ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 118-318 118-247 -0-070 -0.2% 120-185
High 119-018 118-280 -0-058 -0.2% 121-110
Low 118-107 118-150 0-043 0.1% 119-000
Close 118-222 118-178 -0-045 -0.1% 119-015
Range 0-230 0-130 -0-100 -43.5% 2-110
ATR 0-128 0-128 0-000 0.1% 0-000
Volume 43,961 74,959 30,998 70.5% 87,782
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-272 119-195 118-249
R3 119-142 119-065 118-213
R2 119-012 119-012 118-201
R1 118-255 118-255 118-189 118-229
PP 118-203 118-203 118-203 118-189
S1 118-125 118-125 118-166 118-099
S2 118-073 118-073 118-154
S3 117-263 117-315 118-142
S4 117-133 117-185 118-106
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
5 121-110 118-107 3-003 2.5% 0-259 0.7% 7% False False 35,088
10 121-110 118-107 3-003 2.5% 0-174 0.5% 7% False False 26,162
20 121-110 118-107 3-003 2.5% 0-120 0.3% 7% False False 15,326
40 121-135 118-107 3-028 2.6% 0-077 0.2% 7% False False 7,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-192
2.618 119-300
1.618 119-170
1.000 119-090
0.618 119-040
HIGH 118-280
0.618 118-230
0.500 118-215
0.382 118-200
LOW 118-150
0.618 118-070
1.000 118-020
1.618 117-260
2.618 117-130
4.250 116-238
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 118-215 118-267
PP 118-203 118-237
S1 118-190 118-207

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

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