ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 20-Mar-2017
Day Change Summary
Previous Current
17-Mar-2017 20-Mar-2017 Change Change % Previous Week
Open 116-305 117-042 0-058 0.2% 116-227
High 117-073 117-107 0-035 0.1% 117-082
Low 116-295 117-033 0-058 0.2% 116-162
Close 117-045 117-095 0-050 0.1% 117-045
Range 0-098 0-075 -0-023 -23.1% 0-240
ATR 0-107 0-105 -0-002 -2.1% 0-000
Volume 482,441 471,358 -11,083 -2.3% 3,302,830
Daily Pivots for day following 20-Mar-2017
Classic Woodie Camarilla DeMark
R4 117-303 117-274 117-136
R3 117-228 117-199 117-116
R2 117-153 117-153 117-109
R1 117-124 117-124 117-102 117-139
PP 117-078 117-078 117-078 117-086
S1 117-049 117-049 117-088 117-064
S2 117-003 117-003 117-081
S3 116-248 116-294 117-074
S4 116-173 116-219 117-054
Weekly Pivots for week ending 17-Mar-2017
Classic Woodie Camarilla DeMark
R4 119-070 118-297 117-177
R3 118-150 118-057 117-111
R2 117-230 117-230 117-089
R1 117-137 117-137 117-067 117-184
PP 116-310 116-310 116-310 117-013
S1 116-217 116-217 117-023 116-264
S2 116-070 116-070 117-001
S3 115-150 115-297 116-299
S4 114-230 115-057 116-233
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-107 116-162 0-265 0.7% 0-105 0.3% 95% True False 653,625
10 117-107 116-155 0-272 0.7% 0-098 0.3% 95% True False 675,377
20 118-050 116-155 1-215 1.4% 0-103 0.3% 49% False False 872,342
40 118-050 116-155 1-215 1.4% 0-102 0.3% 49% False False 455,414
60 118-050 116-155 1-215 1.4% 0-092 0.2% 49% False False 303,776
Crabel Price Patterns
NR True
NR4 True
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 0-015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118-106
2.618 117-304
1.618 117-229
1.000 117-182
0.618 117-154
HIGH 117-107
0.618 117-079
0.500 117-070
0.382 117-061
LOW 117-033
0.618 116-306
1.000 116-278
1.618 116-231
2.618 116-156
4.250 116-034
Fisher Pivots for day following 20-Mar-2017
Pivot 1 day 3 day
R1 117-087 117-077
PP 117-078 117-059
S1 117-070 117-041

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

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