ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Mar-2017
Day Change Summary
Previous Current
03-Mar-2017 06-Mar-2017 Change Change % Previous Week
Open 117-130 117-122 -0-008 0.0% 118-160
High 117-145 117-180 0-035 0.1% 118-162
Low 117-067 117-118 0-050 0.1% 117-067
Close 117-135 117-140 0-005 0.0% 117-135
Range 0-078 0-062 -0-015 -19.4% 1-095
ATR 0-115 0-111 -0-004 -3.3% 0-000
Volume 57,580 30,066 -27,514 -47.8% 1,694,150
Daily Pivots for day following 06-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-013 117-299 117-174
R3 117-271 117-237 117-157
R2 117-208 117-208 117-151
R1 117-174 117-174 117-146 117-191
PP 117-146 117-146 117-146 117-154
S1 117-112 117-112 117-134 117-129
S2 117-083 117-083 117-129
S3 117-021 117-049 117-123
S4 116-278 116-307 117-106
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
5 118-082 117-067 1-015 0.9% 0-104 0.3% 22% False False 159,754
10 118-162 117-067 1-095 1.1% 0-103 0.3% 17% False False 921,849
20 118-162 117-067 1-095 1.1% 0-101 0.3% 17% False False 846,430
40 118-162 117-067 1-095 1.1% 0-112 0.3% 17% False False 816,817
60 118-162 116-175 1-307 1.7% 0-111 0.3% 45% False False 757,760
80 121-110 116-175 4-255 4.1% 0-124 0.3% 19% False False 698,501
100 121-110 116-175 4-255 4.1% 0-112 0.3% 19% False False 559,900
120 121-135 116-175 4-280 4.2% 0-096 0.3% 18% False False 466,589
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 0-015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 118-126
2.618 118-024
1.618 117-281
1.000 117-242
0.618 117-219
HIGH 117-180
0.618 117-156
0.500 117-149
0.382 117-141
LOW 117-118
0.618 117-079
1.000 117-055
1.618 117-016
2.618 116-274
4.250 116-172
Fisher Pivots for day following 06-Mar-2017
Pivot 1 day 3 day
R1 117-149 117-135
PP 117-146 117-131
S1 117-143 117-126

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

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