ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	118-318	118-247	-0-070	-0.2%	120-185
High	119-018	118-280	-0-058	-0.2%	121-110
Low	118-107	118-150	0-043	0.1%	119-000
Close	118-222	118-178	-0-045	-0.1%	119-015
Range	0-230	0-130	-0-100	-43.5%	2-110
ATR	0-128	0-128	0-000	0.1%	0-000
Volume	43,961	74,959	30,998	70.5%	87,782

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-272	119-195	118-249
R3	119-142	119-065	118-213
R2	119-012	119-012	118-201
R1	118-255	118-255	118-189	118-229
PP	118-203	118-203	118-203	118-189
S1	118-125	118-125	118-166	118-099
S2	118-073	118-073	118-154
S3	117-263	117-315	118-142
S4	117-133	117-185	118-106

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%	0-259	0.7%	7%	False	False	35,088
10	121-110	118-107	3-003	2.5%	0-174	0.5%	7%	False	False	26,162
20	121-110	118-107	3-003	2.5%	0-120	0.3%	7%	False	False	15,326
40	121-135	118-107	3-028	2.6%	0-077	0.2%	7%	False	False	7,752

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-192
2.618	119-300
1.618	119-170
1.000	119-090
0.618	119-040
HIGH	118-280
0.618	118-230
0.500	118-215
0.382	118-200
LOW	118-150
0.618	118-070
1.000	118-020
1.618	117-260
2.618	117-130
4.250	116-238

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	118-215	118-267
PP	118-203	118-237
S1	118-190	118-207

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols