ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 117-255 117-165 -0-090 -0.2% 117-298
High 117-255 117-185 -0-070 -0.2% 118-162
Low 117-150 117-080 -0-070 -0.2% 117-227
Close 117-167 117-107 -0-060 -0.2% 118-158
Range 0-105 0-105 0-000 0.0% 0-255
ATR 0-119 0-118 -0-001 -0.8% 0-000
Volume 166,221 121,127 -45,094 -27.1% 7,494,279
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-119 118-058 117-165
R3 118-014 117-273 117-136
R2 117-229 117-229 117-127
R1 117-168 117-168 117-117 117-146
PP 117-124 117-124 117-124 117-113
S1 117-063 117-063 117-098 117-041
S2 117-019 117-019 117-088
S3 116-234 116-278 117-079
S4 116-129 116-173 117-050
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
5 118-162 117-080 1-082 1.1% 0-122 0.3% 7% False True 640,381
10 118-162 117-080 1-082 1.1% 0-111 0.3% 7% False True 1,061,364
20 118-162 117-080 1-082 1.1% 0-107 0.3% 7% False True 929,622
40 118-162 117-080 1-082 1.1% 0-115 0.3% 7% False True 855,148
60 118-162 116-175 1-307 1.7% 0-113 0.3% 40% False False 777,272
80 121-110 116-175 4-255 4.1% 0-124 0.3% 16% False False 697,707
100 121-110 116-175 4-255 4.1% 0-112 0.3% 16% False False 559,025
120 121-135 116-175 4-280 4.2% 0-095 0.3% 16% False False 465,859
Crabel Price Patterns
NR False
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 0-015
Fibonacci Retracements and Extensions
4.250 118-311
2.618 118-140
1.618 118-035
1.000 117-290
0.618 117-250
HIGH 117-185
0.618 117-145
0.500 117-132
0.382 117-120
LOW 117-080
0.618 117-015
1.000 116-295
1.618 116-230
2.618 116-125
4.250 115-274
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 117-132 117-241
PP 117-124 117-197
S1 117-116 117-152

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

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