ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 117-280 117-302 0-022 0.1% 117-310
High 118-015 118-070 0-055 0.1% 118-010
Low 117-227 117-293 0-065 0.2% 117-110
Close 117-300 118-045 0-065 0.2% 117-295
Range 0-108 0-098 -0-010 -9.3% 0-220
ATR 0-108 0-107 -0-001 -0.7% 0-000
Volume 2,342,500 2,463,430 120,930 5.2% 3,853,313
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-002 118-281 118-099
R3 118-224 118-183 118-072
R2 118-127 118-127 118-063
R1 118-086 118-086 118-054 118-106
PP 118-029 118-029 118-029 118-039
S1 117-308 117-308 118-036 118-009
S2 117-252 117-252 118-027
S3 117-154 117-211 118-018
S4 117-057 117-113 117-311
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
5 118-070 117-145 0-245 0.6% 0-100 0.3% 90% True False 1,482,347
10 118-133 117-110 1-022 0.9% 0-096 0.3% 74% False False 1,127,090
20 118-142 117-110 1-032 0.9% 0-099 0.3% 72% False False 970,507
40 118-142 116-295 1-167 1.3% 0-112 0.3% 80% False False 838,128
60 118-142 116-175 1-287 1.6% 0-113 0.3% 84% False False 811,128
80 121-110 116-175 4-255 4.1% 0-121 0.3% 33% False False 658,285
100 121-110 116-175 4-255 4.1% 0-108 0.3% 33% False False 527,012
120 121-135 116-175 4-280 4.1% 0-090 0.2% 33% False False 439,176
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
4.250 119-164
2.618 119-005
1.618 118-228
1.000 118-168
0.618 118-130
HIGH 118-070
0.618 118-033
0.500 118-021
0.382 118-010
LOW 117-293
0.618 117-232
1.000 117-195
1.618 117-135
2.618 117-037
4.250 116-198
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 118-037 118-026
PP 118-029 118-007
S1 118-021 117-309

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

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