ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 118-042 117-255 -0-107 -0.3% 117-313
High 118-045 117-260 -0-105 -0.3% 118-105
Low 117-220 117-118 -0-102 -0.3% 117-155
Close 117-270 117-180 -0-090 -0.2% 117-258
Range 0-145 0-142 -0-002 -1.7% 0-270
ATR 0-128 0-130 0-002 1.4% 0-000
Volume 1,251,069 950,126 -300,943 -24.1% 3,247,570
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-293 118-219 117-258
R3 118-151 118-077 117-219
R2 118-008 118-008 117-206
R1 117-254 117-254 117-193 117-220
PP 117-186 117-186 117-186 117-169
S1 117-112 117-112 117-167 117-078
S2 117-043 117-043 117-154
S3 116-221 116-289 117-141
S4 116-078 116-147 117-102
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
5 118-045 117-118 0-247 0.7% 0-115 0.3% 25% False True 1,003,918
10 118-242 117-118 1-125 1.2% 0-129 0.3% 14% False True 801,030
20 121-110 117-118 3-313 3.4% 0-153 0.4% 5% False True 416,739
40 121-110 117-118 3-313 3.4% 0-110 0.3% 5% False True 209,805
60 121-135 117-118 4-018 3.4% 0-075 0.2% 5% False True 139,878
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 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-226
2.618 118-313
1.618 118-171
1.000 118-082
0.618 118-028
HIGH 117-260
0.618 117-206
0.500 117-189
0.382 117-172
LOW 117-118
0.618 117-029
1.000 116-295
1.618 116-207
2.618 116-064
4.250 115-152
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 117-189 117-241
PP 117-186 117-221
S1 117-183 117-200

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.