ECBOT 5 Year T-Note Future June 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 117-113 117-085 -0-028 -0.1% 117-050
High 117-230 117-227 -0-003 0.0% 117-230
Low 117-040 117-080 0-040 0.1% 116-293
Close 117-182 117-085 -0-098 -0.3% 117-085
Range 0-190 0-147 -0-043 -22.4% 0-258
ATR 0-068 0-074 0-006 8.3% 0-000
Volume 187 0 -187 -100.0% 187
Daily Pivots for day following 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-253 118-157 117-166
R3 118-106 118-009 117-126
R2 117-278 117-278 117-112
R1 117-182 117-182 117-099 117-159
PP 117-131 117-131 117-131 117-119
S1 117-034 117-034 117-071 117-011
S2 116-303 116-303 117-058
S3 116-156 116-207 117-044
S4 116-008 116-059 117-004
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-228 119-094 117-227
R3 118-291 118-157 117-156
R2 118-033 118-033 117-132
R1 117-219 117-219 117-109 117-286
PP 117-096 117-096 117-096 117-129
S1 116-282 116-282 117-061 117-029
S2 116-158 116-158 117-038
S3 115-221 116-024 117-014
S4 114-283 115-087 116-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-230 116-293 0-258 0.7% 0-093 0.2% 44% False False 37
10 117-230 116-215 1-015 0.9% 0-046 0.1% 57% False False 18
20 117-267 116-167 1-100 1.1% 0-026 0.1% 57% False False 9
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-214
2.618 118-294
1.618 118-146
1.000 118-055
0.618 117-319
HIGH 117-227
0.618 117-171
0.500 117-154
0.382 117-136
LOW 117-080
0.618 116-309
1.000 116-253
1.618 116-161
2.618 116-014
4.250 115-093
Fisher Pivots for day following 06-Jan-2017
Pivot 1 day 3 day
R1 117-154 117-128
PP 117-131 117-113
S1 117-108 117-099

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

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