ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 14-Mar-2017
Day Change Summary
Previous Current
13-Mar-2017 14-Mar-2017 Change Change % Previous Week
Open 117-045 117-005 -0-040 -0.1% 117-122
High 117-073 117-040 -0-033 -0.1% 117-180
Low 116-315 116-310 -0-005 0.0% 116-300
Close 117-010 117-020 0-010 0.0% 117-038
Range 0-078 0-050 -0-028 -35.5% 0-200
ATR 0-101 0-097 -0-004 -3.6% 0-000
Volume 13,956 4,549 -9,407 -67.4% 91,263
Daily Pivots for day following 14-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-167 117-143 117-047
R3 117-117 117-093 117-034
R2 117-067 117-067 117-029
R1 117-043 117-043 117-025 117-055
PP 117-017 117-017 117-017 117-023
S1 116-313 116-313 117-015 117-005
S2 116-287 116-287 117-011
S3 116-237 116-263 117-006
S4 116-187 116-213 116-313
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-026 118-232 117-148
R3 118-146 118-032 117-093
R2 117-266 117-266 117-074
R1 117-152 117-152 117-056 117-109
PP 117-066 117-066 117-066 117-044
S1 116-272 116-272 117-019 116-229
S2 116-186 116-186 117-001
S3 115-306 116-072 116-303
S4 115-106 115-192 116-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-105 116-300 0-125 0.3% 0-076 0.2% 32% False False 13,249
10 117-255 116-300 0-275 0.7% 0-079 0.2% 15% False False 45,469
20 118-162 116-300 1-182 1.3% 0-096 0.3% 8% False False 630,822
40 118-162 116-300 1-182 1.3% 0-103 0.3% 8% False False 714,911
60 118-162 116-175 1-307 1.7% 0-105 0.3% 26% False False 681,753
80 118-242 116-175 2-067 1.9% 0-112 0.3% 23% False False 697,004
100 121-110 116-175 4-255 4.1% 0-113 0.3% 11% False False 560,669
120 121-135 116-175 4-280 4.2% 0-100 0.3% 11% False False 467,254
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 True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-012
Narrowest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 117-252
2.618 117-171
1.618 117-121
1.000 117-090
0.618 117-071
HIGH 117-040
0.618 117-021
0.500 117-015
0.382 117-009
LOW 116-310
0.618 116-279
1.000 116-260
1.618 116-229
2.618 116-179
4.250 116-098
Fisher Pivots for day following 14-Mar-2017
Pivot 1 day 3 day
R1 117-018 117-026
PP 117-017 117-024
S1 117-015 117-022

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

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