ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 120-205 119-207 -0-318 -0.8% 120-140
High 121-110 119-290 -1-140 -1.2% 120-295
Low 119-155 119-058 -0-098 -0.3% 120-082
Close 119-190 119-107 -0-083 -0.2% 120-267
Range 1-275 0-233 -1-042 -60.9% 0-213
ATR 0-112 0-121 0-009 7.7% 0-000
Volume 28,316 26,653 -1,663 -5.9% 62,497
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-209 121-071 119-235
R3 120-297 120-158 119-171
R2 120-064 120-064 119-150
R1 119-246 119-246 119-129 119-199
PP 119-152 119-152 119-152 119-128
S1 119-013 119-013 119-086 118-286
S2 118-239 118-239 119-065
S3 118-007 118-101 119-044
S4 117-094 117-188 118-300
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
5 121-110 119-058 2-053 1.8% 0-215 0.6% 7% False True 20,623
10 121-110 119-058 2-053 1.8% 0-151 0.4% 7% False True 15,124
20 121-110 119-058 2-053 1.8% 0-107 0.3% 7% False True 9,397
40 121-135 119-058 2-078 1.9% 0-065 0.2% 7% False True 4,740
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-318
2.618 121-259
1.618 121-026
1.000 120-203
0.618 120-114
HIGH 119-290
0.618 119-201
0.500 119-174
0.382 119-146
LOW 119-058
0.618 118-234
1.000 118-145
1.618 118-001
2.618 117-089
4.250 116-029
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 119-174 120-084
PP 119-152 119-305
S1 119-130 119-206

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

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