ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	117-005	117-042	0-038	0.1%	117-122
High	117-040	117-198	0-158	0.4%	117-180
Low	116-310	117-010	0-020	0.1%	116-300
Close	117-020	117-180	0-160	0.4%	117-038
Range	0-050	0-187	0-138	275.1%	0-200
ATR	0-097	0-104	0-006	6.6%	0-000
Volume	4,549	18,790	14,241	313.1%	91,263

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-052	118-303	117-283
R3	118-184	118-116	117-232
R2	117-317	117-317	117-214
R1	117-248	117-248	117-197	117-282
PP	117-129	117-129	117-129	117-146
S1	117-061	117-061	117-163	117-095
S2	116-262	116-262	117-146
S3	116-074	116-193	117-128
S4	115-207	116-006	117-077

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	119-026	118-232	117-148
R3	118-146	118-032	117-093
R2	117-266	117-266	117-074
R1	117-152	117-152	117-056	117-109
PP	117-066	117-066	117-066	117-044
S1	116-272	116-272	117-019	116-229
S2	116-186	116-186	117-001
S3	115-306	116-072	116-303
S4	115-106	115-192	116-248

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-198	116-300	0-218	0.6%	0-092	0.2%	92%	True	False	13,113
10	117-198	116-300	0-218	0.6%	0-087	0.2%	92%	True	False	30,726
20	118-162	116-300	1-182	1.3%	0-099	0.3%	40%	False	False	584,365
40	118-162	116-300	1-182	1.3%	0-104	0.3%	40%	False	False	694,351
60	118-162	116-205	1-278	1.6%	0-106	0.3%	49%	False	False	661,183
80	118-242	116-175	2-067	1.9%	0-112	0.3%	46%	False	False	696,335
100	121-110	116-175	4-255	4.1%	0-115	0.3%	21%	False	False	560,851
120	121-135	116-175	4-280	4.1%	0-102	0.3%	21%	False	False	467,410

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	0-016
Widest range in 39 trading days

Fibonacci Retracements and Extensions
4.250	120-034
2.618	119-048
1.618	118-181
1.000	118-065
0.618	117-313
HIGH	117-198
0.618	117-126
0.500	117-104
0.382	117-082
LOW	117-010
0.618	116-214
1.000	116-143
1.618	116-027
2.618	115-159
4.250	114-173

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	117-155	117-151
PP	117-129	117-123
S1	117-104	117-094

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols