ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	120-230	120-185	-0-045	-0.1%	120-140
High	120-293	120-207	-0-085	-0.2%	120-295
Low	120-207	120-162	-0-045	-0.1%	120-082
Close	120-267	120-190	-0-077	-0.2%	120-267
Range	0-085	0-045	-0-040	-47.1%	0-213
ATR	0-069	0-072	0-003	3.7%	0-000
Volume	16,887	7,248	-9,639	-57.1%	62,497

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-002	120-301	120-215
R3	120-277	120-256	120-202
R2	120-232	120-232	120-198
R1	120-211	120-211	120-194	120-221
PP	120-187	120-187	120-187	120-192
S1	120-166	120-166	120-186	120-176
S2	120-142	120-142	120-182
S3	120-097	120-121	120-178
S4	120-052	120-076	120-165

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-213	122-133	121-064
R3	122-000	121-240	121-006
R2	121-108	121-108	120-306
R1	121-027	121-027	120-287	121-068
PP	120-215	120-215	120-215	120-235
S1	120-135	120-135	120-248	120-175
S2	120-002	120-002	120-229
S3	119-110	119-242	120-209
S4	118-217	119-030	120-151

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-295	120-082	0-213	0.6%	0-088	0.2%	51%	False	False	13,353
10	120-295	120-045	0-250	0.6%	0-078	0.2%	58%	False	False	9,829
20	120-295	120-045	0-250	0.6%	0-067	0.2%	58%	False	False	5,497
40	121-135	120-045	1-090	1.1%	0-042	0.1%	35%	False	False	2,766

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-018
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	121-079
2.618	121-005
1.618	120-280
1.000	120-252
0.618	120-235
HIGH	120-207
0.618	120-190
0.500	120-185
0.382	120-180
LOW	120-162
0.618	120-135
1.000	120-118
1.618	120-090
2.618	120-045
4.250	119-291

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	120-188	120-229
PP	120-187	120-216
S1	120-185	120-203

Download as Excel Spreadsheet

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

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