ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 120-305 120-260 -0-045 -0.1% 120-262
High 121-000 120-265 -0-055 -0.1% 121-055
Low 120-253 120-173 -0-080 -0.2% 120-242
Close 120-267 120-205 -0-062 -0.2% 121-018
Range 0-067 0-092 0-025 37.0% 0-133
ATR 0-079 0-080 0-001 1.4% 0-000
Volume 587,251 794,367 207,116 35.3% 2,365,728
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-172 121-121 120-256
R3 121-079 121-028 120-230
R2 120-307 120-307 120-222
R1 120-256 120-256 120-213 120-235
PP 120-214 120-214 120-214 120-204
S1 120-163 120-163 120-197 120-143
S2 120-122 120-122 120-188
S3 120-029 120-071 120-180
S4 119-257 119-298 120-154
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
5 121-042 120-173 0-190 0.5% 0-069 0.2% 17% False True 543,979
10 121-055 120-173 0-202 0.5% 0-071 0.2% 16% False True 533,838
20 121-270 120-173 1-098 1.1% 0-077 0.2% 8% False True 548,720
40 121-270 120-173 1-098 1.1% 0-090 0.2% 8% False True 553,935
60 122-055 120-173 1-202 1.4% 0-095 0.2% 6% False True 485,705
80 122-162 120-173 1-310 1.6% 0-089 0.2% 5% False True 364,610
100 122-162 120-173 1-310 1.6% 0-071 0.2% 5% False True 291,688
120 122-162 119-260 2-222 2.2% 0-059 0.2% 31% False False 243,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 122-018
2.618 121-187
1.618 121-095
1.000 121-037
0.618 121-002
HIGH 120-265
0.618 120-230
0.500 120-219
0.382 120-208
LOW 120-173
0.618 120-115
1.000 120-080
1.618 120-023
2.618 119-250
4.250 119-099
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 120-219 120-251
PP 120-214 120-236
S1 120-210 120-220

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

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