ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 25-Jan-2017

Day Change Summary
	Previous	Current
	24-Jan-2017	25-Jan-2017	Change	Change %	Previous Week
Open	117-180	117-065	-0-115	-0.3%	117-250
High	117-225	117-122	-0-102	-0.3%	117-285
Low	117-095	117-013	-0-082	-0.2%	116-305
Close	117-095	117-022	-0-073	-0.2%	117-090
Range	0-130	0-110	-0-020	-15.4%	0-300
ATR	0-106	0-106	0-000	0.3%	0-000
Volume	37,557	10,629	-26,928	-71.7%	8,392

Daily Pivots for day following 25-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-062	117-312	117-083
R3	117-272	117-202	117-053
R2	117-162	117-162	117-043
R1	117-092	117-092	117-033	117-072
PP	117-053	117-053	117-053	117-043
S1	116-303	116-303	117-012	116-283
S2	116-263	116-263	117-002
S3	116-153	116-193	116-312
S4	116-043	116-083	116-282

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	117-242	116-305	0-258	0.7%	0-123	0.3%	15%	False	False	14,842
10	117-285	116-305	0-300	0.8%	0-124	0.3%	13%	False	False	7,872
20	117-285	116-215	1-070	1.0%	0-091	0.2%	33%	False	False	3,949

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	0-036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	118-270
2.618	118-090
1.618	117-300
1.000	117-232
0.618	117-190
HIGH	117-122
0.618	117-080
0.500	117-068
0.382	117-055
LOW	117-013
0.618	116-265
1.000	116-223
1.618	116-155
2.618	116-045
4.250	115-185

Fisher Pivots for day following 25-Jan-2017
Pivot	1 day	3 day
R1	117-068	117-128
PP	117-053	117-093
S1	117-037	117-057

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols