ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 09-Nov-2016

Day Change Summary
	Previous	Current
	08-Nov-2016	09-Nov-2016	Change	Change %	Previous Week
Open	120-193	120-205	0-012	0.0%	120-140
High	120-202	121-110	0-228	0.6%	120-295
Low	120-085	119-155	-0-250	-0.6%	120-082
Close	120-113	119-190	-0-242	-0.6%	120-267
Range	0-118	1-275	1-158	406.4%	0-213
ATR	0-075	0-112	0-037	49.5%	0-000
Volume	24,013	28,316	4,303	17.9%	62,497

Daily Pivots for day following 09-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	125-230	124-165	120-197
R3	123-275	122-210	120-034
R2	122-000	122-000	119-299
R1	120-255	120-255	119-245	120-150
PP	120-045	120-045	120-045	119-313
S1	118-300	118-300	119-135	118-195
S2	118-090	118-090	119-081
S3	116-135	117-025	119-026
S4	114-180	115-070	118-183

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	121-110	119-155	1-275	1.6%	0-188	0.5%	6%	True	True	21,009
10	121-110	119-155	1-275	1.6%	0-137	0.4%	6%	True	True	14,461
20	121-110	119-155	1-275	1.6%	0-098	0.3%	6%	True	True	8,090
40	121-135	119-155	1-300	1.6%	0-060	0.2%	6%	False	True	4,074

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-040
Widest range in 52 trading days

Fibonacci Retracements and Extensions
4.250	129-079
2.618	126-068
1.618	124-113
1.000	123-065
0.618	122-158
HIGH	121-110
0.618	120-203
0.500	120-133
0.382	120-062
LOW	119-155
0.618	118-107
1.000	117-200
1.618	116-152
2.618	114-197
4.250	111-186

Fisher Pivots for day following 09-Nov-2016
Pivot	1 day	3 day
R1	120-133	120-133
PP	120-045	120-045
S1	119-278	119-278

Download as Excel Spreadsheet

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

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