ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 08-Mar-2017
Day Change Summary
Previous Current
07-Mar-2017 08-Mar-2017 Change Change % Previous Week
Open 117-135 117-098 -0-038 -0.1% 118-160
High 117-147 117-105 -0-042 -0.1% 118-162
Low 117-087 116-318 -0-090 -0.2% 117-067
Close 117-102 117-055 -0-047 -0.1% 117-135
Range 0-060 0-107 0-047 79.1% 1-095
ATR 0-108 0-108 0-000 0.0% 0-000
Volume 13,454 19,469 6,015 44.7% 1,694,150
Daily Pivots for day following 08-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-055 118-002 117-114
R3 117-267 117-215 117-085
R2 117-160 117-160 117-075
R1 117-107 117-107 117-065 117-080
PP 117-053 117-053 117-053 117-039
S1 117-000 117-000 117-045 116-293
S2 116-265 116-265 117-035
S3 116-158 116-213 117-025
S4 116-050 116-105 116-316
Weekly Pivots for week ending 03-Mar-2017
Classic Woodie Camarilla DeMark
R4 121-193 120-259 118-043
R3 120-098 119-164 117-249
R2 119-003 119-003 117-211
R1 118-069 118-069 117-173 117-309
PP 117-228 117-228 117-228 117-188
S1 116-294 116-294 117-097 116-214
S2 116-133 116-133 117-059
S3 115-038 115-199 117-021
S4 113-263 114-104 116-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-185 116-318 0-187 0.5% 0-082 0.2% 31% False True 48,339
10 118-162 116-318 1-165 1.3% 0-101 0.3% 12% False True 578,590
20 118-162 116-318 1-165 1.3% 0-099 0.3% 12% False True 774,496
40 118-162 116-318 1-165 1.3% 0-109 0.3% 12% False True 785,183
60 118-162 116-175 1-307 1.7% 0-111 0.3% 32% False False 738,152
80 119-290 116-175 3-115 2.9% 0-117 0.3% 19% False False 698,259
100 121-110 116-175 4-255 4.1% 0-113 0.3% 13% False False 560,225
120 121-135 116-175 4-280 4.2% 0-098 0.3% 13% False False 466,864
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118-242
2.618 118-066
1.618 117-279
1.000 117-212
0.618 117-171
HIGH 117-105
0.618 117-064
0.500 117-051
0.382 117-039
LOW 116-318
0.618 116-251
1.000 116-210
1.618 116-144
2.618 116-036
4.250 115-181
Fisher Pivots for day following 08-Mar-2017
Pivot 1 day 3 day
R1 117-054 117-089
PP 117-053 117-078
S1 117-051 117-066

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

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