ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 02-Feb-2017
Day Change Summary
Previous Current
01-Feb-2017 02-Feb-2017 Change Change % Previous Week
Open 117-273 117-245 -0-028 -0.1% 117-213
High 117-275 117-318 0-042 0.1% 118-042
Low 117-153 117-230 0-078 0.2% 117-118
Close 117-253 117-262 0-010 0.0% 117-233
Range 0-122 0-087 -0-035 -28.6% 0-245
ATR 0-118 0-116 -0-002 -1.9% 0-000
Volume 940,878 705,917 -234,961 -25.0% 3,575,607
Daily Pivots for day following 02-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-212 118-165 117-311
R3 118-125 118-077 117-287
R2 118-037 118-037 117-279
R1 117-310 117-310 117-271 118-014
PP 117-270 117-270 117-270 117-282
S1 117-223 117-223 117-254 117-246
S2 117-183 117-183 117-246
S3 117-095 117-135 117-238
S4 117-008 117-048 117-214
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
5 117-318 117-153 0-165 0.4% 0-088 0.2% 67% True False 815,245
10 118-042 117-110 0-252 0.7% 0-105 0.3% 60% False False 797,063
20 118-080 117-110 0-290 0.8% 0-124 0.3% 53% False False 785,760
40 118-080 116-175 1-225 1.4% 0-113 0.3% 75% False False 699,153
60 121-110 116-175 4-255 4.1% 0-129 0.3% 27% False False 631,886
80 121-110 116-175 4-255 4.1% 0-114 0.3% 27% False False 475,198
100 121-135 116-175 4-280 4.1% 0-094 0.2% 26% False False 380,166
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-049
2.618 118-227
1.618 118-139
1.000 118-085
0.618 118-052
HIGH 117-318
0.618 117-284
0.500 117-274
0.382 117-263
LOW 117-230
0.618 117-176
1.000 117-143
1.618 117-088
2.618 117-001
4.250 116-178
Fisher Pivots for day following 02-Feb-2017
Pivot 1 day 3 day
R1 117-274 117-253
PP 117-270 117-244
S1 117-266 117-235

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

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