ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 120-230 120-185 -0-045 -0.1% 120-140
High 120-293 120-207 -0-085 -0.2% 120-295
Low 120-207 120-162 -0-045 -0.1% 120-082
Close 120-267 120-190 -0-077 -0.2% 120-267
Range 0-085 0-045 -0-040 -47.1% 0-213
ATR 0-069 0-072 0-003 3.7% 0-000
Volume 16,887 7,248 -9,639 -57.1% 62,497
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-002 120-301 120-215
R3 120-277 120-256 120-202
R2 120-232 120-232 120-198
R1 120-211 120-211 120-194 120-221
PP 120-187 120-187 120-187 120-192
S1 120-166 120-166 120-186 120-176
S2 120-142 120-142 120-182
S3 120-097 120-121 120-178
S4 120-052 120-076 120-165
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 0.6% 0-088 0.2% 51% False False 13,353
10 120-295 120-045 0-250 0.6% 0-078 0.2% 58% False False 9,829
20 120-295 120-045 0-250 0.6% 0-067 0.2% 58% False False 5,497
40 121-135 120-045 1-090 1.1% 0-042 0.1% 35% False False 2,766
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-079
2.618 121-005
1.618 120-280
1.000 120-252
0.618 120-235
HIGH 120-207
0.618 120-190
0.500 120-185
0.382 120-180
LOW 120-162
0.618 120-135
1.000 120-118
1.618 120-090
2.618 120-045
4.250 119-291
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 120-188 120-229
PP 120-187 120-216
S1 120-185 120-203

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

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