ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 118-055 117-270 -0-105 -0.3% 117-313
High 118-082 117-278 -0-125 -0.3% 118-105
Low 117-202 117-155 -0-047 -0.1% 117-155
Close 117-275 117-258 -0-018 0.0% 117-258
Range 0-200 0-122 -0-078 -38.8% 0-270
ATR 0-133 0-132 -0-001 -0.6% 0-000
Volume 1,474,596 660,377 -814,219 -55.2% 3,247,570
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 118-277 118-230 118-005
R3 118-155 118-107 117-291
R2 118-033 118-033 117-280
R1 117-305 117-305 117-269 117-268
PP 117-230 117-230 117-230 117-211
S1 117-183 117-183 117-246 117-145
S2 117-108 117-108 117-235
S3 116-305 117-060 117-224
S4 116-183 116-258 117-190
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-129 119-303 118-086
R3 119-179 119-033 118-012
R2 118-229 118-229 117-307
R1 118-083 118-083 117-282 118-021
PP 117-279 117-279 117-279 117-248
S1 117-133 117-133 117-233 117-071
S2 117-009 117-009 117-208
S3 116-059 116-183 117-183
S4 115-109 115-233 117-109
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-142 117-155 0-307 0.8% 0-133 0.4% 33% False True 701,912
10 119-107 117-155 1-272 1.6% 0-144 0.4% 17% False True 384,387
20 121-110 117-155 3-275 3.3% 0-147 0.4% 8% False True 199,756
40 121-110 117-155 3-275 3.3% 0-101 0.3% 8% False True 100,837
60 121-135 117-155 3-300 3.3% 0-068 0.2% 8% False True 67,225
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 0-029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-158
2.618 118-278
1.618 118-156
1.000 118-080
0.618 118-033
HIGH 117-278
0.618 117-231
0.500 117-216
0.382 117-202
LOW 117-155
0.618 117-079
1.000 117-033
1.618 116-277
2.618 116-154
4.250 115-274
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 117-244 117-290
PP 117-230 117-279
S1 117-216 117-268

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

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