ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 13-Jan-2017
Day Change Summary
Previous Current
12-Jan-2017 13-Jan-2017 Change Change % Previous Week
Open 117-262 117-290 0-028 0.1% 117-202
High 118-058 118-060 0-002 0.0% 118-060
Low 117-262 117-185 -0-078 -0.2% 117-173
Close 117-290 117-270 -0-020 -0.1% 117-270
Range 0-115 0-195 0-080 69.6% 0-207
ATR 0-116 0-122 0-006 4.8% 0-000
Volume 791,377 809,078 17,701 2.2% 3,351,331
Daily Pivots for day following 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-223 119-122 118-057
R3 119-028 118-247 118-004
R2 118-153 118-153 117-306
R1 118-052 118-052 117-288 118-005
PP 117-278 117-278 117-278 117-255
S1 117-177 117-177 117-252 117-130
S2 117-083 117-083 117-234
S3 116-208 116-302 117-216
S4 116-013 116-107 117-163
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-257 119-151 118-064
R3 119-049 118-263 118-007
R2 118-162 118-162 117-308
R1 118-056 118-056 117-289 118-109
PP 117-274 117-274 117-274 117-301
S1 117-168 117-168 117-251 117-221
S2 117-067 117-067 117-232
S3 116-179 116-281 117-213
S4 115-292 116-073 117-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-060 117-173 0-207 0.6% 0-120 0.3% 47% True False 670,266
10 118-080 117-080 1-000 0.8% 0-128 0.3% 59% False False 706,408
20 118-080 116-175 1-225 1.4% 0-109 0.3% 76% False False 615,439
40 118-242 116-175 2-067 1.9% 0-120 0.3% 59% False False 679,098
60 121-110 116-175 4-255 4.1% 0-120 0.3% 27% False False 457,841
80 121-135 116-175 4-280 4.1% 0-099 0.3% 27% False False 343,425
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 120-249
2.618 119-251
1.618 119-056
1.000 118-255
0.618 118-181
HIGH 118-060
0.618 117-306
0.500 117-282
0.382 117-259
LOW 117-185
0.618 117-064
1.000 116-310
1.618 116-189
2.618 115-314
4.250 114-316
Fisher Pivots for day following 13-Jan-2017
Pivot 1 day 3 day
R1 117-282 117-282
PP 117-278 117-278
S1 117-274 117-274

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

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