ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 117-085 117-155 0-070 0.2% 117-050
High 117-227 117-162 -0-065 -0.2% 117-230
Low 117-080 117-075 -0-005 0.0% 116-293
Close 117-085 117-155 0-070 0.2% 117-085
Range 0-147 0-087 -0-060 -40.7% 0-258
ATR 0-074 0-075 0-001 1.3% 0-000
Volume 0 26 26 187
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-073 118-042 117-203
R3 117-306 117-274 117-179
R2 117-218 117-218 117-171
R1 117-187 117-187 117-163 117-199
PP 117-131 117-131 117-131 117-137
S1 117-099 117-099 117-147 117-111
S2 117-043 117-043 117-139
S3 116-276 117-012 117-131
S4 116-188 116-244 117-107
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% 0-110 0.3% 71% False False 42
10 117-230 116-215 1-015 0.9% 0-055 0.1% 78% False False 21
20 117-230 116-167 1-063 1.0% 0-030 0.1% 80% False False 10
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-214
2.618 118-072
1.618 117-304
1.000 117-250
0.618 117-217
HIGH 117-162
0.618 117-129
0.500 117-119
0.382 117-108
LOW 117-075
0.618 117-021
1.000 116-308
1.618 116-253
2.618 116-166
4.250 116-023
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 117-143 117-148
PP 117-131 117-142
S1 117-119 117-135

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

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