ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 09-Feb-2017
Day Change Summary
Previous Current
08-Feb-2017 09-Feb-2017 Change Change % Previous Week
Open 118-055 118-133 0-078 0.2% 117-238
High 118-142 118-133 -0-010 0.0% 118-033
Low 118-042 118-013 -0-030 -0.1% 117-153
Close 118-110 118-025 -0-085 -0.2% 117-245
Range 0-100 0-120 0-020 20.0% 0-200
ATR 0-118 0-118 0-000 0.1% 0-000
Volume 896,547 768,945 -127,602 -14.2% 4,543,524
Daily Pivots for day following 09-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-097 119-021 118-091
R3 118-297 118-221 118-058
R2 118-177 118-177 118-047
R1 118-101 118-101 118-036 118-079
PP 118-057 118-057 118-057 118-046
S1 117-301 117-301 118-014 117-279
S2 117-257 117-257 118-003
S3 117-137 117-181 117-312
S4 117-017 117-061 117-279
Weekly Pivots for week ending 03-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-210 119-107 118-035
R3 119-010 118-227 117-300
R2 118-130 118-130 117-282
R1 118-027 118-027 117-263 118-079
PP 117-250 117-250 117-250 117-276
S1 117-147 117-147 117-227 117-199
S2 117-050 117-050 117-208
S3 116-170 116-267 117-190
S4 115-290 116-067 117-135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-142 117-187 0-275 0.7% 0-120 0.3% 57% False False 836,534
10 118-142 117-153 0-310 0.8% 0-104 0.3% 62% False False 825,889
20 118-142 117-110 1-032 0.9% 0-120 0.3% 67% False False 816,284
40 118-142 116-175 1-287 1.6% 0-116 0.3% 81% False False 721,736
60 119-018 116-175 2-162 2.1% 0-121 0.3% 61% False False 700,134
80 121-110 116-175 4-255 4.1% 0-118 0.3% 32% False False 527,467
100 121-135 116-175 4-280 4.1% 0-100 0.3% 31% False False 421,992
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-003
2.618 119-127
1.618 119-007
1.000 118-253
0.618 118-207
HIGH 118-133
0.618 118-087
0.500 118-073
0.382 118-058
LOW 118-013
0.618 117-258
1.000 117-213
1.618 117-138
2.618 117-018
4.250 116-143
Fisher Pivots for day following 09-Feb-2017
Pivot 1 day 3 day
R1 118-073 118-078
PP 118-057 118-060
S1 118-041 118-042

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

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