ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Feb-2017
Day Change Summary
Previous Current
03-Feb-2017 06-Feb-2017 Change Change % Previous Week
Open 117-255 117-275 0-020 0.1% 117-238
High 118-033 118-067 0-035 0.1% 118-033
Low 117-187 117-265 0-078 0.2% 117-153
Close 117-245 118-050 0-125 0.3% 117-245
Range 0-165 0-122 -0-043 -25.8% 0-200
ATR 0-119 0-121 0-002 1.4% 0-000
Volume 1,045,581 741,403 -304,178 -29.1% 4,543,524
Daily Pivots for day following 06-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-068 119-022 118-117
R3 118-266 118-219 118-084
R2 118-143 118-143 118-072
R1 118-097 118-097 118-061 118-120
PP 118-021 118-021 118-021 118-032
S1 117-294 117-294 118-039 117-318
S2 117-218 117-218 118-028
S3 117-096 117-172 118-016
S4 116-293 117-049 117-303
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-210 119-107 118-035
R3 119-010 118-227 117-300
R2 118-130 118-130 117-282
R1 118-027 118-027 117-263 118-079
PP 117-250 117-250 117-250 117-276
S1 117-147 117-147 117-227 117-199
S2 117-050 117-050 117-208
S3 116-170 116-267 117-190
S4 115-290 116-067 117-135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-067 117-153 0-235 0.6% 0-119 0.3% 93% True False 923,643
10 118-067 117-118 0-270 0.7% 0-106 0.3% 94% True False 794,536
20 118-080 117-110 0-290 0.8% 0-119 0.3% 90% False False 784,043
40 118-080 116-175 1-225 1.4% 0-117 0.3% 94% False False 720,481
60 121-110 116-175 4-255 4.1% 0-131 0.3% 34% False False 661,148
80 121-110 116-175 4-255 4.1% 0-116 0.3% 34% False False 497,534
100 121-135 116-175 4-280 4.1% 0-097 0.3% 33% False False 398,035
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-268
2.618 119-068
1.618 118-266
1.000 118-190
0.618 118-143
HIGH 118-067
0.618 118-021
0.500 118-006
0.382 117-312
LOW 117-265
0.618 117-189
1.000 117-142
1.618 117-067
2.618 116-264
4.250 116-064
Fisher Pivots for day following 06-Feb-2017
Pivot 1 day 3 day
R1 118-035 118-023
PP 118-021 117-315
S1 118-006 117-287

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

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