ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 16-Mar-2017
Day Change Summary
Previous Current
15-Mar-2017 16-Mar-2017 Change Change % Previous Week
Open 116-190 117-070 0-200 0.5% 117-005
High 117-070 117-082 0-012 0.0% 117-060
Low 116-185 116-310 0-125 0.3% 116-155
Close 117-050 117-025 -0-025 -0.1% 116-220
Range 0-205 0-092 -0-113 -54.9% 0-225
ATR 0-109 0-108 -0-001 -1.1% 0-000
Volume 1,060,039 733,401 -326,638 -30.8% 3,596,557
Daily Pivots for day following 16-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-310 117-260 117-076
R3 117-217 117-167 117-050
R2 117-125 117-125 117-042
R1 117-075 117-075 117-033 117-054
PP 117-033 117-033 117-033 117-022
S1 116-303 116-303 117-017 116-281
S2 116-260 116-260 117-008
S3 116-168 116-210 117-000
S4 116-075 116-118 116-294
Weekly Pivots for week ending 10-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-287 118-158 117-024
R3 118-062 117-253 116-282
R2 117-157 117-157 116-261
R1 117-028 117-028 116-241 116-300
PP 116-252 116-252 116-252 116-228
S1 116-123 116-123 116-199 116-075
S2 116-027 116-027 116-179
S3 115-122 115-218 116-158
S4 114-217 114-313 116-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-082 116-155 0-247 0.7% 0-109 0.3% 77% True False 745,222
10 117-082 116-155 0-247 0.7% 0-096 0.3% 77% True False 731,434
20 118-050 116-155 1-215 1.4% 0-106 0.3% 36% False False 834,323
40 118-050 116-155 1-215 1.4% 0-103 0.3% 36% False False 431,699
60 118-050 116-155 1-215 1.4% 0-089 0.2% 36% False False 287,879
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 0-017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-156
2.618 118-005
1.618 117-232
1.000 117-175
0.618 117-140
HIGH 117-082
0.618 117-047
0.500 117-036
0.382 117-025
LOW 116-310
0.618 116-253
1.000 116-218
1.618 116-160
2.618 116-068
4.250 115-237
Fisher Pivots for day following 16-Mar-2017
Pivot 1 day 3 day
R1 117-036 117-004
PP 117-033 116-303
S1 117-029 116-282

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

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