ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 22-Mar-2017
Day Change Summary
Previous Current
21-Mar-2017 22-Mar-2017 Change Change % Previous Week
Open 117-105 117-173 0-068 0.2% 116-227
High 117-182 117-235 0-053 0.1% 117-082
Low 117-047 117-158 0-110 0.3% 116-162
Close 117-147 117-200 0-053 0.1% 117-045
Range 0-135 0-078 -0-058 -42.6% 0-240
ATR 0-107 0-106 -0-001 -1.3% 0-000
Volume 977,350 834,577 -142,773 -14.6% 3,302,830
Daily Pivots for day following 22-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-110 118-073 117-243
R3 118-033 117-315 117-221
R2 117-275 117-275 117-214
R1 117-238 117-238 117-207 117-256
PP 117-198 117-198 117-198 117-207
S1 117-160 117-160 117-193 117-179
S2 117-120 117-120 117-186
S3 117-042 117-082 117-179
S4 116-285 117-005 117-157
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
5 117-235 116-295 0-260 0.7% 0-095 0.3% 87% True False 699,825
10 117-235 116-155 1-080 1.1% 0-101 0.3% 91% True False 718,145
20 118-050 116-155 1-215 1.4% 0-105 0.3% 68% False False 870,619
40 118-050 116-155 1-215 1.4% 0-100 0.3% 68% False False 499,253
60 118-050 116-155 1-215 1.4% 0-095 0.3% 68% False False 333,975
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 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-244
2.618 118-118
1.618 118-040
1.000 117-313
0.618 117-283
HIGH 117-235
0.618 117-205
0.500 117-196
0.382 117-187
LOW 117-158
0.618 117-110
1.000 117-080
1.618 117-032
2.618 116-275
4.250 116-148
Fisher Pivots for day following 22-Mar-2017
Pivot 1 day 3 day
R1 117-199 117-178
PP 117-198 117-156
S1 117-196 117-134

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

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