ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	119-070	118-318	-0-073	-0.2%	120-185
High	119-107	119-018	-0-090	-0.2%	121-110
Low	119-000	118-107	-0-213	-0.6%	119-000
Close	119-015	118-222	-0-113	-0.3%	119-015
Range	0-107	0-230	0-123	114.0%	2-110
ATR	0-120	0-128	0-008	6.6%	0-000
Volume	1,552	43,961	42,409	2,732.5%	87,782

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-273	120-158	119-029
R3	120-043	119-248	118-286
R2	119-133	119-133	118-265
R1	119-018	119-018	118-244	118-280
PP	118-222	118-222	118-222	118-194
S1	118-107	118-107	118-201	118-050
S2	117-312	117-312	118-180
S3	117-082	117-197	118-159
S4	116-172	116-287	118-096

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	126-265	125-090	120-108
R3	124-155	122-300	119-221
R2	122-045	122-045	119-153
R1	120-190	120-190	119-084	120-063
PP	119-255	119-255	119-255	119-191
S1	118-080	118-080	118-266	117-272
S2	117-145	117-145	118-198
S3	115-035	115-290	118-129
S4	112-245	113-180	117-242

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-110	118-107	3-003	2.5%	0-257	0.7%	12%	False	True	24,899
10	121-110	118-107	3-003	2.5%	0-172	0.5%	12%	False	True	19,126
20	121-110	118-107	3-003	2.5%	0-116	0.3%	12%	False	True	11,633
40	121-135	118-107	3-028	2.6%	0-074	0.2%	12%	False	True	5,878

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-048
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-035
2.618	120-300
1.618	120-070
1.000	119-248
0.618	119-160
HIGH	119-018
0.618	118-250
0.500	118-222
0.382	118-195
LOW	118-107
0.618	117-285
1.000	117-197
1.618	117-055
2.618	116-145
4.250	115-090

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	118-222	119-039
PP	118-222	118-313
S1	118-222	118-268

Download as Excel Spreadsheet

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

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