ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Dec-2016
Day Change Summary
Previous Current
23-Dec-2016 27-Dec-2016 Change Change % Previous Week
Open 117-002 117-025 0-022 0.1% 116-255
High 117-042 117-030 -0-012 0.0% 117-042
Low 116-305 116-300 -0-005 0.0% 116-247
Close 117-025 116-315 -0-030 -0.1% 117-025
Range 0-058 0-050 -0-007 -13.0% 0-115
ATR 0-117 0-112 -0-005 -4.1% 0-000
Volume 197,053 178,714 -18,339 -9.3% 1,913,718
Daily Pivots for day following 27-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-152 117-123 117-023
R3 117-102 117-073 117-009
R2 117-052 117-052 117-004
R1 117-023 117-023 117-000 117-013
PP 117-002 117-002 117-002 116-316
S1 116-293 116-293 116-310 116-282
S2 116-272 116-272 116-306
S3 116-222 116-243 116-301
S4 116-172 116-193 116-287
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-023 117-299 117-088
R3 117-228 117-184 117-057
R2 117-113 117-113 117-046
R1 117-069 117-069 117-036 117-091
PP 116-318 116-318 116-318 117-009
S1 116-274 116-274 117-014 116-296
S2 116-203 116-203 117-004
S3 116-088 116-159 116-313
S4 115-293 116-044 116-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-042 116-258 0-105 0.3% 0-067 0.2% 55% False False 310,327
10 117-270 116-175 1-095 1.1% 0-106 0.3% 34% False False 602,500
20 118-070 116-175 1-215 1.4% 0-113 0.3% 26% False False 703,890
40 121-110 116-175 4-255 4.1% 0-130 0.3% 9% False False 482,848
60 121-110 116-175 4-255 4.1% 0-106 0.3% 9% False False 322,580
80 121-135 116-175 4-280 4.2% 0-080 0.2% 9% False False 241,935
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 117-243
2.618 117-161
1.618 117-111
1.000 117-080
0.618 117-061
HIGH 117-030
0.618 117-011
0.500 117-005
0.382 116-319
LOW 116-300
0.618 116-269
1.000 116-250
1.618 116-219
2.618 116-169
4.250 116-087
Fisher Pivots for day following 27-Dec-2016
Pivot 1 day 3 day
R1 117-005 117-002
PP 117-002 117-000
S1 116-318 116-318

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.