ECBOT 5 Year T-Note Future March 2017
| Trading Metrics calculated at close of trading on 18-Nov-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2016 |
18-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
118-213 |
118-062 |
-0-150 |
-0.4% |
118-318 |
| High |
118-242 |
118-142 |
-0-100 |
-0.3% |
119-018 |
| Low |
118-073 |
117-315 |
-0-078 |
-0.2% |
117-315 |
| Close |
118-122 |
118-035 |
-0-087 |
-0.2% |
118-035 |
| Range |
0-170 |
0-147 |
-0-022 |
-13.2% |
1-022 |
| ATR |
0-131 |
0-132 |
0-001 |
0.9% |
0-000 |
| Volume |
141,533 |
261,993 |
120,460 |
85.1% |
594,755 |
|
| Daily Pivots for day following 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-180 |
119-095 |
118-116 |
|
| R3 |
119-032 |
118-267 |
118-076 |
|
| R2 |
118-205 |
118-205 |
118-062 |
|
| R1 |
118-120 |
118-120 |
118-049 |
118-089 |
| PP |
118-058 |
118-058 |
118-058 |
118-042 |
| S1 |
117-293 |
117-293 |
118-021 |
117-261 |
| S2 |
117-230 |
117-230 |
118-008 |
|
| S3 |
117-083 |
117-145 |
117-314 |
|
| S4 |
116-255 |
116-318 |
117-274 |
|
|
| Weekly Pivots for week ending 18-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-190 |
120-295 |
118-223 |
|
| R3 |
120-167 |
119-273 |
118-129 |
|
| R2 |
119-145 |
119-145 |
118-098 |
|
| R1 |
118-250 |
118-250 |
118-066 |
118-186 |
| PP |
118-123 |
118-123 |
118-123 |
118-091 |
| S1 |
117-228 |
117-228 |
118-004 |
117-164 |
| S2 |
117-100 |
117-100 |
117-292 |
|
| S3 |
116-078 |
116-205 |
117-261 |
|
| S4 |
115-055 |
115-183 |
117-167 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-129 |
|
2.618 |
119-209 |
|
1.618 |
119-061 |
|
1.000 |
118-290 |
|
0.618 |
118-234 |
|
HIGH |
118-142 |
|
0.618 |
118-086 |
|
0.500 |
118-069 |
|
0.382 |
118-051 |
|
LOW |
117-315 |
|
0.618 |
117-224 |
|
1.000 |
117-168 |
|
1.618 |
117-076 |
|
2.618 |
116-249 |
|
4.250 |
116-008 |
|
|
| Fisher Pivots for day following 18-Nov-2016 |
| Pivot |
1 day |
3 day |
| R1 |
118-069 |
118-119 |
| PP |
118-058 |
118-091 |
| S1 |
118-046 |
118-063 |
|