ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 117-140 117-205 0-065 0.2% 117-045
High 117-200 117-235 0-035 0.1% 117-205
Low 117-120 117-173 0-053 0.1% 116-310
Close 117-178 117-222 0-045 0.1% 117-178
Range 0-080 0-062 -0-018 -21.9% 0-215
ATR 0-100 0-097 -0-003 -2.7% 0-000
Volume 2,815 1,698 -1,117 -39.7% 42,445
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-077 118-052 117-257
R3 118-015 117-310 117-240
R2 117-273 117-273 117-234
R1 117-247 117-247 117-228 117-260
PP 117-210 117-210 117-210 117-216
S1 117-185 117-185 117-217 117-198
S2 117-148 117-148 117-211
S3 117-085 117-123 117-205
S4 117-023 117-060 117-188
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
5 117-235 116-310 0-245 0.7% 0-090 0.2% 95% True False 6,037
10 117-235 116-300 0-255 0.7% 0-084 0.2% 95% True False 10,534
20 118-162 116-300 1-182 1.3% 0-093 0.2% 48% False False 466,191
40 118-162 116-300 1-182 1.3% 0-099 0.3% 48% False False 628,826
60 118-162 116-282 1-200 1.4% 0-104 0.3% 50% False False 631,129
80 118-162 116-175 1-307 1.7% 0-110 0.3% 59% False False 686,274
100 121-110 116-175 4-255 4.1% 0-115 0.3% 24% False False 560,837
120 121-135 116-175 4-280 4.1% 0-103 0.3% 24% False False 467,467
Crabel Price Patterns
NR True
NR4 True
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 0-018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-181
2.618 118-079
1.618 118-016
1.000 117-298
0.618 117-274
HIGH 117-235
0.618 117-211
0.500 117-204
0.382 117-196
LOW 117-173
0.618 117-134
1.000 117-110
1.618 117-071
2.618 117-009
4.250 116-227
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 117-216 117-207
PP 117-210 117-193
S1 117-204 117-178

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

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