ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 118-210 118-213 0-002 0.0% 120-185
High 118-220 118-242 0-022 0.1% 121-110
Low 118-085 118-073 -0-012 0.0% 119-000
Close 118-178 118-122 -0-055 -0.1% 119-015
Range 0-135 0-170 0-035 25.9% 2-110
ATR 0-128 0-131 0-003 2.3% 0-000
Volume 72,309 141,533 69,224 95.7% 87,782
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-016 119-239 118-216
R3 119-166 119-069 118-169
R2 118-316 118-316 118-154
R1 118-219 118-219 118-138 118-182
PP 118-146 118-146 118-146 118-128
S1 118-049 118-049 118-107 118-013
S2 117-296 117-296 118-091
S3 117-126 117-199 118-076
S4 116-276 117-029 118-029
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
5 119-107 118-073 1-035 0.9% 0-154 0.4% 14% False True 66,862
10 121-110 118-073 3-038 2.6% 0-185 0.5% 5% False True 43,743
20 121-110 118-073 3-038 2.6% 0-130 0.3% 5% False True 25,752
40 121-135 118-073 3-062 2.7% 0-085 0.2% 5% False True 13,098
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-005
2.618 120-048
1.618 119-198
1.000 119-092
0.618 119-028
HIGH 118-242
0.618 118-178
0.500 118-158
0.382 118-137
LOW 118-073
0.618 117-287
1.000 117-223
1.618 117-117
2.618 116-267
4.250 115-310
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 118-158 118-176
PP 118-146 118-158
S1 118-134 118-140

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

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