ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 31-Jan-2017
Day Change Summary
Previous Current
30-Jan-2017 31-Jan-2017 Change Change % Previous Week
Open 117-238 117-222 -0-015 0.0% 117-213
High 117-270 117-313 0-042 0.1% 118-042
Low 117-210 117-218 0-007 0.0% 117-118
Close 117-240 117-278 0-038 0.1% 117-233
Range 0-060 0-095 0-035 58.3% 0-245
ATR 0-119 0-118 -0-002 -1.5% 0-000
Volume 666,711 1,184,437 517,726 77.7% 3,575,607
Daily Pivots for day following 31-Jan-2017
Classic Woodie Camarilla DeMark
R4 118-234 118-191 118-010
R3 118-139 118-096 117-304
R2 118-044 118-044 117-295
R1 118-001 118-001 117-286 118-023
PP 117-269 117-269 117-269 117-280
S1 117-226 117-226 117-269 117-248
S2 117-174 117-174 117-260
S3 117-079 117-131 117-251
S4 116-304 117-036 117-225
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
5 117-313 117-118 0-195 0.5% 0-087 0.2% 82% True False 773,780
10 118-058 117-110 0-267 0.7% 0-113 0.3% 63% False False 805,459
20 118-080 117-080 1-000 0.8% 0-124 0.3% 62% False False 775,527
40 118-080 116-175 1-225 1.4% 0-116 0.3% 78% False False 699,427
60 121-110 116-175 4-255 4.1% 0-129 0.3% 28% False False 605,198
80 121-110 116-175 4-255 4.1% 0-113 0.3% 28% False False 454,616
100 121-135 116-175 4-280 4.1% 0-092 0.2% 27% False False 363,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-076
2.618 118-241
1.618 118-146
1.000 118-088
0.618 118-051
HIGH 117-313
0.618 117-276
0.500 117-265
0.382 117-254
LOW 117-218
0.618 117-159
1.000 117-122
1.618 117-064
2.618 116-289
4.250 116-134
Fisher Pivots for day following 31-Jan-2017
Pivot 1 day 3 day
R1 117-273 117-264
PP 117-269 117-250
S1 117-265 117-236

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

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