ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 117-265 118-050 0-105 0.3% 117-180
High 118-050 118-050 0-000 0.0% 118-050
Low 117-255 117-245 -0-010 0.0% 117-107
Close 118-042 117-253 -0-110 -0.3% 118-042
Range 0-115 0-125 0-010 8.7% 0-263
ATR 0-104 0-105 0-002 1.4% 0-000
Volume 1,179,893 820,344 -359,549 -30.5% 4,850,452
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-024 118-263 118-001
R3 118-219 118-138 117-287
R2 118-094 118-094 117-275
R1 118-013 118-013 117-264 117-311
PP 117-289 117-289 117-289 117-278
S1 117-208 117-208 117-241 117-186
S2 117-164 117-164 117-230
S3 117-039 117-083 117-218
S4 116-234 116-278 117-184
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 120-108 120-018 118-187
R3 119-165 119-075 118-115
R2 118-223 118-223 118-091
R1 118-133 118-133 118-067 118-178
PP 117-280 117-280 117-280 117-303
S1 117-190 117-190 118-018 117-235
S2 117-017 117-017 117-314
S3 116-075 116-247 117-290
S4 115-132 115-305 117-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-050 117-107 0-263 0.7% 0-105 0.3% 55% True False 1,134,159
10 118-050 116-307 1-063 1.0% 0-104 0.3% 69% True False 609,430
20 118-050 116-307 1-063 1.0% 0-099 0.3% 69% True False 317,682
40 118-050 116-293 1-078 1.1% 0-099 0.3% 70% True False 161,262
60 118-050 116-167 1-203 1.4% 0-067 0.2% 78% True False 107,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 119-261
2.618 119-057
1.618 118-252
1.000 118-175
0.618 118-127
HIGH 118-050
0.618 118-002
0.500 117-308
0.382 117-293
LOW 117-245
0.618 117-168
1.000 117-120
1.618 117-043
2.618 116-238
4.250 116-034
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 117-308 117-271
PP 117-289 117-265
S1 117-271 117-259

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

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