ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 29-Mar-2017
Day Change Summary
Previous Current
28-Mar-2017 29-Mar-2017 Change Change % Previous Week
Open 117-233 117-158 -0-075 -0.2% 117-042
High 117-265 117-238 -0-027 -0.1% 117-235
Low 117-153 117-147 -0-005 0.0% 117-033
Close 117-170 117-220 0-050 0.1% 117-213
Range 0-112 0-090 -0-022 -20.0% 0-202
ATR 0-103 0-102 -0-001 -0.9% 0-000
Volume 793,902 593,926 -199,976 -25.2% 3,493,679
Daily Pivots for day following 29-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-152 118-116 117-270
R3 118-062 118-026 117-245
R2 117-292 117-292 117-237
R1 117-256 117-256 117-228 117-274
PP 117-202 117-202 117-202 117-211
S1 117-166 117-166 117-212 117-184
S2 117-112 117-112 117-203
S3 117-022 117-076 117-195
S4 116-252 116-306 117-170
Weekly Pivots for week ending 24-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-127 119-053 118-004
R3 118-245 118-170 117-268
R2 118-043 118-043 117-250
R1 117-288 117-288 117-231 118-005
PP 117-160 117-160 117-160 117-179
S1 117-085 117-085 117-194 117-123
S2 116-278 116-278 117-175
S3 116-075 116-203 117-157
S4 115-193 116-000 117-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-287 117-140 0-147 0.4% 0-094 0.3% 54% False False 639,889
10 117-287 116-295 0-312 0.8% 0-095 0.3% 78% False False 669,857
20 117-287 116-155 1-132 1.2% 0-096 0.3% 85% False False 714,114
40 118-050 116-155 1-215 1.4% 0-102 0.3% 72% False False 578,120
60 118-050 116-155 1-215 1.4% 0-103 0.3% 72% False False 387,299
80 118-050 116-155 1-215 1.4% 0-078 0.2% 72% False False 290,474
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 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-300
2.618 118-153
1.618 118-063
1.000 118-008
0.618 117-293
HIGH 117-238
0.618 117-203
0.500 117-192
0.382 117-182
LOW 117-147
0.618 117-092
1.000 117-057
1.618 117-002
2.618 116-232
4.250 116-085
Fisher Pivots for day following 29-Mar-2017
Pivot 1 day 3 day
R1 117-211 117-219
PP 117-202 117-218
S1 117-192 117-217

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

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