ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 120-185 120-193 0-008 0.0% 120-140
High 120-207 120-202 -0-005 0.0% 120-295
Low 120-162 120-085 -0-078 -0.2% 120-082
Close 120-190 120-113 -0-078 -0.2% 120-267
Range 0-045 0-118 0-073 161.2% 0-213
ATR 0-072 0-075 0-003 4.6% 0-000
Volume 7,248 24,013 16,765 231.3% 62,497
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-166 121-097 120-177
R3 121-048 120-299 120-145
R2 120-251 120-251 120-134
R1 120-182 120-182 120-123 120-158
PP 120-133 120-133 120-133 120-121
S1 120-064 120-064 120-102 120-040
S2 120-016 120-016 120-091
S3 119-218 119-267 120-080
S4 119-101 119-149 120-048
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
5 120-295 120-085 0-210 0.5% 0-088 0.2% 13% False True 17,236
10 120-295 120-045 0-250 0.6% 0-084 0.2% 27% False False 11,792
20 120-295 120-045 0-250 0.6% 0-071 0.2% 27% False False 6,693
40 121-135 120-045 1-090 1.1% 0-045 0.1% 16% False False 3,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 122-062
2.618 121-190
1.618 121-073
1.000 121-000
0.618 120-275
HIGH 120-202
0.618 120-158
0.500 120-144
0.382 120-130
LOW 120-085
0.618 120-012
1.000 119-287
1.618 119-215
2.618 119-097
4.250 118-226
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 120-144 120-189
PP 120-133 120-163
S1 120-123 120-138

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

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