ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 07-Mar-2017
Day Change Summary
Previous Current
06-Mar-2017 07-Mar-2017 Change Change % Previous Week
Open 117-122 117-135 0-013 0.0% 118-160
High 117-180 117-147 -0-033 -0.1% 118-162
Low 117-118 117-087 -0-030 -0.1% 117-067
Close 117-140 117-102 -0-038 -0.1% 117-135
Range 0-062 0-060 -0-002 -4.0% 1-095
ATR 0-111 0-108 -0-004 -3.3% 0-000
Volume 30,066 13,454 -16,612 -55.3% 1,694,150
Daily Pivots for day following 07-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-292 117-257 117-135
R3 117-232 117-197 117-119
R2 117-172 117-172 117-113
R1 117-137 117-137 117-108 117-125
PP 117-112 117-112 117-112 117-106
S1 117-077 117-077 117-097 117-065
S2 117-052 117-052 117-091
S3 116-312 117-017 117-086
S4 116-252 116-277 117-069
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
5 117-255 117-067 0-188 0.5% 0-082 0.2% 19% False False 77,689
10 118-162 117-067 1-095 1.1% 0-101 0.3% 8% False False 810,893
20 118-162 117-067 1-095 1.1% 0-098 0.3% 8% False False 810,032
40 118-162 117-067 1-095 1.1% 0-109 0.3% 8% False False 797,038
60 118-162 116-175 1-307 1.7% 0-111 0.3% 39% False False 750,331
80 121-110 116-175 4-255 4.1% 0-123 0.3% 16% False False 698,369
100 121-110 116-175 4-255 4.1% 0-113 0.3% 16% False False 560,034
120 121-135 116-175 4-280 4.2% 0-097 0.3% 16% False False 466,702
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 118-082
2.618 117-305
1.618 117-245
1.000 117-207
0.618 117-185
HIGH 117-147
0.618 117-125
0.500 117-117
0.382 117-110
LOW 117-087
0.618 117-050
1.000 117-027
1.618 116-310
2.618 116-250
4.250 116-152
Fisher Pivots for day following 07-Mar-2017
Pivot 1 day 3 day
R1 117-117 117-124
PP 117-112 117-117
S1 117-107 117-110

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

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