ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 117-202 117-305 0-102 0.3% 117-045
High 117-300 118-030 0-050 0.1% 117-205
Low 117-182 117-295 0-113 0.3% 116-310
Close 117-270 118-002 0-052 0.1% 117-178
Range 0-118 0-055 -0-062 -53.2% 0-215
ATR 0-099 0-097 -0-001 -1.4% 0-000
Volume 3,188 442 -2,746 -86.1% 42,445
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-168 118-140 118-033
R3 118-113 118-085 118-018
R2 118-058 118-058 118-013
R1 118-030 118-030 118-008 118-044
PP 118-003 118-003 118-003 118-009
S1 117-295 117-295 117-317 117-309
S2 117-267 117-267 117-312
S3 117-212 117-240 117-307
S4 117-157 117-185 117-292
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-129 119-048 117-296
R3 118-234 118-153 117-237
R2 118-019 118-019 117-217
R1 117-258 117-258 117-197 117-299
PP 117-124 117-124 117-124 117-144
S1 117-043 117-043 117-158 117-084
S2 116-229 116-229 117-138
S3 116-014 116-148 117-118
S4 115-119 115-253 117-059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-030 117-120 0-230 0.6% 0-077 0.2% 88% True False 2,095
10 118-030 116-300 1-050 1.0% 0-085 0.2% 93% True False 7,604
20 118-162 116-300 1-182 1.3% 0-093 0.2% 68% False False 293,097
40 118-162 116-300 1-182 1.3% 0-096 0.3% 68% False False 589,971
60 118-162 116-295 1-187 1.3% 0-105 0.3% 68% False False 618,678
80 118-162 116-175 1-307 1.7% 0-108 0.3% 75% False False 659,082
100 121-110 116-175 4-255 4.1% 0-116 0.3% 30% False False 560,814
120 121-135 116-175 4-280 4.1% 0-105 0.3% 30% False False 467,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-264
2.618 118-174
1.618 118-119
1.000 118-085
0.618 118-064
HIGH 118-030
0.618 118-009
0.500 118-003
0.382 117-316
LOW 117-295
0.618 117-261
1.000 117-240
1.618 117-206
2.618 117-151
4.250 117-061
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 118-003 117-302
PP 118-003 117-282
S1 118-003 117-261

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

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