ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 121-033 120-313 -0-040 -0.1% 120-262
High 121-047 121-022 -0-025 -0.1% 121-055
Low 120-310 120-298 -0-013 0.0% 120-242
Close 121-010 121-018 0-007 0.0% 121-018
Range 0-057 0-045 -0-012 -21.7% 0-133
ATR 0-084 0-081 -0-003 -3.3% 0-000
Volume 486,634 373,410 -113,224 -23.3% 2,365,728
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-141 121-124 121-042
R3 121-096 121-079 121-030
R2 121-051 121-051 121-026
R1 121-034 121-034 121-022 121-042
PP 121-006 121-006 121-006 121-010
S1 120-309 120-309 121-013 120-318
S2 120-281 120-281 121-009
S3 120-236 120-264 121-005
S4 120-191 120-219 120-313
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-076 122-019 121-090
R3 121-263 121-207 121-054
R2 121-131 121-131 121-042
R1 121-074 121-074 121-030 121-103
PP 120-318 120-318 120-318 121-013
S1 120-262 120-262 121-005 120-290
S2 120-186 120-186 120-313
S3 120-053 120-129 120-301
S4 119-241 119-317 120-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-055 120-242 0-133 0.3% 0-064 0.2% 72% False False 473,145
10 121-055 120-178 0-198 0.5% 0-069 0.2% 81% False False 479,713
20 121-270 120-178 1-093 1.1% 0-079 0.2% 39% False False 542,070
40 121-270 120-178 1-093 1.1% 0-094 0.2% 39% False False 591,928
60 122-055 120-178 1-198 1.3% 0-097 0.3% 31% False False 446,815
80 122-162 120-178 1-305 1.6% 0-085 0.2% 26% False False 335,279
100 122-162 120-027 2-135 2.0% 0-068 0.2% 40% False False 268,223
120 122-162 119-260 2-222 2.2% 0-057 0.1% 46% False False 223,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 121-214
2.618 121-140
1.618 121-095
1.000 121-067
0.618 121-050
HIGH 121-022
0.618 121-005
0.500 121-000
0.382 120-315
LOW 120-298
0.618 120-270
1.000 120-253
1.618 120-225
2.618 120-180
4.250 120-106
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 121-012 121-017
PP 121-006 121-017
S1 121-000 121-016

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

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