ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 120-140 120-110 -0-030 -0.1% 120-198
High 120-158 120-198 0-040 0.1% 120-255
Low 120-127 120-082 -0-045 -0.1% 120-045
Close 120-142 120-187 0-045 0.1% 120-122
Range 0-030 0-115 0-085 283.2% 0-210
ATR 0-059 0-063 0-004 6.7% 0-000
Volume 2,976 4,598 1,622 54.5% 30,026
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-181 121-139 120-251
R3 121-066 121-024 120-219
R2 120-271 120-271 120-209
R1 120-229 120-229 120-198 120-250
PP 120-156 120-156 120-156 120-166
S1 120-114 120-114 120-177 120-135
S2 120-041 120-041 120-166
S3 119-246 119-319 120-156
S4 119-131 119-204 120-124
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-131 122-017 120-238
R3 121-241 121-127 120-180
R2 121-031 121-031 120-161
R1 120-237 120-237 120-142 120-189
PP 120-141 120-141 120-141 120-117
S1 120-027 120-027 120-103 119-299
S2 119-251 119-251 120-084
S3 119-041 119-137 120-065
S4 118-151 118-247 120-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-213 120-045 0-168 0.4% 0-079 0.2% 85% False False 6,347
10 120-265 120-045 0-220 0.6% 0-067 0.2% 65% False False 4,491
20 120-280 120-045 0-235 0.6% 0-067 0.2% 61% False False 2,404
40 121-135 120-045 1-090 1.1% 0-034 0.1% 35% False False 1,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 122-046
2.618 121-179
1.618 121-064
1.000 120-313
0.618 120-269
HIGH 120-198
0.618 120-154
0.500 120-140
0.382 120-126
LOW 120-082
0.618 120-011
1.000 119-287
1.618 119-216
2.618 119-101
4.250 118-234
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 120-172 120-165
PP 120-156 120-143
S1 120-140 120-121

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

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