ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 120-262 120-307 0-045 0.1% 120-298
High 121-007 121-040 0-033 0.1% 121-005
Low 120-242 120-287 0-045 0.1% 120-178
Close 120-313 121-022 0-030 0.1% 120-265
Range 0-085 0-073 -0-012 -14.7% 0-147
ATR 0-089 0-088 -0-001 -1.3% 0-000
Volume 457,592 558,375 100,783 22.0% 2,431,410
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-228 121-198 121-062
R3 121-155 121-125 121-042
R2 121-083 121-083 121-036
R1 121-053 121-053 121-029 121-068
PP 121-010 121-010 121-010 121-017
S1 120-300 120-300 121-016 120-315
S2 120-257 120-257 121-009
S3 120-185 120-227 121-003
S4 120-112 120-155 120-303
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
5 121-040 120-178 0-182 0.5% 0-075 0.2% 90% True False 556,373
10 121-062 120-178 0-205 0.5% 0-080 0.2% 80% False False 534,414
20 121-270 120-178 1-093 1.1% 0-084 0.2% 40% False False 554,329
40 121-270 120-178 1-093 1.1% 0-095 0.2% 40% False False 627,390
60 122-055 120-178 1-198 1.3% 0-099 0.3% 32% False False 424,410
80 122-162 120-178 1-305 1.6% 0-083 0.2% 26% False False 318,407
100 122-162 119-295 2-187 2.1% 0-066 0.2% 44% False False 254,726
120 122-162 119-260 2-222 2.2% 0-055 0.1% 47% False False 212,271
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-028
2.618 121-230
1.618 121-157
1.000 121-113
0.618 121-085
HIGH 121-040
0.618 121-012
0.500 121-004
0.382 120-315
LOW 120-287
0.618 120-243
1.000 120-215
1.618 120-170
2.618 120-098
4.250 119-299
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 121-016 121-008
PP 121-010 120-314
S1 121-004 120-300

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

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