ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 30-Jan-2017
Day Change Summary
Previous Current
27-Jan-2017 30-Jan-2017 Change Change % Previous Week
Open 117-195 117-238 0-042 0.1% 117-213
High 117-235 117-270 0-035 0.1% 118-042
Low 117-160 117-210 0-050 0.1% 117-118
Close 117-233 117-240 0-007 0.0% 117-233
Range 0-075 0-060 -0-015 -20.0% 0-245
ATR 0-124 0-119 -0-005 -3.7% 0-000
Volume 578,286 666,711 88,425 15.3% 3,575,607
Daily Pivots for day following 30-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-100 118-070 117-273
R3 118-040 118-010 117-256
R2 117-300 117-300 117-251
R1 117-270 117-270 117-246 117-285
PP 117-240 117-240 117-240 117-248
S1 117-210 117-210 117-234 117-225
S2 117-180 117-180 117-229
S3 117-120 117-150 117-224
S4 117-060 117-090 117-207
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
5 118-027 117-118 0-230 0.6% 0-094 0.2% 53% False False 665,429
10 118-080 117-110 0-290 0.8% 0-118 0.3% 45% False False 771,133
20 118-080 117-080 1-000 0.8% 0-123 0.3% 50% False False 738,770
40 118-080 116-175 1-225 1.4% 0-118 0.3% 71% False False 693,569
60 121-110 116-175 4-255 4.1% 0-129 0.3% 25% False False 585,615
80 121-110 116-175 4-255 4.1% 0-113 0.3% 25% False False 439,812
100 121-135 116-175 4-280 4.1% 0-091 0.2% 25% False False 351,853
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 118-205
2.618 118-107
1.618 118-047
1.000 118-010
0.618 117-307
HIGH 117-270
0.618 117-247
0.500 117-240
0.382 117-233
LOW 117-210
0.618 117-173
1.000 117-150
1.618 117-113
2.618 117-053
4.250 116-275
Fisher Pivots for day following 30-Jan-2017
Pivot 1 day 3 day
R1 117-240 117-225
PP 117-240 117-209
S1 117-240 117-194

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

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