ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 117-153 117-240 0-087 0.2% 117-310
High 117-260 118-010 0-070 0.2% 118-010
Low 117-145 117-222 0-078 0.2% 117-110
Close 117-240 117-295 0-055 0.1% 117-295
Range 0-115 0-108 -0-007 -6.5% 0-220
ATR 0-111 0-111 0-000 -0.2% 0-000
Volume 844,124 638,670 -205,454 -24.3% 3,853,313
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-285 118-238 118-034
R3 118-178 118-130 118-005
R2 118-070 118-070 117-315
R1 118-023 118-023 117-305 118-046
PP 117-283 117-283 117-283 117-294
S1 117-235 117-235 117-285 117-259
S2 117-175 117-175 117-275
S3 117-067 117-127 117-265
S4 116-280 117-020 117-236
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-265 119-180 118-096
R3 119-045 118-280 118-036
R2 118-145 118-145 118-015
R1 118-060 118-060 117-315 117-313
PP 117-245 117-245 117-245 117-211
S1 117-160 117-160 117-275 117-093
S2 117-025 117-025 117-255
S3 116-125 116-260 117-235
S4 115-225 116-040 117-174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-010 117-110 0-220 0.6% 0-102 0.3% 84% True False 770,662
10 118-142 117-110 1-032 0.9% 0-100 0.3% 52% False False 771,010
20 118-142 117-110 1-032 0.9% 0-105 0.3% 52% False False 791,461
40 118-142 116-282 1-180 1.3% 0-110 0.3% 67% False False 713,598
60 118-142 116-175 1-287 1.6% 0-115 0.3% 72% False False 759,635
80 121-110 116-175 4-255 4.1% 0-121 0.3% 29% False False 584,499
100 121-135 116-175 4-280 4.1% 0-105 0.3% 28% False False 467,722
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 0-013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-147
2.618 118-292
1.618 118-184
1.000 118-118
0.618 118-076
HIGH 118-010
0.618 117-289
0.500 117-276
0.382 117-264
LOW 117-222
0.618 117-156
1.000 117-115
1.618 117-049
2.618 116-261
4.250 116-086
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 117-289 117-270
PP 117-283 117-245
S1 117-276 117-220

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

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