ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Mar-2017
Day Change Summary
Previous Current
02-Mar-2017 03-Mar-2017 Change Change % Previous Week
Open 117-165 117-130 -0-035 -0.1% 118-160
High 117-185 117-145 -0-040 -0.1% 118-162
Low 117-080 117-067 -0-013 0.0% 117-067
Close 117-107 117-135 0-028 0.1% 117-135
Range 0-105 0-078 -0-027 -26.2% 1-095
ATR 0-118 0-115 -0-003 -2.5% 0-000
Volume 121,127 57,580 -63,547 -52.5% 1,694,150
Daily Pivots for day following 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-028 117-319 117-178
R3 117-271 117-242 117-156
R2 117-193 117-193 117-149
R1 117-164 117-164 117-142 117-179
PP 117-116 117-116 117-116 117-123
S1 117-087 117-087 117-128 117-101
S2 117-038 117-038 117-121
S3 116-281 117-009 117-114
S4 116-203 116-252 117-092
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 121-193 120-259 118-043
R3 120-098 119-164 117-249
R2 119-003 119-003 117-211
R1 118-069 118-069 117-173 117-309
PP 117-228 117-228 117-228 117-188
S1 116-294 116-294 117-097 116-214
S2 116-133 116-133 117-059
S3 115-038 115-199 117-021
S4 113-263 114-104 116-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-162 117-067 1-095 1.1% 0-116 0.3% 16% False True 338,830
10 118-162 117-067 1-095 1.1% 0-107 0.3% 16% False True 982,709
20 118-162 117-067 1-095 1.1% 0-107 0.3% 16% False True 897,205
40 118-162 117-067 1-095 1.1% 0-115 0.3% 16% False True 841,483
60 118-162 116-175 1-307 1.7% 0-111 0.3% 45% False False 765,171
80 121-110 116-175 4-255 4.1% 0-123 0.3% 18% False False 698,216
100 121-110 116-175 4-255 4.1% 0-113 0.3% 18% False False 559,600
120 121-135 116-175 4-280 4.2% 0-096 0.3% 18% False False 466,339
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-016
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 118-154
2.618 118-028
1.618 117-270
1.000 117-222
0.618 117-193
HIGH 117-145
0.618 117-115
0.500 117-106
0.382 117-097
LOW 117-067
0.618 117-020
1.000 116-310
1.618 116-262
2.618 116-185
4.250 116-058
Fisher Pivots for day following 03-Mar-2017
Pivot 1 day 3 day
R1 117-125 117-161
PP 117-116 117-153
S1 117-106 117-144

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

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