ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 120-245 120-155 -0-090 -0.2% 121-098
High 120-280 120-235 -0-045 -0.1% 121-135
Low 120-190 120-155 -0-035 -0.1% 121-067
Close 120-207 120-155 -0-052 -0.1% 121-067
Range 0-090 0-080 -0-010 -11.1% 0-068
ATR 0-043 0-046 0-003 6.0% 0-000
Volume 105 98 -7 -6.7% 0
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-102 121-048 120-199
R3 121-022 120-288 120-177
R2 120-262 120-262 120-170
R1 120-208 120-208 120-162 120-195
PP 120-182 120-182 120-182 120-175
S1 120-128 120-128 120-148 120-115
S2 120-102 120-102 120-140
S3 120-022 120-048 120-133
S4 119-262 119-288 120-111
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
5 121-067 120-155 0-232 0.6% 0-035 0.1% 0% False True 116
10 121-135 120-155 0-300 0.8% 0-017 0.0% 0% False True 58
20 121-135 120-155 0-300 0.8% 0-009 0.0% 0% False True 29
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 False
Bear Hook False
Bull Hook False
Stretch 0-004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-255
2.618 121-124
1.618 121-044
1.000 120-315
0.618 120-284
HIGH 120-235
0.618 120-204
0.500 120-195
0.382 120-186
LOW 120-155
0.618 120-106
1.000 120-075
1.618 120-026
2.618 119-266
4.250 119-135
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 120-195 120-218
PP 120-182 120-197
S1 120-168 120-176

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

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