ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 26-Jan-2017
Day Change Summary
Previous Current
25-Jan-2017 26-Jan-2017 Change Change % Previous Week
Open 117-230 117-175 -0-055 -0.1% 117-253
High 117-250 117-207 -0-043 -0.1% 118-080
Low 117-138 117-118 -0-020 -0.1% 117-110
Close 117-153 117-198 0-045 0.1% 117-218
Range 0-113 0-090 -0-023 -20.0% 0-290
ATR 0-131 0-128 -0-003 -2.2% 0-000
Volume 790,167 649,299 -140,868 -17.8% 3,469,014
Daily Pivots for day following 26-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-124 118-091 117-247
R3 118-034 118-001 117-222
R2 117-264 117-264 117-214
R1 117-231 117-231 117-206 117-247
PP 117-174 117-174 117-174 117-182
S1 117-141 117-141 117-189 117-158
S2 117-084 117-084 117-181
S3 116-314 117-051 117-173
S4 116-224 116-281 117-148
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% 0-122 0.3% 35% False False 778,880
10 118-080 117-110 0-290 0.8% 0-136 0.4% 30% False False 806,679
20 118-080 116-295 1-105 1.1% 0-127 0.3% 52% False False 729,277
40 118-080 116-175 1-225 1.4% 0-120 0.3% 63% False False 716,584
60 121-110 116-175 4-255 4.1% 0-129 0.3% 22% False False 564,991
80 121-110 116-175 4-255 4.1% 0-112 0.3% 22% False False 424,254
100 121-135 116-175 4-280 4.1% 0-089 0.2% 22% False False 339,403
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-025
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 118-270
2.618 118-123
1.618 118-033
1.000 117-297
0.618 117-263
HIGH 117-207
0.618 117-173
0.500 117-162
0.382 117-152
LOW 117-118
0.618 117-062
1.000 117-028
1.618 116-292
2.618 116-202
4.250 116-055
Fisher Pivots for day following 26-Jan-2017
Pivot 1 day 3 day
R1 117-186 117-232
PP 117-174 117-221
S1 117-162 117-209

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

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