ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 07-Feb-2017

Day Change Summary
	Previous	Current
	06-Feb-2017	07-Feb-2017	Change	Change %	Previous Week
Open	117-200	117-267	0-067	0.2%	117-102
High	117-273	117-315	0-042	0.1%	117-235
Low	117-190	117-225	0-035	0.1%	117-035
Close	117-260	117-273	0-013	0.0%	117-125
Range	0-082	0-090	0-008	9.1%	0-200
ATR	0-106	0-105	-0-001	-1.1%	0-000
Volume	23,134	52,986	29,852	129.0%	87,961

Daily Pivots for day following 07-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-221	118-177	118-002
R3	118-131	118-087	117-297
R2	118-041	118-041	117-289
R1	117-317	117-317	117-281	118-019
PP	117-271	117-271	117-271	117-282
S1	117-227	117-227	117-264	117-249
S2	117-181	117-181	117-256
S3	117-091	117-137	117-248
S4	117-001	117-047	117-223

Weekly Pivots for week ending 03-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-092	118-308	117-235
R3	118-212	118-108	117-180
R2	118-012	118-012	117-162
R1	117-228	117-228	117-143	117-280
PP	117-132	117-132	117-132	117-158
S1	117-028	117-028	117-107	117-080
S2	116-252	116-252	117-088
S3	116-052	116-148	117-070
S4	115-172	115-268	117-015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-315	117-035	0-280	0.7%	0-103	0.3%	85%	True	False	29,564
10	117-315	116-313	1-002	0.9%	0-093	0.2%	87%	True	False	19,258
20	117-315	116-305	1-010	0.9%	0-105	0.3%	87%	True	False	13,036
40	117-315	116-167	1-148	1.2%	0-067	0.2%	91%	True	False	6,523

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-058
2.618	118-231
1.618	118-141
1.000	118-085
0.618	118-051
HIGH	117-315
0.618	117-281
0.500	117-270
0.382	117-259
LOW	117-225
0.618	117-169
1.000	117-135
1.618	117-079
2.618	116-309
4.250	116-162

Fisher Pivots for day following 07-Feb-2017
Pivot	1 day	3 day
R1	117-272	117-248
PP	117-271	117-224
S1	117-270	117-200

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