ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 118-213 118-062 -0-150 -0.4% 118-318
High 118-242 118-142 -0-100 -0.3% 119-018
Low 118-073 117-315 -0-078 -0.2% 117-315
Close 118-122 118-035 -0-087 -0.2% 118-035
Range 0-170 0-147 -0-022 -13.2% 1-022
ATR 0-131 0-132 0-001 0.9% 0-000
Volume 141,533 261,993 120,460 85.1% 594,755
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-180 119-095 118-116
R3 119-032 118-267 118-076
R2 118-205 118-205 118-062
R1 118-120 118-120 118-049 118-089
PP 118-058 118-058 118-058 118-042
S1 117-293 117-293 118-021 117-261
S2 117-230 117-230 118-008
S3 117-083 117-145 117-314
S4 116-255 116-318 117-274
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-190 120-295 118-223
R3 120-167 119-273 118-129
R2 119-145 119-145 118-098
R1 118-250 118-250 118-066 118-186
PP 118-123 118-123 118-123 118-091
S1 117-228 117-228 118-004 117-164
S2 117-100 117-100 117-292
S3 116-078 116-205 117-261
S4 115-055 115-183 117-167
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-018 117-315 1-022 0.9% 0-162 0.4% 12% False True 118,951
10 121-110 117-315 3-115 2.8% 0-191 0.5% 4% False True 68,253
20 121-110 117-315 3-115 2.8% 0-136 0.4% 4% False True 38,753
40 121-135 117-315 3-140 2.9% 0-088 0.2% 4% False True 19,648
Crabel Price Patterns
NR True
NR4 False
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-129
2.618 119-209
1.618 119-061
1.000 118-290
0.618 118-234
HIGH 118-142
0.618 118-086
0.500 118-069
0.382 118-051
LOW 117-315
0.618 117-224
1.000 117-168
1.618 117-076
2.618 116-249
4.250 116-008
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 118-069 118-119
PP 118-058 118-091
S1 118-046 118-063

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

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