ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 121-202 121-227 0-025 0.1% 121-153
High 121-253 121-270 0-018 0.0% 121-270
Low 121-162 121-153 -0-010 0.0% 121-138
Close 121-233 121-165 -0-068 -0.2% 121-165
Range 0-090 0-118 0-027 30.5% 0-133
ATR 0-097 0-099 0-001 1.5% 0-000
Volume 649,473 806,136 156,663 24.1% 3,019,615
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-228 122-154 121-230
R3 122-111 122-037 121-197
R2 121-313 121-313 121-187
R1 121-239 121-239 121-176 121-218
PP 121-196 121-196 121-196 121-185
S1 121-122 121-122 121-154 121-100
S2 121-078 121-078 121-143
S3 120-281 121-004 121-133
S4 120-163 120-207 121-100
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-268 122-189 121-238
R3 122-136 122-057 121-201
R2 122-003 122-003 121-189
R1 121-244 121-244 121-177 121-284
PP 121-191 121-191 121-191 121-211
S1 121-112 121-112 121-153 121-151
S2 121-058 121-058 121-141
S3 120-246 120-299 121-129
S4 120-113 120-167 121-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-270 121-138 0-133 0.3% 0-090 0.2% 21% True False 603,923
10 121-270 120-282 0-308 0.8% 0-085 0.2% 66% True False 529,467
20 121-270 120-265 1-005 0.8% 0-103 0.3% 68% True False 566,268
40 122-040 120-265 1-095 1.1% 0-105 0.3% 53% False False 474,283
60 122-162 120-265 1-218 1.4% 0-094 0.2% 41% False False 316,676
80 122-162 120-265 1-218 1.4% 0-071 0.2% 41% False False 237,507
100 122-162 119-260 2-222 2.2% 0-057 0.1% 63% False False 190,005
120 122-162 119-260 2-222 2.2% 0-047 0.1% 63% False False 158,338
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 123-129
2.618 122-258
1.618 122-140
1.000 122-068
0.618 122-023
HIGH 121-270
0.618 121-225
0.500 121-211
0.382 121-197
LOW 121-153
0.618 121-080
1.000 121-035
1.618 120-282
2.618 120-165
4.250 119-293
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 121-211 121-211
PP 121-196 121-196
S1 121-180 121-180

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

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