ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 16-Feb-2017

Day Change Summary
	Previous	Current
	15-Feb-2017	16-Feb-2017	Change	Change %	Previous Week
Open	117-198	117-153	-0-045	-0.1%	117-275
High	117-207	117-260	0-053	0.1%	118-142
Low	117-110	117-145	0-035	0.1%	117-265
Close	117-145	117-240	0-095	0.3%	117-318
Range	0-097	0-115	0-018	18.0%	0-198
ATR	0-111	0-111	0-000	0.3%	0-000
Volume	887,528	844,124	-43,404	-4.9%	3,856,792

Daily Pivots for day following 16-Feb-2017
	Classic	Woodie	Camarilla	DeMark
R4	118-240	118-195	117-303
R3	118-125	118-080	117-272
R2	118-010	118-010	117-261
R1	117-285	117-285	117-251	117-308
PP	117-215	117-215	117-215	117-226
S1	117-170	117-170	117-229	117-192
S2	117-100	117-100	117-219
S3	116-305	117-055	117-208
S4	116-190	116-260	117-177

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	118-030	117-110	0-240	0.6%	0-092	0.2%	54%	False	False	786,869
10	118-142	117-110	1-032	0.9%	0-106	0.3%	37%	False	False	811,701
20	118-142	117-110	1-032	0.9%	0-105	0.3%	37%	False	False	804,382
40	118-142	116-258	1-205	1.4%	0-109	0.3%	58%	False	False	708,261
60	118-142	116-175	1-287	1.6%	0-115	0.3%	63%	False	False	755,794
80	121-110	116-175	4-255	4.1%	0-120	0.3%	25%	False	False	576,534
100	121-135	116-175	4-280	4.1%	0-104	0.3%	25%	False	False	461,336

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	119-109
2.618	118-241
1.618	118-126
1.000	118-055
0.618	118-011
HIGH	117-260
0.618	117-216
0.500	117-202
0.382	117-189
LOW	117-145
0.618	117-074
1.000	117-030
1.618	116-279
2.618	116-164
4.250	115-296

Fisher Pivots for day following 16-Feb-2017
Pivot	1 day	3 day
R1	117-227	117-227
PP	117-215	117-213
S1	117-202	117-200

Download as Excel Spreadsheet

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

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