ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 120-178 120-265 0-087 0.2% 120-198
High 120-270 120-295 0-025 0.1% 120-255
Low 120-175 120-198 0-022 0.1% 120-045
Close 120-227 120-230 0-003 0.0% 120-122
Range 0-095 0-098 0-002 2.6% 0-210
ATR 0-066 0-068 0-002 3.5% 0-000
Volume 9,455 28,581 19,126 202.3% 30,026
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-213 121-159 120-284
R3 121-116 121-062 120-257
R2 121-018 121-018 120-248
R1 120-284 120-284 120-239 120-263
PP 120-241 120-241 120-241 120-230
S1 120-187 120-187 120-221 120-165
S2 120-143 120-143 120-212
S3 120-046 120-089 120-203
S4 119-268 119-312 120-176
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
5 120-295 120-045 0-250 0.6% 0-087 0.2% 74% True False 9,625
10 120-295 120-045 0-250 0.6% 0-075 0.2% 74% True False 7,762
20 120-295 120-045 0-250 0.6% 0-068 0.2% 74% True False 4,296
40 121-135 120-045 1-090 1.1% 0-038 0.1% 45% False False 2,162
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-069
2.618 121-230
1.618 121-133
1.000 121-073
0.618 121-035
HIGH 120-295
0.618 120-258
0.500 120-246
0.382 120-235
LOW 120-198
0.618 120-137
1.000 120-100
1.618 120-040
2.618 119-262
4.250 119-103
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 120-246 120-216
PP 120-241 120-203
S1 120-235 120-189

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

View Archives - Comment on this page... - Back to Index of Symbols