 0-108 0.3% 55% True False 554,096
20 118-080 116-175 1-225 1.4% 0-115 0.3% 64% True False 656,918
40 121-110 116-175 4-255 4.1% 0-137 0.4% 23% False False 599,701
60 121-110 116-175 4-255 4.1% 0-115 0.3% 23% False False 402,032
80 121-135 116-175 4-280 4.1% 0-091 0.2% 22% False False 301,533
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 0-021
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 121-023
2.618 119-316
1.618 119-104
1.000 118-293
0.618 118-211
HIGH 118-080
0.618 117-319
0.500 117-294
0.382 117-269
LOW 117-187
0.618 117-056
1.000 116-295
1.618 116-164
2.618 115-271
4.250 114-244
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 117-294 117-264
PP 117-264 117-244
S1 117-235 117-225

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

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