ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Feb-2017
Day Change Summary
Previous Current
17-Feb-2017 21-Feb-2017 Change Change % Previous Week
Open 117-240 117-298 0-058 0.2% 117-310
High 118-010 117-305 -0-025 -0.1% 118-010
Low 117-222 117-233 0-010 0.0% 117-110
Close 117-295 117-290 -0-005 0.0% 117-295
Range 0-108 0-072 -0-035 -32.6% 0-220
ATR 0-111 0-108 -0-003 -2.5% 0-000
Volume 638,670 1,123,012 484,342 75.8% 3,853,313
Daily Pivots for day following 21-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-173 118-144 118-010
R3 118-101 118-072 117-310
R2 118-028 118-028 117-303
R1 117-319 117-319 117-297 117-298
PP 117-276 117-276 117-276 117-265
S1 117-247 117-247 117-283 117-225
S2 117-203 117-203 117-277
S3 117-131 117-174 117-270
S4 117-058 117-102 117-250
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% 0-105 0.3% 82% False False 888,251
10 118-142 117-110 1-032 0.9% 0-095 0.3% 51% False False 809,171
20 118-142 117-110 1-032 0.9% 0-101 0.3% 51% False False 801,853
40 118-142 116-282 1-180 1.3% 0-110 0.3% 66% False False 732,838
60 118-142 116-175 1-287 1.6% 0-115 0.3% 72% False False 766,612
80 121-110 116-175 4-255 4.1% 0-121 0.3% 28% False False 598,482
100 121-135 116-175 4-280 4.1% 0-106 0.3% 28% False False 478,953
120 121-135 116-175 4-280 4.1% 0-088 0.2% 28% False False 399,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 118-293
2.618 118-175
1.618 118-102
1.000 118-057
0.618 118-030
HIGH 117-305
0.618 117-277
0.500 117-269
0.382 117-260
LOW 117-233
0.618 117-188
1.000 117-160
1.618 117-115
2.618 117-043
4.250 116-244
Fisher Pivots for day following 21-Feb-2017
Pivot 1 day 3 day
R1 117-283 117-273
PP 117-276 117-255
S1 117-269 117-238

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

View Archives - Comment on this page... - Back to Index of Symbols