ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 28-Feb-2017
Day Change Summary
Previous Current
27-Feb-2017 28-Feb-2017 Change Change % Previous Week
Open 118-050 117-265 -0-105 -0.3% 117-180
High 118-050 117-287 -0-083 -0.2% 118-050
Low 117-245 117-110 -0-135 -0.4% 117-107
Close 117-253 117-225 -0-028 -0.1% 118-042
Range 0-125 0-177 0-052 42.0% 0-263
ATR 0-105 0-111 0-005 4.9% 0-000
Volume 820,344 1,352,260 531,916 64.8% 4,850,452
Daily Pivots for day following 28-Feb-2017
Classic Woodie Camarilla DeMark
R4 119-100 119-020 118-003
R3 118-242 118-162 117-274
R2 118-065 118-065 117-258
R1 117-305 117-305 117-241 117-256
PP 117-207 117-207 117-207 117-183
S1 117-128 117-128 117-209 117-079
S2 117-030 117-030 117-192
S3 116-173 116-270 117-176
S4 115-315 116-093 117-127
Weekly Pivots for week ending 24-Feb-2017
Classic Woodie Camarilla DeMark
R4 120-108 120-018 118-187
R3 119-165 119-075 118-115
R2 118-223 118-223 118-091
R1 118-133 118-133 118-067 118-178
PP 117-280 117-280 117-280 117-303
S1 117-190 117-190 118-018 117-235
S2 117-017 117-017 117-314
S3 116-075 116-247 117-290
S4 115-132 115-305 117-218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-050 117-107 0-263 0.7% 0-126 0.3% 45% False False 1,313,702
10 118-050 116-307 1-063 1.0% 0-117 0.3% 62% False False 740,656
20 118-050 116-307 1-063 1.0% 0-105 0.3% 62% False False 385,170
40 118-050 116-293 1-078 1.1% 0-103 0.3% 64% False False 195,069
60 118-050 116-167 1-203 1.4% 0-070 0.2% 72% False False 130,046
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 0-015
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 120-082
2.618 119-112
1.618 118-255
1.000 118-145
0.618 118-077
HIGH 117-287
0.618 117-220
0.500 117-199
0.382 117-178
LOW 117-110
0.618 117-000
1.000 116-253
1.618 116-143
2.618 115-285
4.250 114-316
Fisher Pivots for day following 28-Feb-2017
Pivot 1 day 3 day
R1 117-216 117-240
PP 117-207 117-235
S1 117-199 117-230

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

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