ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 09-Jan-2017
Day Change Summary
Previous Current
06-Jan-2017 09-Jan-2017 Change Change % Previous Week
Open 118-013 117-202 -0-130 -0.3% 117-178
High 118-080 117-282 -0-118 -0.3% 118-080
Low 117-187 117-173 -0-015 0.0% 117-080
Close 117-205 117-273 0-068 0.2% 117-205
Range 0-213 0-110 -0-103 -48.2% 1-000
ATR 0-121 0-121 -0-001 -0.7% 0-000
Volume 804,637 493,648 -310,989 -38.6% 3,263,440
Daily Pivots for day following 09-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-252 118-212 118-013
R3 118-142 118-102 117-303
R2 118-032 118-032 117-293
R1 117-313 117-313 117-283 118-012
PP 117-243 117-243 117-243 117-253
S1 117-203 117-203 117-262 117-223
S2 117-133 117-133 117-252
S3 117-023 117-093 117-242
S4 116-233 116-303 117-212
Weekly Pivots for week ending 06-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-228 120-057 118-061
R3 119-228 119-057 117-293
R2 118-228 118-228 117-264
R1 118-057 118-057 117-234 118-142
PP 117-228 117-228 117-228 117-271
S1 117-057 117-057 117-176 117-142
S2 116-228 116-228 117-146
S3 115-228 116-057 117-117
S4 114-228 115-057 117-029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-080 1-000 0.8% 0-141 0.4% 60% False False 751,417
10 118-080 116-295 1-105 1.1% 0-111 0.3% 70% False False 563,730
20 118-080 116-175 1-225 1.4% 0-115 0.3% 77% False False 644,089
40 119-290 116-175 3-115 2.9% 0-125 0.3% 39% False False 611,334
60 121-110 116-175 4-255 4.1% 0-116 0.3% 27% False False 410,253
80 121-135 116-175 4-280 4.1% 0-092 0.2% 27% False False 307,704
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-110
2.618 118-250
1.618 118-140
1.000 118-072
0.618 118-030
HIGH 117-282
0.618 117-240
0.500 117-228
0.382 117-215
LOW 117-173
0.618 117-105
1.000 117-063
1.618 116-315
2.618 116-205
4.250 116-025
Fisher Pivots for day following 09-Jan-2017
Pivot 1 day 3 day
R1 117-258 117-286
PP 117-243 117-282
S1 117-228 117-277

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

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