ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 117-298 117-280 -0-018 0.0% 117-310
High 117-305 118-015 0-030 0.1% 118-010
Low 117-233 117-227 -0-005 0.0% 117-110
Close 117-290 117-300 0-010 0.0% 117-295
Range 0-072 0-108 0-035 48.3% 0-220
ATR 0-108 0-108 0-000 0.0% 0-000
Volume 1,123,012 2,342,500 1,219,488 108.6% 3,853,313
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-290 118-243 118-039
R3 118-183 118-135 118-010
R2 118-075 118-075 118-000
R1 118-028 118-028 117-310 118-051
PP 117-287 117-287 117-287 117-299
S1 117-240 117-240 117-290 117-264
S2 117-180 117-180 117-280
S3 117-072 117-132 117-270
S4 116-285 117-025 117-241
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
5 118-015 117-110 0-225 0.6% 0-100 0.3% 84% True False 1,167,166
10 118-142 117-110 1-032 0.9% 0-097 0.3% 54% False False 970,402
20 118-142 117-110 1-032 0.9% 0-100 0.3% 54% False False 886,844
40 118-142 116-295 1-167 1.3% 0-111 0.3% 67% False False 781,468
60 118-142 116-175 1-287 1.6% 0-113 0.3% 73% False False 781,077
80 121-110 116-175 4-255 4.1% 0-121 0.3% 29% False False 627,743
100 121-135 116-175 4-280 4.1% 0-107 0.3% 29% False False 502,378
120 121-135 116-175 4-280 4.1% 0-089 0.2% 29% False False 418,648
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-152
2.618 118-296
1.618 118-189
1.000 118-123
0.618 118-081
HIGH 118-015
0.618 117-294
0.500 117-281
0.382 117-269
LOW 117-227
0.618 117-161
1.000 117-120
1.618 117-054
2.618 116-266
4.250 116-091
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 117-294 117-293
PP 117-287 117-286
S1 117-281 117-279

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

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