ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 10-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2016 |
10-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
120-205 |
119-207 |
-0-318 |
-0.8% |
120-140 |
| High |
121-110 |
119-290 |
-1-140 |
-1.2% |
120-295 |
| Low |
119-155 |
119-058 |
-0-098 |
-0.3% |
120-082 |
| Close |
119-190 |
119-107 |
-0-083 |
-0.2% |
120-267 |
| Range |
1-275 |
0-233 |
-1-042 |
-60.9% |
0-213 |
| ATR |
0-112 |
0-121 |
0-009 |
7.7% |
0-000 |
| Volume |
28,316 |
26,653 |
-1,663 |
-5.9% |
62,497 |
|
| Daily Pivots for day following 10-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-209 |
121-071 |
119-235 |
|
| R3 |
120-297 |
120-158 |
119-171 |
|
| R2 |
120-064 |
120-064 |
119-150 |
|
| R1 |
119-246 |
119-246 |
119-129 |
119-199 |
| PP |
119-152 |
119-152 |
119-152 |
119-128 |
| S1 |
119-013 |
119-013 |
119-086 |
118-286 |
| S2 |
118-239 |
118-239 |
119-065 |
|
| S3 |
118-007 |
118-101 |
119-044 |
|
| S4 |
117-094 |
117-188 |
118-300 |
|
|
| 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 |
122-318 |
|
2.618 |
121-259 |
|
1.618 |
121-026 |
|
1.000 |
120-203 |
|
0.618 |
120-114 |
|
HIGH |
119-290 |
|
0.618 |
119-201 |
|
0.500 |
119-174 |
|
0.382 |
119-146 |
|
LOW |
119-058 |
|
0.618 |
118-234 |
|
1.000 |
118-145 |
|
1.618 |
118-001 |
|
2.618 |
117-089 |
|
4.250 |
116-029 |
|
|
| Fisher Pivots for day following 10-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
119-174 |
120-084 |
| PP |
119-152 |
119-305 |
| S1 |
119-130 |
119-206 |
|