ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Jan-2017
Day Change Summary
Previous Current
30-Dec-2016 03-Jan-2017 Change Change % Previous Week
Open 117-160 117-178 0-018 0.0% 117-025
High 117-220 117-207 -0-013 0.0% 117-220
Low 117-135 117-080 -0-055 -0.1% 116-295
Close 117-213 117-175 -0-038 -0.1% 117-213
Range 0-085 0-127 0-042 50.0% 0-245
ATR 0-110 0-111 0-002 1.5% 0-000
Volume 449,313 837,943 388,630 86.5% 1,683,164
Daily Pivots for day following 03-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-217 118-163 117-245
R3 118-089 118-036 117-210
R2 117-282 117-282 117-198
R1 117-228 117-228 117-187 117-191
PP 117-154 117-154 117-154 117-136
S1 117-101 117-101 117-163 117-064
S2 117-027 117-027 117-152
S3 116-219 116-293 117-140
S4 116-092 116-166 117-105
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-231 119-147 118-027
R3 118-306 118-222 117-280
R2 118-061 118-061 117-257
R1 117-297 117-297 117-235 118-019
PP 117-136 117-136 117-136 117-157
S1 117-052 117-052 117-190 117-094
S2 116-211 116-211 117-168
S3 115-286 116-127 117-145
S4 115-041 115-202 117-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 116-295 0-245 0.7% 0-095 0.3% 82% False False 504,221
10 117-220 116-247 0-293 0.8% 0-087 0.2% 85% False False 443,482
20 118-070 116-175 1-215 1.4% 0-108 0.3% 60% False False 621,519
40 121-110 116-175 4-255 4.1% 0-132 0.4% 21% False False 540,267
60 121-110 116-175 4-255 4.1% 0-111 0.3% 21% False False 361,610
80 121-135 116-175 4-280 4.1% 0-085 0.2% 21% False False 271,215
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 0-016
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 119-109
2.618 118-221
1.618 118-094
1.000 118-015
0.618 117-286
HIGH 117-207
0.618 117-159
0.500 117-144
0.382 117-129
LOW 117-080
0.618 117-001
1.000 116-273
1.618 116-194
2.618 116-066
4.250 115-178
Fisher Pivots for day following 03-Jan-2017
Pivot 1 day 3 day
R1 117-165 117-167
PP 117-154 117-158
S1 117-144 117-150

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

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