ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 25-Jan-2017
Day Change Summary
Previous Current
24-Jan-2017 25-Jan-2017 Change Change % Previous Week
Open 118-015 117-230 -0-105 -0.3% 117-253
High 118-027 117-250 -0-097 -0.3% 118-080
Low 117-215 117-138 -0-078 -0.2% 117-110
Close 117-220 117-153 -0-067 -0.2% 117-218
Range 0-132 0-113 -0-020 -15.1% 0-290
ATR 0-132 0-131 -0-001 -1.1% 0-000
Volume 642,684 790,167 147,483 22.9% 3,469,014
Daily Pivots for day following 25-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-198 118-128 117-214
R3 118-085 118-015 117-183
R2 117-293 117-293 117-173
R1 117-223 117-223 117-163 117-201
PP 117-180 117-180 117-180 117-169
S1 117-110 117-110 117-142 117-089
S2 117-067 117-067 117-132
S3 116-275 116-317 117-122
S4 116-162 116-205 117-091
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
5 118-042 117-110 0-252 0.7% 0-123 0.3% 17% False False 843,832
10 118-080 117-110 0-290 0.8% 0-139 0.4% 15% False False 815,500
20 118-080 116-295 1-105 1.1% 0-125 0.3% 42% False False 705,748
40 118-080 116-175 1-225 1.4% 0-120 0.3% 55% False False 731,439
60 121-110 116-175 4-255 4.1% 0-129 0.3% 19% False False 554,211
80 121-110 116-175 4-255 4.1% 0-110 0.3% 19% False False 416,138
100 121-135 116-175 4-280 4.1% 0-088 0.2% 19% False False 332,910
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-088
2.618 118-225
1.618 118-112
1.000 118-043
0.618 118-000
HIGH 117-250
0.618 117-207
0.500 117-194
0.382 117-180
LOW 117-138
0.618 117-068
1.000 117-025
1.618 116-275
2.618 116-163
4.250 115-299
Fisher Pivots for day following 25-Jan-2017
Pivot 1 day 3 day
R1 117-194 117-250
PP 117-180 117-218
S1 117-166 117-185

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

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