ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 120-105 120-105 0-000 0.0% 121-013
High 120-182 120-147 -0-035 -0.1% 121-013
Low 120-098 120-105 0-007 0.0% 120-138
Close 120-113 120-130 0-018 0.0% 120-173
Range 0-085 0-042 -0-042 -50.0% 0-195
ATR 0-050 0-050 -0-001 -1.1% 0-000
Volume 1 103 102 10,200.0% 688
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 120-255 120-235 120-153
R3 120-212 120-193 120-142
R2 120-170 120-170 120-138
R1 120-150 120-150 120-134 120-160
PP 120-127 120-127 120-127 120-132
S1 120-108 120-108 120-126 120-118
S2 120-085 120-085 120-122
S3 120-043 120-065 120-118
S4 120-000 120-023 120-107
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% 0-073 0.2% 18% False False 82
10 121-135 120-098 1-038 0.9% 0-037 0.1% 9% False False 79
20 121-135 120-098 1-038 0.9% 0-018 0.0% 9% False False 39
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-006
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-008
2.618 120-259
1.618 120-216
1.000 120-190
0.618 120-174
HIGH 120-147
0.618 120-131
0.500 120-126
0.382 120-121
LOW 120-105
0.618 120-079
1.000 120-062
1.618 120-036
2.618 119-314
4.250 119-244
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 120-129 120-151
PP 120-127 120-144
S1 120-126 120-137

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

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