ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 16-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
118-247 |
118-210 |
-0-037 |
-0.1% |
120-185 |
| High |
118-280 |
118-220 |
-0-060 |
-0.2% |
121-110 |
| Low |
118-150 |
118-085 |
-0-065 |
-0.2% |
119-000 |
| Close |
118-178 |
118-178 |
0-000 |
0.0% |
119-015 |
| Range |
0-130 |
0-135 |
0-005 |
3.9% |
2-110 |
| ATR |
0-128 |
0-128 |
0-001 |
0.4% |
0-000 |
| Volume |
74,959 |
72,309 |
-2,650 |
-3.5% |
87,782 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-246 |
119-187 |
118-252 |
|
| R3 |
119-111 |
119-052 |
118-215 |
|
| R2 |
118-296 |
118-296 |
118-202 |
|
| R1 |
118-237 |
118-237 |
118-190 |
118-199 |
| PP |
118-161 |
118-161 |
118-161 |
118-142 |
| S1 |
118-102 |
118-102 |
118-165 |
118-064 |
| S2 |
118-026 |
118-026 |
118-153 |
|
| S3 |
117-211 |
117-287 |
118-140 |
|
| S4 |
117-076 |
117-152 |
118-103 |
|
|
| 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 |
120-154 |
|
2.618 |
119-253 |
|
1.618 |
119-118 |
|
1.000 |
119-035 |
|
0.618 |
118-303 |
|
HIGH |
118-220 |
|
0.618 |
118-168 |
|
0.500 |
118-152 |
|
0.382 |
118-137 |
|
LOW |
118-085 |
|
0.618 |
118-002 |
|
1.000 |
117-270 |
|
1.618 |
117-187 |
|
2.618 |
117-052 |
|
4.250 |
116-151 |
|
|
| Fisher Pivots for day following 16-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-169 |
118-211 |
| PP |
118-161 |
118-200 |
| S1 |
118-152 |
118-189 |
|