ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 118-062 117-313 -0-070 -0.2% 118-318
High 118-142 118-080 -0-062 -0.2% 119-018
Low 117-315 117-300 -0-015 0.0% 117-315
Close 118-035 118-020 -0-015 0.0% 118-035
Range 0-147 0-100 -0-047 -32.2% 1-022
ATR 0-132 0-130 -0-002 -1.8% 0-000
Volume 261,993 408,258 146,265 55.8% 594,755
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-007 118-273 118-075
R3 118-227 118-173 118-048
R2 118-127 118-127 118-038
R1 118-073 118-073 118-029 118-100
PP 118-027 118-027 118-027 118-040
S1 117-293 117-293 118-011 118-000
S2 117-247 117-247 118-002
S3 117-147 117-193 117-312
S4 117-047 117-093 117-285
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
5 118-280 117-300 0-300 0.8% 0-136 0.4% 13% False True 191,810
10 121-110 117-300 3-130 2.9% 0-196 0.5% 4% False True 108,354
20 121-110 117-300 3-130 2.9% 0-137 0.4% 4% False True 59,092
40 121-135 117-300 3-155 3.0% 0-091 0.2% 4% False True 29,854
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-053
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 119-185
2.618 119-022
1.618 118-242
1.000 118-180
0.618 118-142
HIGH 118-080
0.618 118-042
0.500 118-030
0.382 118-018
LOW 117-300
0.618 117-238
1.000 117-200
1.618 117-138
2.618 117-038
4.250 116-195
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 118-030 118-111
PP 118-027 118-081
S1 118-023 118-050

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

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