ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 120-160 120-105 -0-055 -0.1% 121-013
High 120-205 120-182 -0-022 -0.1% 121-013
Low 120-138 120-098 -0-040 -0.1% 120-138
Close 120-173 120-113 -0-060 -0.2% 120-173
Range 0-067 0-085 0-018 25.9% 0-195
ATR 0-048 0-050 0-003 5.6% 0-000
Volume 107 1 -106 -99.1% 688
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-066 121-014 120-159
R3 120-301 120-249 120-136
R2 120-216 120-216 120-128
R1 120-164 120-164 120-120 120-190
PP 120-131 120-131 120-131 120-144
S1 120-079 120-079 120-105 120-105
S2 120-046 120-046 120-097
S3 119-281 119-314 120-089
S4 119-196 119-229 120-066
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
5 120-280 120-098 0-182 0.5% 0-065 0.2% 8% False True 137
10 121-135 120-098 1-038 0.9% 0-033 0.1% 4% False True 68
20 121-135 120-098 1-038 0.9% 0-016 0.0% 4% False True 34
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-224
2.618 121-085
1.618 121-000
1.000 120-267
0.618 120-235
HIGH 120-182
0.618 120-150
0.500 120-140
0.382 120-130
LOW 120-098
0.618 120-045
1.000 120-013
1.618 119-280
2.618 119-195
4.250 119-056
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 120-140 120-166
PP 120-131 120-148
S1 120-122 120-130

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

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