ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Jan-2017
Day Change Summary
Previous Current
13-Jan-2017 17-Jan-2017 Change Change % Previous Week
Open 117-290 117-253 -0-038 -0.1% 117-202
High 118-060 118-080 0-020 0.1% 118-060
Low 117-185 117-250 0-065 0.2% 117-173
Close 117-270 118-050 0-100 0.3% 117-270
Range 0-195 0-150 -0-045 -23.1% 0-207
ATR 0-122 0-124 0-002 1.6% 0-000
Volume 809,078 841,178 32,100 4.0% 3,351,331
Daily Pivots for day following 17-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-150 119-090 118-133
R3 119-000 118-260 118-091
R2 118-170 118-170 118-078
R1 118-110 118-110 118-064 118-140
PP 118-020 118-020 118-020 118-035
S1 117-280 117-280 118-036 117-310
S2 117-190 117-190 118-023
S3 117-040 117-130 118-009
S4 116-210 116-300 117-288
Weekly Pivots for week ending 13-Jan-2017
Classic Woodie Camarilla DeMark
R4 119-257 119-151 118-064
R3 119-049 118-263 118-007
R2 118-162 118-162 117-308
R1 118-056 118-056 117-289 118-109
PP 117-274 117-274 117-274 117-301
S1 117-168 117-168 117-251 117-221
S2 117-067 117-067 117-232
S3 116-179 116-281 117-213
S4 115-292 116-073 117-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-080 117-185 0-215 0.6% 0-128 0.3% 86% True False 739,772
10 118-080 117-080 1-000 0.8% 0-134 0.4% 91% True False 745,594
20 118-080 116-205 1-195 1.4% 0-109 0.3% 94% True False 594,846
40 118-242 116-175 2-067 1.9% 0-120 0.3% 73% False False 698,320
60 121-110 116-175 4-255 4.1% 0-122 0.3% 34% False False 471,851
80 121-135 116-175 4-280 4.1% 0-100 0.3% 33% False False 353,940
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 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-077
2.618 119-153
1.618 119-003
1.000 118-230
0.618 118-173
HIGH 118-080
0.618 118-023
0.500 118-005
0.382 117-307
LOW 117-250
0.618 117-157
1.000 117-100
1.618 117-007
2.618 116-177
4.250 115-253
Fisher Pivots for day following 17-Jan-2017
Pivot 1 day 3 day
R1 118-035 118-024
PP 118-020 117-318
S1 118-005 117-292

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

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