ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 16-Feb-2017
Day Change Summary
Previous Current
15-Feb-2017 16-Feb-2017 Change Change % Previous Week
Open 117-065 117-022 -0-042 -0.1% 117-200
High 117-087 117-140 0-053 0.1% 118-047
Low 116-307 117-022 0-035 0.1% 117-187
Close 117-018 117-122 0-105 0.3% 117-207
Range 0-100 0-118 0-018 17.5% 0-180
ATR 0-102 0-104 0-001 1.4% 0-000
Volume 76,831 88,310 11,479 14.9% 171,383
Daily Pivots for day following 16-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-128 118-083 117-187
R3 118-010 117-285 117-155
R2 117-213 117-213 117-144
R1 117-167 117-167 117-133 117-190
PP 117-095 117-095 117-095 117-106
S1 117-050 117-050 117-112 117-072
S2 116-297 116-297 117-101
S3 116-180 116-252 117-090
S4 116-062 116-135 117-058
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-154 119-041 117-306
R3 118-294 118-181 117-257
R2 118-114 118-114 117-240
R1 118-001 118-001 117-224 118-057
PP 117-254 117-254 117-254 117-282
S1 117-141 117-141 117-191 117-197
S2 117-074 117-074 117-174
S3 116-214 116-281 117-158
S4 116-034 116-101 117-108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-238 116-307 0-250 0.7% 0-092 0.2% 54% False False 73,413
10 118-047 116-307 1-060 1.0% 0-101 0.3% 36% False False 52,874
20 118-047 116-305 1-062 1.0% 0-101 0.3% 36% False False 33,318
40 118-047 116-202 1-165 1.3% 0-083 0.2% 49% False False 16,865
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-319
2.618 118-128
1.618 118-010
1.000 117-258
0.618 117-213
HIGH 117-140
0.618 117-095
0.500 117-081
0.382 117-067
LOW 117-022
0.618 116-270
1.000 116-225
1.618 116-152
2.618 116-035
4.250 115-163
Fisher Pivots for day following 16-Feb-2017
Pivot 1 day 3 day
R1 117-109 117-109
PP 117-095 117-095
S1 117-081 117-081

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

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