ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 121-113 121-038 -0-075 -0.2% 121-153
High 121-120 121-062 -0-058 -0.1% 121-270
Low 121-030 120-287 -0-063 -0.2% 121-138
Close 121-042 120-310 -0-052 -0.1% 121-165
Range 0-090 0-095 0-005 5.6% 0-133
ATR 0-096 0-096 0-000 -0.1% 0-000
Volume 639,308 547,763 -91,545 -14.3% 3,019,615
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-292 121-236 121-042
R3 121-197 121-141 121-016
R2 121-102 121-102 121-007
R1 121-046 121-046 120-319 121-026
PP 121-007 121-007 121-007 120-317
S1 120-271 120-271 120-301 120-251
S2 120-232 120-232 120-293
S3 120-137 120-176 120-284
S4 120-042 120-081 120-258
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
5 121-270 120-287 0-303 0.8% 0-093 0.2% 7% False True 626,250
10 121-270 120-287 0-303 0.8% 0-084 0.2% 7% False True 557,389
20 121-270 120-265 1-005 0.8% 0-098 0.3% 14% False False 563,376
40 121-300 120-265 1-035 0.9% 0-103 0.3% 13% False False 515,343
60 122-055 120-265 1-110 1.1% 0-098 0.3% 10% False False 344,603
80 122-162 120-265 1-218 1.4% 0-074 0.2% 8% False False 258,452
100 122-162 119-260 2-222 2.2% 0-059 0.2% 43% False False 206,762
120 122-162 119-260 2-222 2.2% 0-049 0.1% 43% False False 172,301
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-146
2.618 121-311
1.618 121-216
1.000 121-158
0.618 121-121
HIGH 121-062
0.618 121-026
0.500 121-015
0.382 121-004
LOW 120-287
0.618 120-229
1.000 120-192
1.618 120-134
2.618 120-039
4.250 119-204
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 121-015 121-071
PP 121-007 121-044
S1 120-318 121-017

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

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