ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Feb-2017
Day Change Summary
Previous Current
24-Feb-2017 27-Feb-2017 Change Change % Previous Week
Open 118-065 118-160 0-095 0.3% 117-298
High 118-162 118-162 0-000 0.0% 118-162
Low 118-055 118-042 -0-013 0.0% 117-227
Close 118-158 118-050 -0-107 -0.3% 118-158
Range 0-107 0-120 0-013 11.6% 0-255
ATR 0-108 0-109 0-001 0.8% 0-000
Volume 1,565,337 925,442 -639,895 -40.9% 7,494,279
Daily Pivots for day following 27-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-125 119-048 118-116
R3 119-005 118-248 118-083
R2 118-205 118-205 118-072
R1 118-128 118-128 118-061 118-106
PP 118-085 118-085 118-085 118-074
S1 118-008 118-008 118-039 117-306
S2 117-285 117-285 118-028
S3 117-165 117-208 118-017
S4 117-045 117-088 117-304
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 120-201 120-114 118-298
R3 119-266 119-179 118-228
R2 119-011 119-011 118-204
R1 118-244 118-244 118-181 118-288
PP 118-076 118-076 118-076 118-097
S1 117-309 117-309 118-134 118-032
S2 117-141 117-141 118-111
S3 116-206 117-054 118-087
S4 115-271 116-119 118-017
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-162 117-227 0-255 0.7% 0-101 0.3% 56% True False 1,683,944
10 118-162 117-110 1-052 1.0% 0-102 0.3% 70% True False 1,227,303
20 118-162 117-110 1-052 1.0% 0-102 0.3% 70% True False 1,033,667
40 118-162 117-080 1-082 1.1% 0-114 0.3% 72% True False 882,893
60 118-162 116-175 1-307 1.7% 0-114 0.3% 82% True False 816,674
80 121-110 116-175 4-255 4.1% 0-123 0.3% 34% False False 689,351
100 121-110 116-175 4-255 4.1% 0-110 0.3% 34% False False 551,920
120 121-135 116-175 4-280 4.1% 0-092 0.2% 33% False False 459,933
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 0-013
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 120-032
2.618 119-157
1.618 119-037
1.000 118-282
0.618 118-237
HIGH 118-162
0.618 118-117
0.500 118-102
0.382 118-088
LOW 118-042
0.618 117-288
1.000 117-242
1.618 117-168
2.618 117-048
4.250 116-172
Fisher Pivots for day following 27-Feb-2017
Pivot 1 day 3 day
R1 118-102 118-068
PP 118-085 118-062
S1 118-068 118-056

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

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