ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 19-Jan-2017
Day Change Summary
Previous Current
18-Jan-2017 19-Jan-2017 Change Change % Previous Week
Open 118-053 117-182 -0-190 -0.5% 117-202
High 118-058 117-215 -0-162 -0.4% 118-060
Low 117-185 117-118 -0-067 -0.2% 117-173
Close 117-275 117-178 -0-098 -0.3% 117-270
Range 0-193 0-098 -0-095 -49.4% 0-207
ATR 0-129 0-131 0-002 1.6% 0-000
Volume 756,698 974,057 217,359 28.7% 3,351,331
Daily Pivots for day following 19-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-143 118-098 117-231
R3 118-045 118-000 117-204
R2 117-268 117-268 117-195
R1 117-223 117-223 117-186 117-196
PP 117-170 117-170 117-170 117-157
S1 117-125 117-125 117-169 117-099
S2 117-073 117-073 117-160
S3 116-295 117-027 117-151
S4 116-197 116-250 117-124
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
5 118-080 117-118 0-282 0.8% 0-150 0.4% 21% False True 834,477
10 118-080 117-118 0-282 0.8% 0-143 0.4% 21% False True 774,458
20 118-080 116-258 1-142 1.2% 0-114 0.3% 52% False False 612,139
40 118-105 116-175 1-250 1.5% 0-120 0.3% 57% False False 731,501
60 121-110 116-175 4-255 4.1% 0-125 0.3% 21% False False 500,585
80 121-135 116-175 4-280 4.1% 0-104 0.3% 21% False False 375,574
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-031
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-309
2.618 118-150
1.618 118-053
1.000 117-313
0.618 117-275
HIGH 117-215
0.618 117-178
0.500 117-166
0.382 117-155
LOW 117-118
0.618 117-057
1.000 117-020
1.618 116-280
2.618 116-182
4.250 116-023
Fisher Pivots for day following 19-Jan-2017
Pivot 1 day 3 day
R1 117-174 117-259
PP 117-170 117-232
S1 117-166 117-205

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

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