ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 14-Feb-2017
Day Change Summary
Previous Current
13-Feb-2017 14-Feb-2017 Change Change % Previous Week
Open 117-310 117-273 -0-038 -0.1% 117-275
High 117-310 117-290 -0-020 -0.1% 118-142
Low 117-255 117-155 -0-100 -0.3% 117-265
Close 117-282 117-202 -0-080 -0.2% 117-318
Range 0-055 0-135 0-080 145.4% 0-198
ATR 0-110 0-112 0-002 1.6% 0-000
Volume 535,066 947,925 412,859 77.2% 3,856,792
Daily Pivots for day following 14-Feb-2017
Classic Woodie Camarilla DeMark
R4 118-301 118-227 117-277
R3 118-166 118-092 117-240
R2 118-031 118-031 117-227
R1 117-277 117-277 117-215 117-246
PP 117-216 117-216 117-216 117-201
S1 117-142 117-142 117-190 117-111
S2 117-081 117-081 117-178
S3 116-266 117-007 117-165
S4 116-131 116-192 117-128
Weekly Pivots for week ending 10-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-301 119-187 118-106
R3 119-103 118-309 118-052
R2 118-226 118-226 118-034
R1 118-112 118-112 118-016 118-169
PP 118-028 118-028 118-028 118-057
S1 117-234 117-234 117-299 117-291
S2 117-151 117-151 117-281
S3 116-273 117-037 117-263
S4 116-076 116-159 117-209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-142 117-155 0-307 0.8% 0-093 0.2% 15% False True 773,637
10 118-142 117-153 0-310 0.8% 0-106 0.3% 16% False False 803,215
20 118-142 117-110 1-032 0.9% 0-109 0.3% 26% False False 804,337
40 118-142 116-205 1-258 1.5% 0-109 0.3% 55% False False 699,592
60 118-242 116-175 2-067 1.9% 0-117 0.3% 49% False False 733,659
80 121-110 116-175 4-255 4.1% 0-119 0.3% 23% False False 554,972
100 121-135 116-175 4-280 4.1% 0-102 0.3% 22% False False 444,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 119-224
2.618 119-003
1.618 118-188
1.000 118-105
0.618 118-053
HIGH 117-290
0.618 117-238
0.500 117-223
0.382 117-207
LOW 117-155
0.618 117-072
1.000 117-020
1.618 116-257
2.618 116-122
4.250 115-221
Fisher Pivots for day following 14-Feb-2017
Pivot 1 day 3 day
R1 117-223 117-253
PP 117-216 117-236
S1 117-209 117-219

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

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