ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 120-280 120-262 -0-018 0.0% 120-298
High 121-005 121-007 0-002 0.0% 121-005
Low 120-240 120-242 0-002 0.0% 120-178
Close 120-265 120-313 0-048 0.1% 120-265
Range 0-085 0-085 0-000 0.0% 0-147
ATR 0-089 0-089 0-000 -0.4% 0-000
Volume 626,167 457,592 -168,575 -26.9% 2,431,410
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-229 121-196 121-039
R3 121-144 121-111 121-016
R2 121-059 121-059 121-008
R1 121-026 121-026 121-000 121-042
PP 120-294 120-294 120-294 120-302
S1 120-261 120-261 120-305 120-278
S2 120-209 120-209 120-297
S3 120-124 120-176 120-289
S4 120-039 120-091 120-266
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-058 121-309 121-026
R3 121-231 121-162 120-306
R2 121-083 121-083 120-292
R1 121-014 121-014 120-279 120-295
PP 120-256 120-256 120-256 120-236
S1 120-187 120-187 120-251 120-148
S2 120-108 120-108 120-238
S3 119-281 120-039 120-224
S4 119-133 119-212 120-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-007 120-178 0-150 0.4% 0-071 0.2% 90% True False 557,500
10 121-120 120-178 0-262 0.7% 0-082 0.2% 51% False False 542,507
20 121-270 120-178 1-093 1.1% 0-084 0.2% 33% False False 546,611
40 121-270 120-178 1-093 1.1% 0-096 0.2% 33% False False 615,615
60 122-055 120-178 1-198 1.3% 0-099 0.3% 26% False False 415,118
80 122-162 120-178 1-305 1.6% 0-082 0.2% 22% False False 311,428
100 122-162 119-295 2-187 2.1% 0-065 0.2% 41% False False 249,142
120 122-162 119-260 2-222 2.2% 0-055 0.1% 43% False False 207,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-018
Fibonacci Retracements and Extensions
4.250 122-049
2.618 121-230
1.618 121-145
1.000 121-092
0.618 121-060
HIGH 121-007
0.618 120-295
0.500 120-285
0.382 120-275
LOW 120-242
0.618 120-190
1.000 120-158
1.618 120-105
2.618 120-020
4.250 119-201
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 120-303 120-303
PP 120-294 120-293
S1 120-285 120-282

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

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