ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 12-Jan-2017
Day Change Summary
Previous Current
11-Jan-2017 12-Jan-2017 Change Change % Previous Week
Open 117-200 117-213 0-013 0.0% 117-050
High 117-238 117-260 0-022 0.1% 117-230
Low 117-120 117-175 0-055 0.1% 116-293
Close 117-158 117-175 0-018 0.0% 117-085
Range 0-118 0-085 -0-033 -27.7% 0-258
ATR 0-075 0-077 0-002 2.6% 0-000
Volume 113 1,076 963 852.2% 187
Daily Pivots for day following 12-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-138 118-082 117-222
R3 118-053 117-317 117-198
R2 117-288 117-288 117-191
R1 117-232 117-232 117-183 117-218
PP 117-203 117-203 117-203 117-196
S1 117-147 117-147 117-167 117-133
S2 117-118 117-118 117-159
S3 117-033 117-062 117-152
S4 116-268 116-297 117-128
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
5 117-260 117-075 0-185 0.5% 0-093 0.2% 54% True False 253
10 117-260 116-293 0-287 0.8% 0-078 0.2% 70% True False 145
20 117-260 116-167 1-093 1.1% 0-042 0.1% 79% True False 72
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-301
2.618 118-163
1.618 118-078
1.000 118-025
0.618 117-313
HIGH 117-260
0.618 117-228
0.500 117-218
0.382 117-207
LOW 117-175
0.618 117-122
1.000 117-090
1.618 117-037
2.618 116-272
4.250 116-134
Fisher Pivots for day following 12-Jan-2017
Pivot 1 day 3 day
R1 117-218 117-190
PP 117-203 117-185
S1 117-189 117-180

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

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