ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 11-Jan-2017
Day Change Summary
Previous Current
10-Jan-2017 11-Jan-2017 Change Change % Previous Week
Open 117-278 117-280 0-002 0.0% 117-178
High 117-300 118-038 0-058 0.2% 118-080
Low 117-245 117-233 -0-012 0.0% 117-080
Close 117-273 117-275 0-002 0.0% 117-205
Range 0-055 0-125 0-070 127.2% 1-000
ATR 0-116 0-116 0-001 0.6% 0-000
Volume 519,718 737,510 217,792 41.9% 3,263,440
Daily Pivots for day following 11-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-023 118-274 118-024
R3 118-218 118-149 117-309
R2 118-093 118-093 117-298
R1 118-024 118-024 117-286 117-316
PP 117-288 117-288 117-288 117-274
S1 117-219 117-219 117-264 117-191
S2 117-163 117-163 117-252
S3 117-038 117-094 117-241
S4 116-233 116-289 117-206
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
5 118-080 117-173 0-227 0.6% 0-136 0.4% 45% False False 714,438
10 118-080 116-295 1-105 1.1% 0-118 0.3% 71% False False 651,876
20 118-080 116-175 1-225 1.4% 0-112 0.3% 77% False False 627,188
40 119-018 116-175 2-162 2.1% 0-121 0.3% 52% False False 642,060
60 121-110 116-175 4-255 4.1% 0-117 0.3% 27% False False 431,195
80 121-135 116-175 4-280 4.1% 0-095 0.3% 27% False False 323,419
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-249
2.618 119-045
1.618 118-240
1.000 118-162
0.618 118-115
HIGH 118-038
0.618 117-310
0.500 117-295
0.382 117-280
LOW 117-233
0.618 117-155
1.000 117-108
1.618 117-030
2.618 116-225
4.250 116-021
Fisher Pivots for day following 11-Jan-2017
Pivot 1 day 3 day
R1 117-295 117-272
PP 117-288 117-268
S1 117-282 117-265

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

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