ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 120-190 120-245 0-055 0.1% 121-022
High 120-255 120-270 0-015 0.0% 121-042
Low 120-158 120-227 0-070 0.2% 120-158
Close 120-235 120-255 0-020 0.1% 120-235
Range 0-098 0-043 -0-055 -56.4% 0-205
ATR 0-081 0-079 -0-003 -3.4% 0-000
Volume 691,411 580,767 -110,644 -16.0% 3,037,898
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-058 121-039 120-278
R3 121-016 120-317 120-267
R2 120-293 120-293 120-263
R1 120-274 120-274 120-259 120-284
PP 120-251 120-251 120-251 120-256
S1 120-232 120-232 120-251 120-241
S2 120-208 120-208 120-247
S3 120-166 120-189 120-243
S4 120-123 120-147 120-232
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-227 122-116 121-028
R3 122-022 121-231 120-291
R2 121-137 121-137 120-273
R1 121-026 121-026 120-254 120-299
PP 120-252 120-252 120-252 120-228
S1 120-141 120-141 120-216 120-094
S2 120-047 120-047 120-197
S3 119-162 119-256 120-179
S4 118-277 119-051 120-122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-010 120-158 0-173 0.4% 0-074 0.2% 57% False False 641,087
10 121-055 120-158 0-218 0.6% 0-068 0.2% 45% False False 552,680
20 121-120 120-158 0-282 0.7% 0-075 0.2% 35% False False 547,593
40 121-270 120-158 1-113 1.1% 0-087 0.2% 23% False False 551,306
60 121-300 120-158 1-142 1.2% 0-093 0.2% 21% False False 506,801
80 122-055 120-158 1-218 1.4% 0-090 0.2% 18% False False 380,513
100 122-162 120-158 2-005 1.7% 0-072 0.2% 15% False False 304,410
120 122-162 119-260 2-222 2.2% 0-060 0.2% 37% False False 253,675
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 72 trading days
Fibonacci Retracements and Extensions
4.250 121-131
2.618 121-061
1.618 121-019
1.000 120-313
0.618 120-296
HIGH 120-270
0.618 120-254
0.500 120-249
0.382 120-244
LOW 120-227
0.618 120-201
1.000 120-185
1.618 120-159
2.618 120-116
4.250 120-047
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 120-253 120-241
PP 120-251 120-228
S1 120-249 120-214

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

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