ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 21-Mar-2017
Day Change Summary
Previous Current
20-Mar-2017 21-Mar-2017 Change Change % Previous Week
Open 117-042 117-105 0-062 0.2% 116-227
High 117-107 117-182 0-075 0.2% 117-082
Low 117-033 117-047 0-015 0.0% 116-162
Close 117-095 117-147 0-052 0.1% 117-045
Range 0-075 0-135 0-060 80.1% 0-240
ATR 0-105 0-107 0-002 2.1% 0-000
Volume 471,358 977,350 505,992 107.3% 3,302,830
Daily Pivots for day following 21-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-211 118-154 117-222
R3 118-076 118-019 117-185
R2 117-261 117-261 117-172
R1 117-204 117-204 117-160 117-232
PP 117-126 117-126 117-126 117-140
S1 117-069 117-069 117-135 117-097
S2 116-311 116-311 117-123
S3 116-176 116-254 117-110
S4 116-041 116-119 117-073
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
5 117-182 116-185 0-318 0.8% 0-121 0.3% 89% True False 744,917
10 117-182 116-155 1-027 0.9% 0-105 0.3% 90% True False 724,066
20 118-050 116-155 1-215 1.4% 0-106 0.3% 58% False False 898,483
40 118-050 116-155 1-215 1.4% 0-102 0.3% 58% False False 479,327
60 118-050 116-155 1-215 1.4% 0-094 0.3% 58% False False 320,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 119-116
2.618 118-216
1.618 118-081
1.000 117-318
0.618 117-266
HIGH 117-182
0.618 117-131
0.500 117-115
0.382 117-099
LOW 117-047
0.618 116-284
1.000 116-232
1.618 116-149
2.618 116-014
4.250 115-114
Fisher Pivots for day following 21-Mar-2017
Pivot 1 day 3 day
R1 117-137 117-125
PP 117-126 117-102
S1 117-115 117-079

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

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