ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	118-062	117-313	-0-070	-0.2%	118-318
High	118-142	118-080	-0-062	-0.2%	119-018
Low	117-315	117-300	-0-015	0.0%	117-315
Close	118-035	118-020	-0-015	0.0%	118-035
Range	0-147	0-100	-0-047	-32.2%	1-022
ATR	0-132	0-130	-0-002	-1.8%	0-000
Volume	261,993	408,258	146,265	55.8%	594,755

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	119-007	118-273	118-075
R3	118-227	118-173	118-048
R2	118-127	118-127	118-038
R1	118-073	118-073	118-029	118-100
PP	118-027	118-027	118-027	118-040
S1	117-293	117-293	118-011	118-000
S2	117-247	117-247	118-002
S3	117-147	117-193	117-312
S4	117-047	117-093	117-285

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	118-280	117-300	0-300	0.8%	0-136	0.4%	13%	False	True	191,810
10	121-110	117-300	3-130	2.9%	0-196	0.5%	4%	False	True	108,354
20	121-110	117-300	3-130	2.9%	0-137	0.4%	4%	False	True	59,092
40	121-135	117-300	3-155	3.0%	0-091	0.2%	4%	False	True	29,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0-053
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	119-185
2.618	119-022
1.618	118-242
1.000	118-180
0.618	118-142
HIGH	118-080
0.618	118-042
0.500	118-030
0.382	118-018
LOW	117-300
0.618	117-238
1.000	117-200
1.618	117-138
2.618	117-038
4.250	116-195

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	118-030	118-111
PP	118-027	118-081
S1	118-023	118-050

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