ECBOT 5 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 11-Nov-2015

Day Change Summary
	Previous	Current
	10-Nov-2015	11-Nov-2015	Change	Change %	Previous Week
Open	118-080	118-098	0-018	0.0%	119-127
High	118-122	118-102	-0-020	-0.1%	119-133
Low	118-033	118-067	0-035	0.1%	117-313
Close	118-115	118-073	-0-042	-0.1%	118-053
Range	0-090	0-035	-0-055	-61.1%	1-140
ATR	0-101	0-097	-0-004	-3.8%	0-000
Volume	17,983	0	-17,983	-100.0%	0

Daily Pivots for day following 11-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	118-186	118-164	118-092
R3	118-151	118-129	118-082
R2	118-116	118-116	118-079
R1	118-094	118-094	118-076	118-088
PP	118-081	118-081	118-081	118-077
S1	118-059	118-059	118-069	118-052
S2	118-046	118-046	118-066
S3	118-011	118-024	118-063
S4	117-296	117-309	118-053

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	122-266	121-299	118-306
R3	121-126	120-159	118-179
R2	119-306	119-306	118-137
R1	119-019	119-019	118-095	118-253
PP	118-166	118-166	118-166	118-123
S1	117-199	117-199	118-010	117-113
S2	117-026	117-026	117-288
S3	115-206	116-059	117-246
S4	114-066	114-239	117-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	118-253	117-302	0-270	0.7%	0-106	0.3%	33%	False	False	3,596
10	119-222	117-302	1-240	1.5%	0-105	0.3%	16%	False	False	1,798
20	120-220	117-302	2-238	2.3%	0-089	0.2%	10%	False	False	2,436
40	120-245	117-302	2-262	2.4%	0-062	0.2%	10%	False	False	1,260
60	120-245	117-302	2-262	2.4%	0-042	0.1%	10%	False	False	840
80	120-245	117-302	2-262	2.4%	0-031	0.1%	10%	False	False	630
100	120-245	117-302	2-262	2.4%	0-025	0.1%	10%	False	False	504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-017
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	118-251
2.618	118-194
1.618	118-159
1.000	118-138
0.618	118-124
HIGH	118-102
0.618	118-089
0.500	118-085
0.382	118-081
LOW	118-067
0.618	118-046
1.000	118-032
1.618	118-011
2.618	117-296
4.250	117-239

Fisher Pivots for day following 11-Nov-2015
Pivot	1 day	3 day
R1	118-085	118-066
PP	118-081	118-059
S1	118-077	118-052

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