ECBOT 5 Year T-Note Future June 2017


Trading Metrics calculated at close of trading on 23-Mar-2017
Day Change Summary
Previous Current
22-Mar-2017 23-Mar-2017 Change Change % Previous Week
Open 117-173 117-187 0-015 0.0% 116-227
High 117-235 117-227 -0-008 0.0% 117-082
Low 117-158 117-140 -0-018 0.0% 116-162
Close 117-200 117-190 -0-010 0.0% 117-045
Range 0-078 0-087 0-010 12.9% 0-240
ATR 0-106 0-104 -0-001 -1.2% 0-000
Volume 834,577 703,010 -131,567 -15.8% 3,302,830
Daily Pivots for day following 23-Mar-2017
Classic Woodie Camarilla DeMark
R4 118-128 118-087 117-238
R3 118-041 117-319 117-214
R2 117-273 117-273 117-206
R1 117-232 117-232 117-198 117-252
PP 117-186 117-186 117-186 117-196
S1 117-144 117-144 117-182 117-165
S2 117-098 117-098 117-174
S3 117-011 117-057 117-166
S4 116-243 116-289 117-142
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% 0-094 0.3% 83% False False 693,747
10 117-235 116-155 1-080 1.1% 0-102 0.3% 89% False False 719,484
20 118-050 116-155 1-215 1.4% 0-104 0.3% 66% False False 814,561
40 118-050 116-155 1-215 1.4% 0-100 0.3% 66% False False 516,563
60 118-050 116-155 1-215 1.4% 0-097 0.3% 66% False False 345,691
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-279
2.618 118-137
1.618 118-049
1.000 117-315
0.618 117-282
HIGH 117-227
0.618 117-194
0.500 117-184
0.382 117-173
LOW 117-140
0.618 117-086
1.000 117-053
1.618 116-318
2.618 116-231
4.250 116-088
Fisher Pivots for day following 23-Mar-2017
Pivot 1 day 3 day
R1 117-188 117-174
PP 117-186 117-158
S1 117-184 117-141

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

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