ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 117-095 117-033 -0-062 -0.2% 117-250
High 117-095 117-102 0-007 0.0% 117-285
Low 116-310 116-305 -0-005 0.0% 116-305
Close 117-050 117-090 0-040 0.1% 117-090
Range 0-105 0-118 0-013 11.9% 0-300
ATR 0-099 0-100 0-001 1.3% 0-000
Volume 3,472 1,762 -1,710 -49.3% 8,392
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-092 118-048 117-155
R3 117-294 117-251 117-122
R2 117-177 117-177 117-112
R1 117-133 117-133 117-101 117-155
PP 117-059 117-059 117-059 117-070
S1 117-016 117-016 117-079 117-038
S2 116-262 116-262 117-068
S3 116-144 116-218 117-058
S4 116-027 116-101 117-025
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-060 119-215 117-255
R3 119-080 118-235 117-173
R2 118-100 118-100 117-145
R1 117-255 117-255 117-118 117-188
PP 117-120 117-120 117-120 117-086
S1 116-275 116-275 117-063 116-208
S2 116-140 116-140 117-035
S3 115-160 115-295 117-008
S4 114-180 114-315 116-245
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-285 116-305 0-300 0.8% 0-128 0.3% 35% False True 1,711
10 117-285 116-305 0-300 0.8% 0-111 0.3% 35% False True 982
20 117-285 116-215 1-070 1.0% 0-071 0.2% 50% False False 500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-282
2.618 118-090
1.618 117-293
1.000 117-220
0.618 117-175
HIGH 117-102
0.618 117-058
0.500 117-044
0.382 117-030
LOW 116-305
0.618 116-232
1.000 116-187
1.618 116-115
2.618 115-317
4.250 115-126
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 117-075 117-122
PP 117-059 117-112
S1 117-044 117-101

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

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