ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 22-Feb-2017
Day Change Summary
Previous Current
21-Feb-2017 22-Feb-2017 Change Change % Previous Week
Open 117-180 117-155 -0-025 -0.1% 117-175
High 117-187 117-220 0-033 0.1% 117-215
Low 117-115 117-107 -0-008 0.0% 116-307
Close 117-178 117-182 0-005 0.0% 117-182
Range 0-072 0-113 0-040 55.2% 0-228
ATR 0-102 0-103 0-001 0.7% 0-000
Volume 454,545 1,391,846 937,301 206.2% 423,510
Daily Pivots for day following 22-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-188 118-138 117-244
R3 118-075 118-025 117-213
R2 117-283 117-283 117-203
R1 117-233 117-233 117-193 117-258
PP 117-170 117-170 117-170 117-182
S1 117-120 117-120 117-172 117-145
S2 117-057 117-057 117-162
S3 116-265 117-007 117-152
S4 116-152 116-215 117-121
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
5 117-220 116-307 0-233 0.6% 0-103 0.3% 84% True False 423,324
10 118-047 116-307 1-060 1.0% 0-098 0.3% 51% False False 236,516
20 118-047 116-307 1-060 1.0% 0-096 0.3% 51% False False 127,887
40 118-047 116-215 1-152 1.3% 0-091 0.2% 61% False False 65,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-058
2.618 118-195
1.618 118-082
1.000 118-013
0.618 117-290
HIGH 117-220
0.618 117-177
0.500 117-164
0.382 117-150
LOW 117-107
0.618 117-038
1.000 116-315
1.618 116-245
2.618 116-133
4.250 115-269
Fisher Pivots for day following 22-Feb-2017
Pivot 1 day 3 day
R1 117-176 117-176
PP 117-170 117-169
S1 117-164 117-162

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

View Archives - Comment on this page... - Back to Index of Symbols