ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	121-015	121-020	0-005	0.0%	120-245
High	121-087	121-082	-0-005	0.0%	121-087
Low	120-305	120-315	0-010	0.0%	120-190
Close	121-022	121-058	0-035	0.1%	121-058
Range	0-102	0-087	-0-015	-14.6%	0-217
ATR	0-084	0-085	0-000	0.3%	0-000
Volume	573,938	655,589	81,651	14.2%	3,307,377

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-307	121-270	121-106
R3	121-220	121-182	121-082
R2	121-132	121-132	121-074
R1	121-095	121-095	121-066	121-114
PP	121-045	121-045	121-045	121-054
S1	121-008	121-008	121-049	121-026
S2	120-278	120-278	121-041
S3	120-190	120-240	121-033
S4	120-103	120-153	121-009

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-017	122-255	121-177
R3	122-120	122-037	121-117
R2	121-222	121-222	121-097
R1	121-140	121-140	121-077	121-181
PP	121-005	121-005	121-005	121-026
S1	120-243	120-243	121-038	120-284
S2	120-108	120-108	121-018
S3	119-210	120-025	120-318
S4	118-313	119-128	120-258

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-087	120-190	0-217	0.6%	0-091	0.2%	86%	False	False	661,475
10	121-087	120-158	0-250	0.6%	0-085	0.2%	88%	False	False	634,527
20	121-087	120-158	0-250	0.6%	0-077	0.2%	88%	False	False	557,120
40	121-270	120-158	1-113	1.1%	0-086	0.2%	51%	False	False	561,574
60	121-300	120-158	1-142	1.2%	0-094	0.2%	48%	False	False	551,574
80	122-055	120-158	1-218	1.4%	0-094	0.2%	41%	False	False	414,575
100	122-162	120-158	2-005	1.7%	0-076	0.2%	34%	False	False	331,676
120	122-162	119-260	2-222	2.2%	0-064	0.2%	51%	False	False	276,397

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	122-134
2.618	121-312
1.618	121-224
1.000	121-170
0.618	121-137
HIGH	121-082
0.618	121-049
0.500	121-039
0.382	121-028
LOW	120-315
0.618	120-261
1.000	120-228
1.618	120-173
2.618	120-086
4.250	119-263

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	121-051	121-047
PP	121-045	121-036
S1	121-039	121-025

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