ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 117-205 117-202 -0-002 0.0% 117-045
High 117-235 117-300 0-065 0.2% 117-205
Low 117-173 117-182 0-010 0.0% 116-310
Close 117-222 117-270 0-048 0.1% 117-178
Range 0-062 0-118 0-055 88.0% 0-215
ATR 0-097 0-099 0-001 1.5% 0-000
Volume 1,698 3,188 1,490 87.8% 42,445
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-283 118-234 118-015
R3 118-166 118-117 117-302
R2 118-048 118-048 117-292
R1 117-319 117-319 117-281 118-024
PP 117-251 117-251 117-251 117-263
S1 117-202 117-202 117-259 117-226
S2 117-133 117-133 117-248
S3 117-016 117-084 117-238
S4 116-218 116-287 117-205
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
5 117-300 117-010 0-290 0.8% 0-104 0.3% 90% True False 5,765
10 117-300 116-300 1-000 0.8% 0-090 0.2% 91% True False 9,507
20 118-162 116-300 1-182 1.3% 0-096 0.3% 58% False False 410,200
40 118-162 116-300 1-182 1.3% 0-098 0.3% 58% False False 606,027
60 118-162 116-282 1-200 1.4% 0-105 0.3% 59% False False 625,292
80 118-162 116-175 1-307 1.7% 0-110 0.3% 66% False False 677,509
100 121-110 116-175 4-255 4.1% 0-116 0.3% 27% False False 560,825
120 121-135 116-175 4-280 4.1% 0-104 0.3% 27% False False 467,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-159
2.618 118-288
1.618 118-170
1.000 118-098
0.618 118-053
HIGH 117-300
0.618 117-255
0.500 117-241
0.382 117-227
LOW 117-182
0.618 117-110
1.000 117-065
1.618 116-312
2.618 116-195
4.250 116-003
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 117-260 117-250
PP 117-251 117-230
S1 117-241 117-210

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

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