ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 11-Nov-2016
Day Change Summary
Previous Current
10-Nov-2016 11-Nov-2016 Change Change % Previous Week
Open 119-207 119-070 -0-137 -0.4% 120-185
High 119-290 119-107 -0-183 -0.5% 121-110
Low 119-058 119-000 -0-058 -0.2% 119-000
Close 119-107 119-015 -0-092 -0.2% 119-015
Range 0-233 0-107 -0-125 -53.8% 2-110
ATR 0-121 0-120 -0-001 -0.8% 0-000
Volume 26,653 1,552 -25,101 -94.2% 87,782
Daily Pivots for day following 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-043 119-297 119-074
R3 119-256 119-189 119-045
R2 119-148 119-148 119-035
R1 119-082 119-082 119-025 119-061
PP 119-041 119-041 119-041 119-031
S1 118-294 118-294 119-005 118-274
S2 118-253 118-253 118-315
S3 118-146 118-187 118-305
S4 118-038 118-079 118-276
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 126-265 125-090 120-108
R3 124-155 122-300 119-221
R2 122-045 122-045 119-153
R1 120-190 120-190 119-084 120-063
PP 119-255 119-255 119-255 119-191
S1 118-080 118-080 118-266 117-272
S2 117-145 117-145 118-198
S3 115-035 115-290 118-129
S4 112-245 113-180 117-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-110 119-000 2-110 2.0% 0-220 0.6% 2% False True 17,556
10 121-110 119-000 2-110 2.0% 0-152 0.4% 2% False True 15,027
20 121-110 119-000 2-110 2.0% 0-109 0.3% 2% False True 9,465
40 121-135 119-000 2-135 2.0% 0-068 0.2% 2% False True 4,779
Crabel Price Patterns
NR True
NR4 True
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 0-047
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-244
2.618 120-069
1.618 119-281
1.000 119-215
0.618 119-174
HIGH 119-107
0.618 119-066
0.500 119-054
0.382 119-041
LOW 119-000
0.618 118-254
1.000 118-213
1.618 118-146
2.618 118-039
4.250 117-183
Fisher Pivots for day following 11-Nov-2016
Pivot 1 day 3 day
R1 119-054 120-055
PP 119-041 119-255
S1 119-028 119-135

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

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