ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 13-Feb-2017
Day Change Summary
Previous Current
10-Feb-2017 13-Feb-2017 Change Change % Previous Week
Open 118-027 117-310 -0-037 -0.1% 117-275
High 118-030 117-310 -0-040 -0.1% 118-142
Low 117-295 117-255 -0-040 -0.1% 117-265
Close 117-318 117-282 -0-035 -0.1% 117-318
Range 0-055 0-055 0-000 0.0% 0-198
ATR 0-114 0-110 -0-004 -3.2% 0-000
Volume 719,703 535,066 -184,637 -25.7% 3,856,792
Daily Pivots for day following 13-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-128 118-100 117-313
R3 118-073 118-045 117-298
R2 118-018 118-018 117-293
R1 117-310 117-310 117-288 117-296
PP 117-283 117-283 117-283 117-276
S1 117-255 117-255 117-277 117-241
S2 117-227 117-227 117-272
S3 117-172 117-200 117-267
S4 117-117 117-145 117-252
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-301 119-187 118-106
R3 119-103 118-309 118-052
R2 118-226 118-226 118-034
R1 118-112 118-112 118-016 118-169
PP 118-028 118-028 118-028 118-057
S1 117-234 117-234 117-299 117-291
S2 117-151 117-151 117-281
S3 116-273 117-037 117-263
S4 116-076 116-159 117-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-142 117-255 0-207 0.6% 0-085 0.2% 13% False True 730,091
10 118-142 117-153 0-310 0.8% 0-102 0.3% 42% False False 826,867
20 118-142 117-110 1-032 0.9% 0-110 0.3% 49% False False 799,000
40 118-142 116-175 1-287 1.6% 0-109 0.3% 70% False False 707,219
60 118-242 116-175 2-067 1.9% 0-117 0.3% 60% False False 719,065
80 121-110 116-175 4-255 4.1% 0-118 0.3% 28% False False 543,131
100 121-135 116-175 4-280 4.1% 0-101 0.3% 27% False False 434,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0-016
Fibonacci Retracements and Extensions
4.250 118-224
2.618 118-134
1.618 118-079
1.000 118-045
0.618 118-024
HIGH 117-310
0.618 117-289
0.500 117-283
0.382 117-276
LOW 117-255
0.618 117-221
1.000 117-200
1.618 117-166
2.618 117-111
4.250 117-021
Fisher Pivots for day following 13-Feb-2017
Pivot 1 day 3 day
R1 117-283 118-034
PP 117-283 118-010
S1 117-283 117-306

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

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