ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 23-Feb-2017
Day Change Summary
Previous Current
22-Feb-2017 23-Feb-2017 Change Change % Previous Week
Open 117-155 117-180 0-025 0.1% 117-175
High 117-220 117-273 0-053 0.1% 117-215
Low 117-107 117-173 0-065 0.2% 116-307
Close 117-182 117-247 0-065 0.2% 117-182
Range 0-113 0-100 -0-013 -11.1% 0-228
ATR 0-103 0-103 0-000 -0.2% 0-000
Volume 1,391,846 1,824,168 432,322 31.1% 423,510
Daily Pivots for day following 23-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-211 118-169 117-302
R3 118-111 118-069 117-275
R2 118-011 118-011 117-266
R1 117-289 117-289 117-257 117-310
PP 117-231 117-231 117-231 117-241
S1 117-189 117-189 117-238 117-210
S2 117-131 117-131 117-229
S3 117-031 117-089 117-220
S4 116-251 116-309 117-192
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
5 117-273 117-022 0-250 0.7% 0-103 0.3% 90% True False 772,791
10 118-022 116-307 1-035 0.9% 0-097 0.3% 73% False False 416,994
20 118-047 116-307 1-060 1.0% 0-095 0.3% 68% False False 218,564
40 118-047 116-215 1-152 1.3% 0-093 0.2% 75% False False 111,256
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-058
2.618 118-214
1.618 118-114
1.000 118-053
0.618 118-014
HIGH 117-273
0.618 117-234
0.500 117-223
0.382 117-211
LOW 117-173
0.618 117-111
1.000 117-073
1.618 117-011
2.618 116-231
4.250 116-068
Fisher Pivots for day following 23-Feb-2017
Pivot 1 day 3 day
R1 117-239 117-228
PP 117-231 117-209
S1 117-223 117-190

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

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