ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 15-Mar-2017
Day Change Summary
Previous Current
14-Mar-2017 15-Mar-2017 Change Change % Previous Week
Open 117-005 117-042 0-038 0.1% 117-122
High 117-040 117-198 0-158 0.4% 117-180
Low 116-310 117-010 0-020 0.1% 116-300
Close 117-020 117-180 0-160 0.4% 117-038
Range 0-050 0-187 0-138 275.1% 0-200
ATR 0-097 0-104 0-006 6.6% 0-000
Volume 4,549 18,790 14,241 313.1% 91,263
Daily Pivots for day following 15-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-052 118-303 117-283
R3 118-184 118-116 117-232
R2 117-317 117-317 117-214
R1 117-248 117-248 117-197 117-282
PP 117-129 117-129 117-129 117-146
S1 117-061 117-061 117-163 117-095
S2 116-262 116-262 117-146
S3 116-074 116-193 117-128
S4 115-207 116-006 117-077
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
5 117-198 116-300 0-218 0.6% 0-092 0.2% 92% True False 13,113
10 117-198 116-300 0-218 0.6% 0-087 0.2% 92% True False 30,726
20 118-162 116-300 1-182 1.3% 0-099 0.3% 40% False False 584,365
40 118-162 116-300 1-182 1.3% 0-104 0.3% 40% False False 694,351
60 118-162 116-205 1-278 1.6% 0-106 0.3% 49% False False 661,183
80 118-242 116-175 2-067 1.9% 0-112 0.3% 46% False False 696,335
100 121-110 116-175 4-255 4.1% 0-115 0.3% 21% False False 560,851
120 121-135 116-175 4-280 4.1% 0-102 0.3% 21% False False 467,410
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 120-034
2.618 119-048
1.618 118-181
1.000 118-065
0.618 117-313
HIGH 117-198
0.618 117-126
0.500 117-104
0.382 117-082
LOW 117-010
0.618 116-214
1.000 116-143
1.618 116-027
2.618 115-159
4.250 114-173
Fisher Pivots for day following 15-Mar-2017
Pivot 1 day 3 day
R1 117-155 117-151
PP 117-129 117-123
S1 117-104 117-094

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

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