ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 117-250 117-190 -0-060 -0.2% 117-155
High 117-285 117-260 -0-025 -0.1% 117-260
Low 117-220 117-070 -0-150 -0.4% 117-073
Close 117-258 117-155 -0-102 -0.3% 117-153
Range 0-065 0-190 0-125 192.3% 0-187
ATR 0-087 0-094 0-007 8.5% 0-000
Volume 2,494 664 -1,830 -73.4% 1,434
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-092 118-313 117-259
R3 118-222 118-123 117-207
R2 118-032 118-032 117-190
R1 117-253 117-253 117-172 117-208
PP 117-162 117-162 117-162 117-139
S1 117-063 117-063 117-138 117-018
S2 116-292 116-292 117-120
S3 116-102 116-193 117-103
S4 115-232 116-003 117-051
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
5 117-285 117-070 0-215 0.6% 0-124 0.3% 40% False True 902
10 117-285 117-025 0-260 0.7% 0-112 0.3% 50% False False 477
20 117-285 116-202 1-082 1.1% 0-060 0.2% 68% False False 238
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-107
2.618 119-117
1.618 118-247
1.000 118-130
0.618 118-057
HIGH 117-260
0.618 117-187
0.500 117-165
0.382 117-143
LOW 117-070
0.618 116-273
1.000 116-200
1.618 116-083
2.618 115-213
4.250 114-223
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 117-165 117-178
PP 117-162 117-170
S1 117-158 117-163

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

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