ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 24-Jan-2017
Day Change Summary
Previous Current
23-Jan-2017 24-Jan-2017 Change Change % Previous Week
Open 117-093 117-180 0-087 0.2% 117-250
High 117-242 117-225 -0-018 0.0% 117-285
Low 117-087 117-095 0-008 0.0% 116-305
Close 117-210 117-095 -0-115 -0.3% 117-090
Range 0-155 0-130 -0-025 -16.1% 0-300
ATR 0-104 0-106 0-002 1.8% 0-000
Volume 20,791 37,557 16,766 80.6% 8,392
Daily Pivots for day following 24-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-208 118-122 117-166
R3 118-078 117-312 117-131
R2 117-268 117-268 117-119
R1 117-182 117-182 117-107 117-160
PP 117-138 117-138 117-138 117-128
S1 117-052 117-052 117-083 117-030
S2 117-008 117-008 117-071
S3 116-198 116-242 117-059
S4 116-068 116-112 117-024
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
5 117-260 116-305 0-275 0.7% 0-139 0.4% 40% False False 12,849
10 117-285 116-305 0-300 0.8% 0-116 0.3% 37% False False 6,814
20 117-285 116-215 1-070 1.0% 0-085 0.2% 51% False False 3,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-137
2.618 118-245
1.618 118-115
1.000 118-035
0.618 117-305
HIGH 117-225
0.618 117-175
0.500 117-160
0.382 117-145
LOW 117-095
0.618 117-015
1.000 116-285
1.618 116-205
2.618 116-075
4.250 115-183
Fisher Pivots for day following 24-Jan-2017
Pivot 1 day 3 day
R1 117-160 117-114
PP 117-138 117-107
S1 117-117 117-101

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

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