ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 16-Nov-2016

Day Change Summary
	Previous	Current
	15-Nov-2016	16-Nov-2016	Change	Change %	Previous Week
Open	118-247	118-210	-0-037	-0.1%	120-185
High	118-280	118-220	-0-060	-0.2%	121-110
Low	118-150	118-085	-0-065	-0.2%	119-000
Close	118-178	118-178	0-000	0.0%	119-015
Range	0-130	0-135	0-005	3.9%	2-110
ATR	0-128	0-128	0-001	0.4%	0-000
Volume	74,959	72,309	-2,650	-3.5%	87,782

Daily Pivots for day following 16-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-246	119-187	118-252
R3	119-111	119-052	118-215
R2	118-296	118-296	118-202
R1	118-237	118-237	118-190	118-199
PP	118-161	118-161	118-161	118-142
S1	118-102	118-102	118-165	118-064
S2	118-026	118-026	118-153
S3	117-211	117-287	118-140
S4	117-076	117-152	118-103

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	119-290	118-085	1-205	1.4%	0-167	0.4%	18%	False	True	43,886
10	121-110	118-085	3-025	2.6%	0-178	0.5%	9%	False	True	32,447
20	121-110	118-085	3-025	2.6%	0-124	0.3%	9%	False	True	18,912
40	121-135	118-085	3-050	2.7%	0-080	0.2%	9%	False	True	9,560

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	0-049
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	120-154
2.618	119-253
1.618	119-118
1.000	119-035
0.618	118-303
HIGH	118-220
0.618	118-168
0.500	118-152
0.382	118-137
LOW	118-085
0.618	118-002
1.000	117-270
1.618	117-187
2.618	117-052
4.250	116-151

Fisher Pivots for day following 16-Nov-2016
Pivot	1 day	3 day
R1	118-169	118-211
PP	118-161	118-200
S1	118-152	118-189

Download as Excel Spreadsheet

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

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