ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 120-298 120-305 0-007 0.0% 120-262
High 121-010 121-000 -0-010 0.0% 121-055
Low 120-262 120-253 -0-010 0.0% 120-242
Close 120-302 120-267 -0-035 -0.1% 121-018
Range 0-068 0-067 0-000 0.0% 0-133
ATR 0-080 0-079 -0-001 -1.1% 0-000
Volume 551,640 587,251 35,611 6.5% 2,365,728
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-162 121-122 120-305
R3 121-095 121-055 120-286
R2 121-027 121-027 120-280
R1 120-307 120-307 120-274 120-294
PP 120-280 120-280 120-280 120-273
S1 120-240 120-240 120-261 120-226
S2 120-213 120-213 120-255
S3 120-145 120-173 120-249
S4 120-078 120-105 120-230
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
5 121-047 120-253 0-115 0.3% 0-062 0.2% 13% False True 482,432
10 121-055 120-238 0-138 0.4% 0-069 0.2% 22% False False 511,141
20 121-270 120-178 1-093 1.1% 0-077 0.2% 22% False False 541,475
40 121-270 120-178 1-093 1.1% 0-090 0.2% 22% False False 555,001
60 122-055 120-178 1-198 1.3% 0-095 0.2% 17% False False 472,498
80 122-162 120-178 1-305 1.6% 0-087 0.2% 14% False False 354,681
100 122-162 120-178 1-305 1.6% 0-070 0.2% 14% False False 283,744
120 122-162 119-260 2-222 2.2% 0-058 0.2% 38% False False 236,454
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 0-020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-287
2.618 121-177
1.618 121-109
1.000 121-067
0.618 121-042
HIGH 121-000
0.618 120-294
0.500 120-286
0.382 120-278
LOW 120-253
0.618 120-211
1.000 120-185
1.618 120-143
2.618 120-076
4.250 119-286
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 120-286 120-308
PP 120-280 120-294
S1 120-274 120-281

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

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