ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 01-Feb-2017
Day Change Summary
Previous Current
31-Jan-2017 01-Feb-2017 Change Change % Previous Week
Open 117-222 117-273 0-050 0.1% 117-213
High 117-313 117-275 -0-038 -0.1% 118-042
Low 117-218 117-153 -0-065 -0.2% 117-118
Close 117-278 117-253 -0-025 -0.1% 117-233
Range 0-095 0-122 0-027 28.9% 0-245
ATR 0-118 0-118 0-001 0.4% 0-000
Volume 1,184,437 940,878 -243,559 -20.6% 3,575,607
Daily Pivots for day following 01-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-274 118-226 118-000
R3 118-152 118-103 117-286
R2 118-029 118-029 117-275
R1 117-301 117-301 117-264 117-264
PP 117-227 117-227 117-227 117-208
S1 117-178 117-178 117-241 117-141
S2 117-104 117-104 117-230
S3 116-302 117-056 117-219
S4 116-179 116-253 117-185
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% 0-088 0.2% 69% False False 803,922
10 118-042 117-110 0-252 0.7% 0-106 0.3% 56% False False 823,877
20 118-080 117-110 0-290 0.8% 0-123 0.3% 49% False False 780,673
40 118-080 116-175 1-225 1.4% 0-116 0.3% 73% False False 701,096
60 121-110 116-175 4-255 4.1% 0-129 0.3% 26% False False 620,403
80 121-110 116-175 4-255 4.1% 0-114 0.3% 26% False False 466,376
100 121-135 116-175 4-280 4.1% 0-093 0.2% 25% False False 373,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119-156
2.618 118-276
1.618 118-153
1.000 118-078
0.618 118-031
HIGH 117-275
0.618 117-228
0.500 117-214
0.382 117-199
LOW 117-153
0.618 117-077
1.000 117-030
1.618 116-274
2.618 116-152
4.250 115-272
Fisher Pivots for day following 01-Feb-2017
Pivot 1 day 3 day
R1 117-240 117-246
PP 117-227 117-239
S1 117-214 117-233

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

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