ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 15-Feb-2017
Day Change Summary
Previous Current
14-Feb-2017 15-Feb-2017 Change Change % Previous Week
Open 117-273 117-198 -0-075 -0.2% 117-275
High 117-290 117-207 -0-083 -0.2% 118-142
Low 117-155 117-110 -0-045 -0.1% 117-265
Close 117-202 117-145 -0-058 -0.2% 117-318
Range 0-135 0-097 -0-038 -27.8% 0-198
ATR 0-112 0-111 -0-001 -0.9% 0-000
Volume 947,925 887,528 -60,397 -6.4% 3,856,792
Daily Pivots for day following 15-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-127 118-073 117-199
R3 118-029 117-296 117-172
R2 117-252 117-252 117-163
R1 117-198 117-198 117-154 117-176
PP 117-154 117-154 117-154 117-143
S1 117-101 117-101 117-136 117-079
S2 117-057 117-057 117-127
S3 116-279 117-003 117-118
S4 116-182 116-226 117-091
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
5 118-133 117-110 1-022 0.9% 0-092 0.2% 10% False True 771,833
10 118-142 117-110 1-032 0.9% 0-103 0.3% 10% False True 797,880
20 118-142 117-110 1-032 0.9% 0-105 0.3% 10% False True 810,879
40 118-142 116-247 1-215 1.4% 0-109 0.3% 41% False False 700,677
60 118-142 116-175 1-287 1.6% 0-115 0.3% 48% False False 746,092
80 121-110 116-175 4-255 4.1% 0-119 0.3% 19% False False 566,007
100 121-135 116-175 4-280 4.2% 0-103 0.3% 19% False False 452,894
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 0-018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-302
2.618 118-143
1.618 118-045
1.000 117-305
0.618 117-268
HIGH 117-207
0.618 117-170
0.500 117-159
0.382 117-147
LOW 117-110
0.618 117-050
1.000 117-013
1.618 116-272
2.618 116-175
4.250 116-016
Fisher Pivots for day following 15-Feb-2017
Pivot 1 day 3 day
R1 117-159 117-210
PP 117-154 117-188
S1 117-150 117-167

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

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