ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 117-042 117-190 0-148 0.4% 117-122
High 117-198 117-205 0-007 0.0% 117-180
Low 117-010 117-133 0-122 0.3% 116-300
Close 117-180 117-158 -0-022 -0.1% 117-038
Range 0-187 0-072 -0-115 -61.3% 0-200
ATR 0-104 0-102 -0-002 -2.2% 0-000
Volume 18,790 2,335 -16,455 -87.6% 91,263
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-062 118-022 117-197
R3 117-310 117-270 117-177
R2 117-237 117-237 117-171
R1 117-197 117-197 117-164 117-181
PP 117-165 117-165 117-165 117-157
S1 117-125 117-125 117-151 117-109
S2 117-093 117-093 117-144
S3 117-020 117-053 117-138
S4 116-268 116-300 117-118
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
5 117-205 116-300 0-225 0.6% 0-093 0.2% 79% True False 10,768
10 117-205 116-300 0-225 0.6% 0-084 0.2% 79% True False 18,847
20 118-162 116-300 1-182 1.3% 0-097 0.3% 35% False False 540,105
40 118-162 116-300 1-182 1.3% 0-101 0.3% 35% False False 675,492
60 118-162 116-247 1-235 1.5% 0-105 0.3% 41% False False 647,153
80 118-162 116-175 1-307 1.7% 0-111 0.3% 48% False False 694,595
100 121-110 116-175 4-255 4.1% 0-115 0.3% 20% False False 560,827
120 121-135 116-175 4-280 4.1% 0-102 0.3% 19% False False 467,430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 118-193
2.618 118-075
1.618 118-002
1.000 117-277
0.618 117-250
HIGH 117-205
0.618 117-177
0.500 117-169
0.382 117-160
LOW 117-133
0.618 117-088
1.000 117-060
1.618 117-015
2.618 116-263
4.250 116-144
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 117-169 117-138
PP 117-165 117-118
S1 117-161 117-098

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

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