ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 120-235 120-240 0-005 0.0% 121-175
High 120-242 120-307 0-065 0.2% 121-175
Low 120-178 120-238 0-060 0.2% 120-220
Close 120-225 120-300 0-075 0.2% 120-278
Range 0-065 0-070 0-005 7.7% 0-275
ATR 0-090 0-090 -0-001 -0.6% 0-000
Volume 572,333 567,398 -4,935 -0.9% 3,024,648
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-172 121-146 121-018
R3 121-102 121-076 120-319
R2 121-032 121-032 120-313
R1 121-006 121-006 120-306 121-019
PP 120-282 120-282 120-282 120-288
S1 120-256 120-256 120-294 120-269
S2 120-212 120-212 120-287
S3 120-142 120-186 120-281
S4 120-072 120-116 120-262
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
5 120-310 120-178 0-133 0.3% 0-076 0.2% 92% False False 508,345
10 121-270 120-178 1-093 1.1% 0-084 0.2% 30% False False 563,602
20 121-270 120-178 1-093 1.1% 0-084 0.2% 30% False False 530,543
40 121-270 120-178 1-093 1.1% 0-096 0.2% 30% False False 590,624
60 122-055 120-178 1-198 1.3% 0-100 0.3% 24% False False 397,118
80 122-162 120-178 1-305 1.6% 0-080 0.2% 20% False False 297,881
100 122-162 119-278 2-205 2.2% 0-064 0.2% 41% False False 238,304
120 122-162 119-260 2-222 2.2% 0-053 0.1% 42% False False 198,587
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 0-016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-285
2.618 121-171
1.618 121-101
1.000 121-057
0.618 121-031
HIGH 120-307
0.618 120-281
0.500 120-272
0.382 120-264
LOW 120-238
0.618 120-194
1.000 120-168
1.618 120-124
2.618 120-054
4.250 119-260
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 120-291 120-281
PP 120-282 120-262
S1 120-272 120-242

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.