ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 08-Nov-2016

Day Change Summary
	Previous	Current
	07-Nov-2016	08-Nov-2016	Change	Change %	Previous Week
Open	120-185	120-193	0-008	0.0%	120-140
High	120-207	120-202	-0-005	0.0%	120-295
Low	120-162	120-085	-0-078	-0.2%	120-082
Close	120-190	120-113	-0-078	-0.2%	120-267
Range	0-045	0-118	0-073	161.2%	0-213
ATR	0-072	0-075	0-003	4.6%	0-000
Volume	7,248	24,013	16,765	231.3%	62,497

Daily Pivots for day following 08-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-166	121-097	120-177
R3	121-048	120-299	120-145
R2	120-251	120-251	120-134
R1	120-182	120-182	120-123	120-158
PP	120-133	120-133	120-133	120-121
S1	120-064	120-064	120-102	120-040
S2	120-016	120-016	120-091
S3	119-218	119-267	120-080
S4	119-101	119-149	120-048

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	120-085	0-210	0.5%	0-088	0.2%	13%	False	True	17,236
10	120-295	120-045	0-250	0.6%	0-084	0.2%	27%	False	False	11,792
20	120-295	120-045	0-250	0.6%	0-071	0.2%	27%	False	False	6,693
40	121-135	120-045	1-090	1.1%	0-045	0.1%	16%	False	False	3,366

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	0-019
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	122-062
2.618	121-190
1.618	121-073
1.000	121-000
0.618	120-275
HIGH	120-202
0.618	120-158
0.500	120-144
0.382	120-130
LOW	120-085
0.618	120-012
1.000	119-287
1.618	119-215
2.618	119-097
4.250	118-226

Fisher Pivots for day following 08-Nov-2016
Pivot	1 day	3 day
R1	120-144	120-189
PP	120-133	120-163
S1	120-123	120-138

Download as Excel Spreadsheet

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

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