ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 14-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2016 |
14-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
119-070 |
118-318 |
-0-073 |
-0.2% |
120-185 |
| High |
119-107 |
119-018 |
-0-090 |
-0.2% |
121-110 |
| Low |
119-000 |
118-107 |
-0-213 |
-0.6% |
119-000 |
| Close |
119-015 |
118-222 |
-0-113 |
-0.3% |
119-015 |
| Range |
0-107 |
0-230 |
0-123 |
114.0% |
2-110 |
| ATR |
0-120 |
0-128 |
0-008 |
6.6% |
0-000 |
| Volume |
1,552 |
43,961 |
42,409 |
2,732.5% |
87,782 |
|
| Daily Pivots for day following 14-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-273 |
120-158 |
119-029 |
|
| R3 |
120-043 |
119-248 |
118-286 |
|
| R2 |
119-133 |
119-133 |
118-265 |
|
| R1 |
119-018 |
119-018 |
118-244 |
118-280 |
| PP |
118-222 |
118-222 |
118-222 |
118-194 |
| S1 |
118-107 |
118-107 |
118-201 |
118-050 |
| S2 |
117-312 |
117-312 |
118-180 |
|
| S3 |
117-082 |
117-197 |
118-159 |
|
| S4 |
116-172 |
116-287 |
118-096 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-035 |
|
2.618 |
120-300 |
|
1.618 |
120-070 |
|
1.000 |
119-248 |
|
0.618 |
119-160 |
|
HIGH |
119-018 |
|
0.618 |
118-250 |
|
0.500 |
118-222 |
|
0.382 |
118-195 |
|
LOW |
118-107 |
|
0.618 |
117-285 |
|
1.000 |
117-197 |
|
1.618 |
117-055 |
|
2.618 |
116-145 |
|
4.250 |
115-090 |
|
|
| Fisher Pivots for day following 14-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-222 |
119-039 |
| PP |
118-222 |
118-313 |
| S1 |
118-222 |
118-268 |
|