ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Jan-2017
Day Change Summary
Previous Current
26-Jan-2017 27-Jan-2017 Change Change % Previous Week
Open 117-175 117-195 0-020 0.1% 117-213
High 117-207 117-235 0-028 0.1% 118-042
Low 117-118 117-160 0-042 0.1% 117-118
Close 117-198 117-233 0-035 0.1% 117-233
Range 0-090 0-075 -0-015 -16.6% 0-245
ATR 0-128 0-124 -0-004 -2.9% 0-000
Volume 649,299 578,286 -71,013 -10.9% 3,575,607
Daily Pivots for day following 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-114 118-088 117-274
R3 118-039 118-013 117-253
R2 117-284 117-284 117-246
R1 117-258 117-258 117-239 117-271
PP 117-209 117-209 117-209 117-216
S1 117-183 117-183 117-226 117-196
S2 117-134 117-134 117-219
S3 117-059 117-108 117-212
S4 116-304 117-033 117-191
Weekly Pivots for week ending 27-Jan-2017
Classic Woodie Camarilla DeMark
R4 120-012 119-207 118-047
R3 119-087 118-282 117-300
R2 118-162 118-162 117-277
R1 118-038 118-038 117-255 118-100
PP 117-238 117-238 117-238 117-269
S1 117-113 117-113 117-210 117-175
S2 116-313 116-313 117-188
S3 116-068 116-188 117-165
S4 115-143 115-263 117-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-042 117-118 0-245 0.7% 0-112 0.3% 47% False False 715,121
10 118-080 117-110 0-290 0.8% 0-132 0.4% 42% False False 785,369
20 118-080 117-080 1-000 0.8% 0-125 0.3% 48% False False 732,119
40 118-080 116-175 1-225 1.4% 0-120 0.3% 69% False False 708,178
60 121-110 116-175 4-255 4.1% 0-130 0.3% 25% False False 574,579
80 121-110 116-175 4-255 4.1% 0-113 0.3% 25% False False 431,483
100 121-135 116-175 4-280 4.1% 0-090 0.2% 24% False False 345,186
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118-234
2.618 118-111
1.618 118-036
1.000 117-310
0.618 117-281
HIGH 117-235
0.618 117-206
0.500 117-198
0.382 117-189
LOW 117-160
0.618 117-114
1.000 117-085
1.618 117-039
2.618 116-284
4.250 116-161
Fisher Pivots for day following 27-Jan-2017
Pivot 1 day 3 day
R1 117-221 117-216
PP 117-209 117-200
S1 117-198 117-184

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.