ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 08-Feb-2017
Day Change Summary
Previous Current
07-Feb-2017 08-Feb-2017 Change Change % Previous Week
Open 118-060 118-055 -0-005 0.0% 117-238
High 118-107 118-142 0-035 0.1% 118-033
Low 118-013 118-042 0-030 0.1% 117-153
Close 118-062 118-110 0-048 0.1% 117-245
Range 0-095 0-100 0-005 5.3% 0-200
ATR 0-119 0-118 -0-001 -1.2% 0-000
Volume 730,194 896,547 166,353 22.8% 4,543,524
Daily Pivots for day following 08-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-078 119-034 118-165
R3 118-298 118-254 118-138
R2 118-198 118-198 118-128
R1 118-154 118-154 118-119 118-176
PP 118-098 118-098 118-098 118-109
S1 118-054 118-054 118-101 118-076
S2 117-318 117-318 118-092
S3 117-218 117-274 118-083
S4 117-118 117-174 118-055
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
5 118-142 117-187 0-275 0.7% 0-114 0.3% 88% True False 823,928
10 118-142 117-118 1-025 0.9% 0-101 0.3% 91% True False 813,925
20 118-142 117-110 1-032 0.9% 0-120 0.3% 91% True False 814,712
40 118-142 116-175 1-287 1.6% 0-116 0.3% 95% True False 722,882
60 119-107 116-175 2-252 2.4% 0-121 0.3% 64% False False 687,345
80 121-110 116-175 4-255 4.1% 0-117 0.3% 37% False False 517,858
100 121-135 116-175 4-280 4.1% 0-099 0.3% 37% False False 414,303
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-247
2.618 119-084
1.618 118-304
1.000 118-242
0.618 118-204
HIGH 118-142
0.618 118-104
0.500 118-092
0.382 118-081
LOW 118-042
0.618 117-301
1.000 117-262
1.618 117-201
2.618 117-101
4.250 116-257
Fisher Pivots for day following 08-Feb-2017
Pivot 1 day 3 day
R1 118-104 118-088
PP 118-098 118-066
S1 118-092 118-044

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

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