ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 10-Jan-2017
Day Change Summary
Previous Current
09-Jan-2017 10-Jan-2017 Change Change % Previous Week
Open 117-202 117-278 0-075 0.2% 117-178
High 117-282 117-300 0-018 0.0% 118-080
Low 117-173 117-245 0-072 0.2% 117-080
Close 117-273 117-273 0-000 0.0% 117-205
Range 0-110 0-055 -0-055 -50.0% 1-000
ATR 0-121 0-116 -0-005 -3.9% 0-000
Volume 493,648 519,718 26,070 5.3% 3,263,440
Daily Pivots for day following 10-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-118 118-090 117-303
R3 118-063 118-035 117-288
R2 118-008 118-008 117-283
R1 117-300 117-300 117-278 117-286
PP 117-273 117-273 117-273 117-266
S1 117-245 117-245 117-267 117-231
S2 117-217 117-217 117-262
S3 117-162 117-190 117-257
S4 117-107 117-135 117-242
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
5 118-080 117-127 0-273 0.7% 0-127 0.3% 53% False False 687,772
10 118-080 116-295 1-105 1.1% 0-111 0.3% 70% False False 595,997
20 118-080 116-175 1-225 1.4% 0-112 0.3% 77% False False 631,052
40 119-107 116-175 2-252 2.4% 0-121 0.3% 47% False False 623,661
60 121-110 116-175 4-255 4.1% 0-116 0.3% 27% False False 418,906
80 121-135 116-175 4-280 4.1% 0-093 0.2% 27% False False 314,200
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-214
2.618 118-124
1.618 118-069
1.000 118-035
0.618 118-014
HIGH 117-300
0.618 117-279
0.500 117-272
0.382 117-266
LOW 117-245
0.618 117-211
1.000 117-190
1.618 117-156
2.618 117-101
4.250 117-011
Fisher Pivots for day following 10-Jan-2017
Pivot 1 day 3 day
R1 117-273 117-286
PP 117-273 117-282
S1 117-272 117-277

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

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