ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 20-Jan-2017
Day Change Summary
Previous Current
19-Jan-2017 20-Jan-2017 Change Change % Previous Week
Open 117-182 117-162 -0-020 -0.1% 117-253
High 117-215 117-233 0-018 0.0% 118-080
Low 117-118 117-110 -0-007 0.0% 117-110
Close 117-178 117-218 0-040 0.1% 117-218
Range 0-098 0-122 0-025 25.6% 0-290
ATR 0-131 0-130 -0-001 -0.5% 0-000
Volume 974,057 897,081 -76,976 -7.9% 3,469,014
Daily Pivots for day following 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-234 118-188 117-285
R3 118-112 118-066 117-251
R2 117-309 117-309 117-240
R1 117-263 117-263 117-229 117-286
PP 117-187 117-187 117-187 117-198
S1 117-141 117-141 117-206 117-164
S2 117-064 117-064 117-195
S3 116-262 117-018 117-184
S4 116-139 116-216 117-150
Weekly Pivots for week ending 20-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-152 119-315 118-057
R3 119-182 119-025 117-297
R2 118-212 118-212 117-271
R1 118-055 118-055 117-244 117-309
PP 117-243 117-243 117-243 117-209
S1 117-085 117-085 117-191 117-019
S2 116-273 116-273 117-164
S3 115-303 116-115 117-138
S4 115-013 115-145 117-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-110 0-290 0.8% 0-152 0.4% 37% False True 855,618
10 118-080 117-110 0-290 0.8% 0-138 0.4% 37% False True 762,498
20 118-080 116-282 1-118 1.2% 0-115 0.3% 58% False False 635,735
40 118-105 116-175 1-250 1.5% 0-120 0.3% 64% False False 743,721
60 121-110 116-175 4-255 4.1% 0-126 0.3% 24% False False 515,511
80 121-135 116-175 4-280 4.1% 0-106 0.3% 23% False False 386,788
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-113
2.618 118-233
1.618 118-111
1.000 118-035
0.618 117-308
HIGH 117-233
0.618 117-186
0.500 117-171
0.382 117-157
LOW 117-110
0.618 117-034
1.000 116-308
1.618 116-232
2.618 116-109
4.250 115-229
Fisher Pivots for day following 20-Jan-2017
Pivot 1 day 3 day
R1 117-202 117-244
PP 117-187 117-235
S1 117-171 117-226

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

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