ECBOT 5 Year T-Note Future June 2017

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	117-065	117-022	-0-042	-0.1%	117-200
High	117-087	117-140	0-053	0.1%	118-047
Low	116-307	117-022	0-035	0.1%	117-187
Close	117-018	117-122	0-105	0.3%	117-207
Range	0-100	0-118	0-018	17.5%	0-180
ATR	0-102	0-104	0-001	1.4%	0-000
Volume	76,831	88,310	11,479	14.9%	171,383

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-128	118-083	117-187
R3	118-010	117-285	117-155
R2	117-213	117-213	117-144
R1	117-167	117-167	117-133	117-190
PP	117-095	117-095	117-095	117-106
S1	117-050	117-050	117-112	117-072
S2	116-297	116-297	117-101
S3	116-180	116-252	117-090
S4	116-062	116-135	117-058

Weekly Pivots for week ending 10-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-154	119-041	117-306
R3	118-294	118-181	117-257
R2	118-114	118-114	117-240
R1	118-001	118-001	117-224	118-057
PP	117-254	117-254	117-254	117-282
S1	117-141	117-141	117-191	117-197
S2	117-074	117-074	117-174
S3	116-214	116-281	117-158
S4	116-034	116-101	117-108

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-238	116-307	0-250	0.7%	0-092	0.2%	54%	False	False	73,413
10	118-047	116-307	1-060	1.0%	0-101	0.3%	36%	False	False	52,874
20	118-047	116-305	1-062	1.0%	0-101	0.3%	36%	False	False	33,318
40	118-047	116-202	1-165	1.3%	0-083	0.2%	49%	False	False	16,865

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	0-022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	118-319
2.618	118-128
1.618	118-010
1.000	117-258
0.618	117-213
HIGH	117-140
0.618	117-095
0.500	117-081
0.382	117-067
LOW	117-022
0.618	116-270
1.000	116-225
1.618	116-152
2.618	116-035
4.250	115-163

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	117-109	117-109
PP	117-095	117-095
S1	117-081	117-081

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