ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 117-155 117-170 0-015 0.0% 117-050
High 117-162 117-180 0-018 0.0% 117-230
Low 117-075 117-150 0-075 0.2% 116-293
Close 117-155 117-155 0-000 0.0% 117-085
Range 0-087 0-030 -0-058 -65.7% 0-258
ATR 0-075 0-072 -0-003 -4.3% 0-000
Volume 26 54 28 107.7% 187
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 117-252 117-233 117-171
R3 117-222 117-203 117-163
R2 117-192 117-192 117-161
R1 117-173 117-173 117-158 117-168
PP 117-162 117-162 117-162 117-159
S1 117-143 117-143 117-152 117-138
S2 117-132 117-132 117-150
S3 117-102 117-113 117-147
S4 117-072 117-083 117-139
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
5 117-230 117-025 0-205 0.5% 0-100 0.3% 63% False False 53
10 117-230 116-215 1-015 0.9% 0-058 0.2% 78% False False 26
20 117-230 116-167 1-063 1.0% 0-031 0.1% 80% False False 13
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 117-307
2.618 117-258
1.618 117-229
1.000 117-210
0.618 117-199
HIGH 117-180
0.618 117-169
0.500 117-165
0.382 117-161
LOW 117-150
0.618 117-131
1.000 117-120
1.618 117-102
2.618 117-072
4.250 117-023
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 117-165 117-154
PP 117-162 117-153
S1 117-158 117-151

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

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