ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 02-Mar-2017
Day Change Summary
Previous Current
01-Mar-2017 02-Mar-2017 Change Change % Previous Week
Open 117-142 117-055 -0-087 -0.2% 117-180
High 117-142 117-062 -0-080 -0.2% 118-050
Low 117-022 116-273 -0-070 -0.2% 117-107
Close 117-042 116-302 -0-060 -0.2% 118-042
Range 0-120 0-110 -0-010 -8.3% 0-263
ATR 0-117 0-117 -0-001 -0.4% 0-000
Volume 1,152,899 1,002,764 -150,135 -13.0% 4,850,452
Daily Pivots for day following 02-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-009 117-266 117-043
R3 117-219 117-156 117-013
R2 117-109 117-109 117-003
R1 117-046 117-046 116-313 117-022
PP 116-319 116-319 116-319 116-308
S1 116-256 116-256 116-292 116-233
S2 116-209 116-209 116-282
S3 116-099 116-146 116-272
S4 115-309 116-036 116-242
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
5 118-050 116-273 1-098 1.1% 0-129 0.3% 7% False True 1,101,632
10 118-050 116-273 1-098 1.1% 0-116 0.3% 7% False True 937,211
20 118-050 116-273 1-098 1.1% 0-107 0.3% 7% False True 491,040
40 118-050 116-273 1-098 1.1% 0-107 0.3% 7% False True 248,960
60 118-050 116-167 1-203 1.4% 0-074 0.2% 26% False False 165,973
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 118-210
2.618 118-030
1.618 117-240
1.000 117-172
0.618 117-130
HIGH 117-062
0.618 117-020
0.500 117-008
0.382 116-315
LOW 116-273
0.618 116-205
1.000 116-163
1.618 116-095
2.618 115-305
4.250 115-125
Fisher Pivots for day following 02-Mar-2017
Pivot 1 day 3 day
R1 117-008 117-120
PP 116-319 117-074
S1 116-311 117-028

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

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