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 |
|
|
|
|
|
|
| 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 |
|