ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Mar-2017
Day Change Summary
Previous Current
16-Mar-2017 17-Mar-2017 Change Change % Previous Week
Open 117-190 117-140 -0-050 -0.1% 117-045
High 117-205 117-200 -0-005 0.0% 117-205
Low 117-133 117-120 -0-013 0.0% 116-310
Close 117-158 117-178 0-020 0.1% 117-178
Range 0-072 0-080 0-008 10.4% 0-215
ATR 0-102 0-100 -0-002 -1.5% 0-000
Volume 2,335 2,815 480 20.6% 42,445
Daily Pivots for day following 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-086 118-052 117-222
R3 118-006 117-292 117-200
R2 117-246 117-246 117-192
R1 117-212 117-212 117-185 117-229
PP 117-166 117-166 117-166 117-174
S1 117-132 117-132 117-170 117-149
S2 117-086 117-086 117-163
S3 117-006 117-052 117-156
S4 116-246 116-292 117-134
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-129 119-048 117-296
R3 118-234 118-153 117-237
R2 118-019 118-019 117-217
R1 117-258 117-258 117-197 117-299
PP 117-124 117-124 117-124 117-144
S1 117-043 117-043 117-158 117-084
S2 116-229 116-229 117-138
S3 116-014 116-148 117-118
S4 115-119 115-253 117-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-205 116-310 0-215 0.6% 0-093 0.2% 87% False False 8,489
10 117-205 116-300 0-225 0.6% 0-084 0.2% 88% False False 13,370
20 118-162 116-300 1-182 1.3% 0-096 0.3% 39% False False 498,040
40 118-162 116-300 1-182 1.3% 0-101 0.3% 39% False False 651,211
60 118-162 116-258 1-225 1.4% 0-105 0.3% 44% False False 638,187
80 118-162 116-175 1-307 1.7% 0-110 0.3% 51% False False 691,356
100 121-110 116-175 4-255 4.1% 0-115 0.3% 21% False False 560,835
120 121-135 116-175 4-280 4.1% 0-103 0.3% 21% False False 467,453
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-220
2.618 118-089
1.618 118-009
1.000 117-280
0.618 117-249
HIGH 117-200
0.618 117-169
0.500 117-160
0.382 117-151
LOW 117-120
0.618 117-071
1.000 117-040
1.618 116-311
2.618 116-231
4.250 116-100
Fisher Pivots for day following 17-Mar-2017
Pivot 1 day 3 day
R1 117-172 117-154
PP 117-166 117-131
S1 117-160 117-108

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

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