ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	118-210	118-213	0-002	0.0%	120-185
High	118-220	118-242	0-022	0.1%	121-110
Low	118-085	118-073	-0-012	0.0%	119-000
Close	118-178	118-122	-0-055	-0.1%	119-015
Range	0-135	0-170	0-035	25.9%	2-110
ATR	0-128	0-131	0-003	2.3%	0-000
Volume	72,309	141,533	69,224	95.7%	87,782

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-016	119-239	118-216
R3	119-166	119-069	118-169
R2	118-316	118-316	118-154
R1	118-219	118-219	118-138	118-182
PP	118-146	118-146	118-146	118-128
S1	118-049	118-049	118-107	118-013
S2	117-296	117-296	118-091
S3	117-126	117-199	118-076
S4	116-276	117-029	118-029

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	119-107	118-073	1-035	0.9%	0-154	0.4%	14%	False	True	66,862
10	121-110	118-073	3-038	2.6%	0-185	0.5%	5%	False	True	43,743
20	121-110	118-073	3-038	2.6%	0-130	0.3%	5%	False	True	25,752
40	121-135	118-073	3-062	2.7%	0-085	0.2%	5%	False	True	13,098

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

Fibonacci Retracements and Extensions
4.250	121-005
2.618	120-048
1.618	119-198
1.000	119-092
0.618	119-028
HIGH	118-242
0.618	118-178
0.500	118-158
0.382	118-137
LOW	118-073
0.618	117-287
1.000	117-223
1.618	117-117
2.618	116-267
4.250	115-310

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	118-158	118-176
PP	118-146	118-158
S1	118-134	118-140

Download as Excel Spreadsheet

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

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