ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 09-Mar-2017
Day Change Summary
Previous Current
08-Mar-2017 09-Mar-2017 Change Change % Previous Week
Open 117-098 117-035 -0-062 -0.2% 118-160
High 117-105 117-055 -0-050 -0.1% 118-162
Low 116-318 116-307 -0-010 0.0% 117-067
Close 117-055 117-007 -0-048 -0.1% 117-135
Range 0-107 0-068 -0-040 -37.2% 1-095
ATR 0-108 0-105 -0-003 -2.7% 0-000
Volume 19,469 14,062 -5,407 -27.8% 1,694,150
Daily Pivots for day following 09-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-219 117-181 117-045
R3 117-152 117-113 117-026
R2 117-084 117-084 117-020
R1 117-046 117-046 117-014 117-031
PP 117-017 117-017 117-017 117-009
S1 116-298 116-298 117-001 116-284
S2 116-269 116-269 116-315
S3 116-202 116-231 116-309
S4 116-134 116-163 116-290
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
5 117-180 116-307 0-193 0.5% 0-075 0.2% 10% False True 26,926
10 118-162 116-307 1-175 1.3% 0-098 0.3% 4% False True 333,653
20 118-162 116-307 1-175 1.3% 0-097 0.3% 4% False True 730,372
40 118-162 116-307 1-175 1.3% 0-109 0.3% 4% False True 772,542
60 118-162 116-175 1-307 1.7% 0-110 0.3% 24% False False 725,378
80 119-107 116-175 2-252 2.4% 0-115 0.3% 17% False False 698,101
100 121-110 116-175 4-255 4.1% 0-113 0.3% 10% False False 560,360
120 121-135 116-175 4-280 4.2% 0-098 0.3% 10% False False 466,981
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 0-012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-022
2.618 117-232
1.618 117-164
1.000 117-123
0.618 117-097
HIGH 117-055
0.618 117-029
0.500 117-021
0.382 117-013
LOW 116-307
0.618 116-266
1.000 116-240
1.618 116-198
2.618 116-131
4.250 116-021
Fisher Pivots for day following 09-Mar-2017
Pivot 1 day 3 day
R1 117-021 117-067
PP 117-017 117-047
S1 117-012 117-027

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

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