ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 117-200 117-250 0-050 0.1% 117-155
High 117-235 117-285 0-050 0.1% 117-260
Low 117-073 117-220 0-147 0.4% 117-073
Close 117-153 117-258 0-105 0.3% 117-153
Range 0-162 0-065 -0-098 -60.0% 0-187
ATR 0-083 0-087 0-004 4.2% 0-000
Volume 165 2,494 2,329 1,411.5% 1,434
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-129 118-098 117-293
R3 118-064 118-033 117-275
R2 117-319 117-319 117-269
R1 117-288 117-288 117-263 117-304
PP 117-254 117-254 117-254 117-262
S1 117-223 117-223 117-252 117-239
S2 117-189 117-189 117-246
S3 117-124 117-158 117-240
S4 117-059 117-093 117-222
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-084 118-306 117-256
R3 118-217 118-118 117-204
R2 118-029 118-029 117-187
R1 117-251 117-251 117-170 117-206
PP 117-162 117-162 117-162 117-139
S1 117-063 117-063 117-135 117-019
S2 116-294 116-294 117-118
S3 116-107 116-196 117-101
S4 115-239 116-008 117-049
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-285 117-073 0-212 0.6% 0-092 0.2% 87% True False 780
10 117-285 116-293 0-312 0.8% 0-101 0.3% 91% True False 411
20 117-285 116-173 1-112 1.1% 0-050 0.1% 94% True False 205
Crabel Price Patterns
NR True
NR4 True
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-241
2.618 118-135
1.618 118-070
1.000 118-030
0.618 118-005
HIGH 117-285
0.618 117-260
0.500 117-252
0.382 117-245
LOW 117-220
0.618 117-180
1.000 117-155
1.618 117-115
2.618 117-050
4.250 116-264
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 117-256 117-231
PP 117-254 117-205
S1 117-252 117-179

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

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