ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	118-215	118-205	-0-010	0.0%	119-167
High	118-253	118-233	-0-020	-0.1%	119-167
Low	118-158	118-038	-0-120	-0.3%	118-147
Close	118-205	118-110	-0-095	-0.3%	118-185
Range	0-095	0-195	0-100	105.3%	1-020
ATR	0-132	0-136	0-005	3.4%	0-000
Volume	1,513,862	2,263,453	749,591	49.5%	5,544,005

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-072	119-286	118-217
R3	119-197	119-091	118-164
R2	119-002	119-002	118-146
R1	118-216	118-216	118-128	118-171
PP	118-127	118-127	118-127	118-104
S1	118-021	118-021	118-092	117-296
S2	117-252	117-252	118-074
S3	117-057	117-146	118-056
S4	116-182	116-271	118-003

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-013	121-119	119-052
R3	120-313	120-099	118-278
R2	119-293	119-293	118-247
R1	119-079	119-079	118-216	119-016
PP	118-273	118-273	118-273	118-242
S1	118-059	118-059	118-154	117-316
S2	117-253	117-253	118-123
S3	116-233	117-039	118-091
S4	115-213	116-019	117-318

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-065	118-038	1-027	0.9%	0-139	0.4%	21%	False	True	1,432,653
10	120-105	118-038	2-067	1.9%	0-152	0.4%	10%	False	True	1,232,755
20	121-215	118-038	3-178	3.0%	0-145	0.4%	6%	False	True	1,034,234
40	121-270	118-038	3-233	3.1%	0-111	0.3%	6%	False	True	787,855
60	121-270	118-038	3-233	3.1%	0-108	0.3%	6%	False	True	714,746
80	122-055	118-038	4-018	3.4%	0-107	0.3%	6%	False	True	612,932
100	122-162	118-038	4-125	3.7%	0-099	0.3%	5%	False	True	490,591
120	122-162	118-038	4-125	3.7%	0-082	0.2%	5%	False	True	408,826

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	121-101
2.618	120-103
1.618	119-228
1.000	119-108
0.618	119-033
HIGH	118-233
0.618	118-158
0.500	118-135
0.382	118-112
LOW	118-038
0.618	117-237
1.000	117-162
1.618	117-042
2.618	116-167
4.250	115-169

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	118-135	118-145
PP	118-127	118-133
S1	118-118	118-122

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