ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 18-Jan-2017
Day Change Summary
Previous Current
17-Jan-2017 18-Jan-2017 Change Change % Previous Week
Open 117-253 118-053 0-120 0.3% 117-202
High 118-080 118-058 -0-022 -0.1% 118-060
Low 117-250 117-185 -0-065 -0.2% 117-173
Close 118-050 117-275 -0-095 -0.3% 117-270
Range 0-150 0-193 0-043 28.4% 0-207
ATR 0-124 0-129 0-005 3.9% 0-000
Volume 841,178 756,698 -84,480 -10.0% 3,351,331
Daily Pivots for day following 18-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-217 119-118 118-061
R3 119-024 118-246 118-008
R2 118-152 118-152 117-310
R1 118-053 118-053 117-293 118-006
PP 117-279 117-279 117-279 117-256
S1 117-181 117-181 117-257 117-134
S2 117-087 117-087 117-240
S3 116-214 116-308 117-222
S4 116-022 116-116 117-169
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
5 118-080 117-185 0-215 0.6% 0-156 0.4% 42% False True 787,168
10 118-080 117-127 0-273 0.7% 0-141 0.4% 54% False False 737,470
20 118-080 116-247 1-153 1.3% 0-114 0.3% 74% False False 590,476
40 118-142 116-175 1-287 1.6% 0-121 0.3% 69% False False 713,699
60 121-110 116-175 4-255 4.1% 0-124 0.3% 27% False False 484,383
80 121-135 116-175 4-280 4.1% 0-103 0.3% 27% False False 363,398
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-236
2.618 119-242
1.618 119-049
1.000 118-250
0.618 118-176
HIGH 118-058
0.618 117-304
0.500 117-281
0.382 117-259
LOW 117-185
0.618 117-066
1.000 116-312
1.618 116-194
2.618 116-001
4.250 115-007
Fisher Pivots for day following 18-Jan-2017
Pivot 1 day 3 day
R1 117-281 117-292
PP 117-279 117-287
S1 117-277 117-281

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

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