ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 121-022 120-298 -0-045 -0.1% 120-262
High 121-042 121-010 -0-032 -0.1% 121-055
Low 120-287 120-262 -0-025 -0.1% 120-242
Close 120-305 120-302 -0-002 0.0% 121-018
Range 0-075 0-068 -0-007 -10.0% 0-133
ATR 0-081 0-080 -0-001 -1.2% 0-000
Volume 413,229 551,640 138,411 33.5% 2,365,728
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-181 121-149 121-020
R3 121-113 121-082 121-001
R2 121-046 121-046 120-315
R1 121-014 121-014 120-309 121-030
PP 120-298 120-298 120-298 120-306
S1 120-267 120-267 120-296 120-282
S2 120-231 120-231 120-290
S3 120-163 120-199 120-284
S4 120-096 120-132 120-265
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
5 121-055 120-262 0-113 0.3% 0-061 0.2% 36% False True 462,926
10 121-055 120-178 0-198 0.5% 0-068 0.2% 63% False False 509,649
20 121-270 120-178 1-093 1.1% 0-077 0.2% 30% False False 536,726
40 121-270 120-178 1-093 1.1% 0-090 0.2% 30% False False 560,902
60 122-055 120-178 1-198 1.3% 0-095 0.2% 24% False False 462,845
80 122-162 120-178 1-305 1.6% 0-087 0.2% 20% False False 347,340
100 122-162 120-178 1-305 1.6% 0-069 0.2% 20% False False 277,872
120 122-162 119-260 2-222 2.2% 0-058 0.1% 42% False False 231,560
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 True
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-297
2.618 121-187
1.618 121-119
1.000 121-078
0.618 121-052
HIGH 121-010
0.618 120-304
0.500 120-296
0.382 120-288
LOW 120-262
0.618 120-221
1.000 120-195
1.618 120-153
2.618 120-086
4.250 119-296
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 120-300 120-312
PP 120-298 120-309
S1 120-296 120-306

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

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