ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 120-318 120-265 -0-053 -0.1% 121-175
High 121-018 120-310 -0-027 -0.1% 121-175
Low 120-253 120-220 -0-033 -0.1% 120-220
Close 120-258 120-278 0-020 0.1% 120-278
Range 0-085 0-090 0-005 5.9% 0-275
ATR 0-095 0-095 0-000 -0.4% 0-000
Volume 612,521 736,483 123,962 20.2% 3,024,648
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-219 121-178 121-007
R3 121-129 121-088 120-302
R2 121-039 121-039 120-294
R1 120-318 120-318 120-286 121-019
PP 120-269 120-269 120-269 120-279
S1 120-228 120-228 120-269 120-249
S2 120-179 120-179 120-261
S3 120-089 120-138 120-253
S4 119-319 120-048 120-228
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 123-196 123-032 121-109
R3 122-241 122-077 121-033
R2 121-286 121-286 121-008
R1 121-122 121-122 120-303 121-066
PP 121-011 121-011 121-011 120-303
S1 120-167 120-167 120-252 120-111
S2 120-056 120-056 120-227
S3 119-101 119-212 120-202
S4 118-146 118-257 120-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-175 120-220 0-275 0.7% 0-087 0.2% 21% False True 604,929
10 121-270 120-220 1-050 1.0% 0-088 0.2% 16% False True 604,426
20 121-270 120-220 1-050 1.0% 0-095 0.2% 16% False True 566,028
40 121-300 120-220 1-080 1.0% 0-102 0.3% 14% False True 548,801
60 122-055 120-220 1-155 1.2% 0-100 0.3% 12% False True 367,060
80 122-162 120-220 1-262 1.5% 0-076 0.2% 10% False True 275,315
100 122-162 119-260 2-222 2.2% 0-061 0.2% 39% False False 220,252
120 122-162 119-260 2-222 2.2% 0-051 0.1% 39% False False 183,543
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 0-027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-053
2.618 121-226
1.618 121-136
1.000 121-080
0.618 121-046
HIGH 120-310
0.618 120-276
0.500 120-265
0.382 120-254
LOW 120-220
0.618 120-164
1.000 120-130
1.618 120-074
2.618 119-304
4.250 119-157
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 120-273 120-301
PP 120-269 120-293
S1 120-265 120-285

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

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