ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 23-Jan-2017

Day Change Summary
	Previous	Current
	20-Jan-2017	23-Jan-2017	Change	Change %	Previous Week
Open	117-162	117-213	0-050	0.1%	117-253
High	117-233	118-042	0-130	0.3%	118-080
Low	117-110	117-210	0-100	0.3%	117-110
Close	117-218	118-010	0-113	0.3%	117-218
Range	0-122	0-152	0-030	24.5%	0-290
ATR	0-130	0-132	0-002	1.2%	0-000
Volume	897,081	915,171	18,090	2.0%	3,469,014

Daily Pivots for day following 23-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-118	119-057	118-094
R3	118-286	118-224	118-052
R2	118-133	118-133	118-038
R1	118-072	118-072	118-024	118-102
PP	117-301	117-301	117-301	117-316
S1	117-239	117-239	117-316	117-270
S2	117-148	117-148	117-302
S3	116-316	117-087	117-288
S4	116-163	116-254	117-246

Weekly Pivots for week ending 20-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	120-152	119-315	118-057
R3	119-182	119-025	117-297
R2	118-212	118-212	117-271
R1	118-055	118-055	117-244	117-309
PP	117-243	117-243	117-243	117-209
S1	117-085	117-085	117-191	117-019
S2	116-273	116-273	117-164
S3	115-303	116-115	117-138
S4	115-013	115-145	117-058

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-080	117-110	0-290	0.8%	0-143	0.4%	76%	False	False	876,837
10	118-080	117-110	0-290	0.8%	0-131	0.3%	76%	False	False	773,551
20	118-080	116-282	1-118	1.2%	0-119	0.3%	84%	False	False	663,823
40	118-082	116-175	1-227	1.4%	0-122	0.3%	87%	False	False	748,992
60	121-110	116-175	4-255	4.1%	0-127	0.3%	31%	False	False	530,691
80	121-135	116-175	4-280	4.1%	0-107	0.3%	30%	False	False	398,227
100	121-135	116-175	4-280	4.1%	0-086	0.2%	30%	False	False	318,582

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-028
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	120-051
2.618	119-122
1.618	118-289
1.000	118-195
0.618	118-137
HIGH	118-042
0.618	117-304
0.500	117-286
0.382	117-268
LOW	117-210
0.618	117-116
1.000	117-058
1.618	116-283
2.618	116-131
4.250	115-202

Fisher Pivots for day following 23-Jan-2017
Pivot	1 day	3 day
R1	117-315	117-299
PP	117-301	117-268
S1	117-286	117-236

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols