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

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	119-018	117-315	1-022	0.9%	0-162	0.4%	12%	False	True	118,951
10	121-110	117-315	3-115	2.8%	0-191	0.5%	4%	False	True	68,253
20	121-110	117-315	3-115	2.8%	0-136	0.4%	4%	False	True	38,753
40	121-135	117-315	3-140	2.9%	0-088	0.2%	4%	False	True	19,648

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-054
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

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

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