ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 120-193 120-205 0-012 0.0% 120-140
High 120-202 121-110 0-228 0.6% 120-295
Low 120-085 119-155 -0-250 -0.6% 120-082
Close 120-113 119-190 -0-242 -0.6% 120-267
Range 0-118 1-275 1-158 406.4% 0-213
ATR 0-075 0-112 0-037 49.5% 0-000
Volume 24,013 28,316 4,303 17.9% 62,497
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 125-230 124-165 120-197
R3 123-275 122-210 120-034
R2 122-000 122-000 119-299
R1 120-255 120-255 119-245 120-150
PP 120-045 120-045 120-045 119-313
S1 118-300 118-300 119-135 118-195
S2 118-090 118-090 119-081
S3 116-135 117-025 119-026
S4 114-180 115-070 118-183
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
5 121-110 119-155 1-275 1.6% 0-188 0.5% 6% True True 21,009
10 121-110 119-155 1-275 1.6% 0-137 0.4% 6% True True 14,461
20 121-110 119-155 1-275 1.6% 0-098 0.3% 6% True True 8,090
40 121-135 119-155 1-300 1.6% 0-060 0.2% 6% False True 4,074
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 0-040
Widest range in 52 trading days
Fibonacci Retracements and Extensions
4.250 129-079
2.618 126-068
1.618 124-113
1.000 123-065
0.618 122-158
HIGH 121-110
0.618 120-203
0.500 120-133
0.382 120-062
LOW 119-155
0.618 118-107
1.000 117-200
1.618 116-152
2.618 114-197
4.250 111-186
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 120-133 120-133
PP 120-045 120-045
S1 119-278 119-278

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

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