ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 07-Oct-2016
Day Change Summary
Previous Current
06-Oct-2016 07-Oct-2016 Change Change % Previous Week
Open 120-155 120-160 0-005 0.0% 121-013
High 120-235 120-205 -0-030 -0.1% 121-013
Low 120-155 120-138 -0-018 0.0% 120-138
Close 120-155 120-173 0-018 0.0% 120-173
Range 0-080 0-067 -0-013 -15.6% 0-195
ATR 0-046 0-048 0-002 3.3% 0-000
Volume 98 107 9 9.2% 688
Daily Pivots for day following 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-054 121-021 120-210
R3 120-307 120-273 120-191
R2 120-239 120-239 120-185
R1 120-206 120-206 120-179 120-222
PP 120-172 120-172 120-172 120-180
S1 120-138 120-138 120-166 120-155
S2 120-104 120-104 120-160
S3 120-037 120-071 120-154
S4 119-289 120-003 120-135
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-159 122-041 120-280
R3 121-284 121-166 120-226
R2 121-089 121-089 120-208
R1 120-291 120-291 120-190 120-253
PP 120-214 120-214 120-214 120-195
S1 120-096 120-096 120-155 120-058
S2 120-019 120-019 120-137
S3 119-144 119-221 120-119
S4 118-269 119-026 120-065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-013 120-138 0-195 0.5% 0-048 0.1% 18% False True 137
10 121-135 120-138 0-318 0.8% 0-024 0.1% 11% False True 68
20 121-135 120-138 0-318 0.8% 0-012 0.0% 11% False True 34
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 0-006
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-172
2.618 121-062
1.618 120-314
1.000 120-272
0.618 120-247
HIGH 120-205
0.618 120-179
0.500 120-171
0.382 120-163
LOW 120-138
0.618 120-096
1.000 120-070
1.618 120-028
2.618 119-281
4.250 119-171
Fisher Pivots for day following 07-Oct-2016
Pivot 1 day 3 day
R1 120-172 120-209
PP 120-172 120-197
S1 120-171 120-185

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

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