ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 120-265 120-230 -0-035 -0.1% 120-140
High 120-295 120-293 -0-002 0.0% 120-295
Low 120-198 120-207 0-010 0.0% 120-082
Close 120-230 120-267 0-037 0.1% 120-267
Range 0-098 0-085 -0-012 -12.8% 0-213
ATR 0-068 0-069 0-001 1.8% 0-000
Volume 28,581 16,887 -11,694 -40.9% 62,497
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-191 121-154 120-314
R3 121-106 121-069 120-291
R2 121-021 121-021 120-283
R1 120-304 120-304 120-275 121-003
PP 120-256 120-256 120-256 120-265
S1 120-219 120-219 120-260 120-237
S2 120-171 120-171 120-252
S3 120-086 120-134 120-244
S4 120-001 120-049 120-221
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 122-213 122-133 121-064
R3 122-000 121-240 121-006
R2 121-108 121-108 120-306
R1 121-027 121-027 120-287 121-068
PP 120-215 120-215 120-215 120-235
S1 120-135 120-135 120-248 120-175
S2 120-002 120-002 120-229
S3 119-110 119-242 120-209
S4 118-217 119-030 120-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-295 120-082 0-213 0.5% 0-085 0.2% 87% False False 12,499
10 120-295 120-045 0-250 0.6% 0-080 0.2% 89% False False 9,252
20 120-295 120-045 0-250 0.6% 0-069 0.2% 89% False False 5,135
40 121-135 120-045 1-090 1.1% 0-041 0.1% 54% False False 2,584
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-014
2.618 121-195
1.618 121-110
1.000 121-058
0.618 121-025
HIGH 120-293
0.618 120-260
0.500 120-250
0.382 120-240
LOW 120-207
0.618 120-155
1.000 120-122
1.618 120-070
2.618 119-305
4.250 119-166
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 120-262 120-257
PP 120-256 120-246
S1 120-250 120-235

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.