ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 17-Feb-2017
Day Change Summary
Previous Current
16-Feb-2017 17-Feb-2017 Change Change % Previous Week
Open 117-022 117-122 0-100 0.3% 117-175
High 117-140 117-215 0-075 0.2% 117-215
Low 117-022 117-105 0-082 0.2% 116-307
Close 117-122 117-182 0-060 0.2% 117-182
Range 0-118 0-110 -0-007 -6.4% 0-228
ATR 0-104 0-104 0-000 0.4% 0-000
Volume 88,310 105,090 16,780 19.0% 423,510
Daily Pivots for day following 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-178 118-130 117-243
R3 118-068 118-020 117-213
R2 117-278 117-278 117-203
R1 117-230 117-230 117-193 117-254
PP 117-167 117-167 117-167 117-179
S1 117-120 117-120 117-172 117-144
S2 117-057 117-057 117-162
S3 116-267 117-010 117-152
S4 116-157 116-220 117-122
Weekly Pivots for week ending 17-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-171 119-084 117-308
R3 118-263 118-177 117-245
R2 118-036 118-036 117-224
R1 117-269 117-269 117-203 117-313
PP 117-128 117-128 117-128 117-150
S1 117-042 117-042 117-162 117-085
S2 116-221 116-221 117-141
S3 115-313 116-134 117-120
S4 115-086 115-227 117-057
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-215 116-307 0-228 0.6% 0-104 0.3% 86% True False 84,702
10 118-047 116-307 1-060 1.0% 0-097 0.3% 51% False False 59,489
20 118-047 116-307 1-060 1.0% 0-101 0.3% 51% False False 38,485
40 118-047 116-215 1-152 1.3% 0-086 0.2% 61% False False 19,492
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-043
2.618 118-183
1.618 118-073
1.000 118-005
0.618 117-283
HIGH 117-215
0.618 117-173
0.500 117-160
0.382 117-147
LOW 117-105
0.618 117-037
1.000 116-315
1.618 116-247
2.618 116-137
4.250 115-277
Fisher Pivots for day following 17-Feb-2017
Pivot 1 day 3 day
R1 117-175 117-155
PP 117-167 117-128
S1 117-160 117-101

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

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