ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 118-160 118-058 -0-102 -0.3% 117-298
High 118-162 118-082 -0-080 -0.2% 118-162
Low 118-042 117-230 -0-132 -0.4% 117-227
Close 118-050 118-022 -0-028 -0.1% 118-158
Range 0-120 0-172 0-052 43.7% 0-255
ATR 0-109 0-113 0-005 4.2% 0-000
Volume 925,442 423,780 -501,662 -54.2% 7,494,279
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-202 119-125 118-117
R3 119-030 118-272 118-070
R2 118-177 118-177 118-054
R1 118-100 118-100 118-038 118-052
PP 118-005 118-005 118-005 117-301
S1 117-248 117-248 118-007 117-200
S2 117-153 117-153 117-311
S3 116-300 117-075 117-295
S4 116-128 116-223 117-248
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 120-201 120-114 118-298
R3 119-266 119-179 118-228
R2 119-011 119-011 118-204
R1 118-244 118-244 118-181 118-288
PP 118-076 118-076 118-076 118-097
S1 117-309 117-309 118-134 118-032
S2 117-141 117-141 118-111
S3 116-206 117-054 118-087
S4 115-271 116-119 118-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-162 117-227 0-255 0.7% 0-121 0.3% 45% False False 1,544,097
10 118-162 117-110 1-052 1.0% 0-113 0.3% 62% False False 1,216,174
20 118-162 117-110 1-052 1.0% 0-107 0.3% 62% False False 1,021,520
40 118-162 117-080 1-082 1.1% 0-115 0.3% 65% False False 880,145
60 118-162 116-175 1-307 1.7% 0-114 0.3% 78% False False 802,886
80 121-110 116-175 4-255 4.1% 0-123 0.3% 32% False False 694,591
100 121-110 116-175 4-255 4.1% 0-112 0.3% 32% False False 556,154
120 121-135 116-175 4-280 4.1% 0-093 0.2% 31% False False 463,464
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 120-176
2.618 119-214
1.618 119-042
1.000 118-255
0.618 118-189
HIGH 118-082
0.618 118-017
0.500 117-316
0.382 117-296
LOW 117-230
0.618 117-123
1.000 117-058
1.618 116-271
2.618 116-098
4.250 115-137
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 118-014 118-036
PP 118-005 118-032
S1 117-316 118-027

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

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