ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 121-225 121-202 -0-022 -0.1% 121-075
High 121-253 121-253 0-000 0.0% 121-150
Low 121-193 121-162 -0-030 -0.1% 120-282
Close 121-213 121-233 0-020 0.1% 121-147
Range 0-060 0-090 0-030 50.0% 0-188
ATR 0-098 0-097 -0-001 -0.6% 0-000
Volume 492,260 649,473 157,213 31.9% 2,275,056
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-166 122-129 121-282
R3 122-076 122-039 121-257
R2 121-306 121-306 121-249
R1 121-269 121-269 121-241 121-288
PP 121-216 121-216 121-216 121-225
S1 121-179 121-179 121-224 121-198
S2 121-126 121-126 121-216
S3 121-036 121-089 121-208
S4 120-266 120-319 121-183
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-009 122-266 121-251
R3 122-142 122-078 121-199
R2 121-274 121-274 121-182
R1 121-211 121-211 121-165 121-243
PP 121-087 121-087 121-087 121-103
S1 121-023 121-023 121-130 121-055
S2 120-219 120-219 121-113
S3 120-032 120-156 121-096
S4 119-164 119-288 121-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-260 121-100 0-160 0.4% 0-077 0.2% 83% False False 513,929
10 121-260 120-282 0-298 0.8% 0-084 0.2% 91% False False 497,484
20 121-260 120-265 0-315 0.8% 0-103 0.3% 91% False False 559,151
40 122-055 120-265 1-110 1.1% 0-104 0.3% 67% False False 454,198
60 122-162 120-265 1-218 1.4% 0-092 0.2% 53% False False 303,240
80 122-162 120-253 1-230 1.4% 0-069 0.2% 55% False False 227,430
100 122-162 119-260 2-222 2.2% 0-055 0.1% 71% False False 181,944
120 122-162 119-260 2-222 2.2% 0-046 0.1% 71% False False 151,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-315
2.618 122-168
1.618 122-078
1.000 122-023
0.618 121-308
HIGH 121-253
0.618 121-218
0.500 121-208
0.382 121-197
LOW 121-162
0.618 121-107
1.000 121-072
1.618 121-017
2.618 120-247
4.250 120-100
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 121-224 121-225
PP 121-216 121-218
S1 121-208 121-211

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

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