ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Jan-2017
Day Change Summary
Previous Current
20-Jan-2017 23-Jan-2017 Change Change % Previous Week
Open 117-162 117-213 0-050 0.1% 117-253
High 117-233 118-042 0-130 0.3% 118-080
Low 117-110 117-210 0-100 0.3% 117-110
Close 117-218 118-010 0-113 0.3% 117-218
Range 0-122 0-152 0-030 24.5% 0-290
ATR 0-130 0-132 0-002 1.2% 0-000
Volume 897,081 915,171 18,090 2.0% 3,469,014
Daily Pivots for day following 23-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-118 119-057 118-094
R3 118-286 118-224 118-052
R2 118-133 118-133 118-038
R1 118-072 118-072 118-024 118-102
PP 117-301 117-301 117-301 117-316
S1 117-239 117-239 117-316 117-270
S2 117-148 117-148 117-302
S3 116-316 117-087 117-288
S4 116-163 116-254 117-246
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% 0-143 0.4% 76% False False 876,837
10 118-080 117-110 0-290 0.8% 0-131 0.3% 76% False False 773,551
20 118-080 116-282 1-118 1.2% 0-119 0.3% 84% False False 663,823
40 118-082 116-175 1-227 1.4% 0-122 0.3% 87% False False 748,992
60 121-110 116-175 4-255 4.1% 0-127 0.3% 31% False False 530,691
80 121-135 116-175 4-280 4.1% 0-107 0.3% 30% False False 398,227
100 121-135 116-175 4-280 4.1% 0-086 0.2% 30% False False 318,582
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 0-028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-051
2.618 119-122
1.618 118-289
1.000 118-195
0.618 118-137
HIGH 118-042
0.618 117-304
0.500 117-286
0.382 117-268
LOW 117-210
0.618 117-116
1.000 117-058
1.618 116-283
2.618 116-131
4.250 115-202
Fisher Pivots for day following 23-Jan-2017
Pivot 1 day 3 day
R1 117-315 117-299
PP 117-301 117-268
S1 117-286 117-236

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

View Archives - Comment on this page... - Back to Index of Symbols