ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 121-013 120-262 -0-070 -0.2% 121-098
High 121-013 120-262 -0-070 -0.2% 121-135
Low 121-013 120-258 -0-075 -0.2% 121-067
Close 121-013 120-262 -0-070 -0.2% 121-067
Range 0-000 0-005 0-005 0-068
ATR 0-037 0-040 0-003 7.3% 0-000
Volume 0 378 378 0
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 120-276 120-274 120-265
R3 120-271 120-269 120-264
R2 120-266 120-266 120-263
R1 120-264 120-264 120-263 120-265
PP 120-261 120-261 120-261 120-261
S1 120-259 120-259 120-262 120-260
S2 120-256 120-256 120-262
S3 120-251 120-254 120-261
S4 120-246 120-249 120-260
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-293 121-248 121-105
R3 121-225 121-180 121-086
R2 121-158 121-158 121-080
R1 121-113 121-113 121-074 121-101
PP 121-090 121-090 121-090 121-084
S1 121-045 121-045 121-061 121-034
S2 121-022 121-022 121-055
S3 120-275 120-297 121-049
S4 120-207 120-230 121-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-135 120-258 0-198 0.5% 0-001 0.0% 3% False True 75
10 121-135 120-258 0-198 0.5% 0-000 0.0% 3% False True 37
20 121-135 120-195 0-260 0.7% 0-000 0.0% 26% False False 18
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 0-000
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 120-284
2.618 120-276
1.618 120-271
1.000 120-267
0.618 120-266
HIGH 120-262
0.618 120-261
0.500 120-260
0.382 120-259
LOW 120-258
0.618 120-254
1.000 120-253
1.618 120-249
2.618 120-244
4.250 120-236
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 120-262 121-002
PP 120-261 120-302
S1 120-260 120-282

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

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