ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 120-145 120-138 -0-007 0.0% 120-105
High 120-198 120-215 0-018 0.0% 120-215
Low 120-142 120-138 -0-005 0.0% 120-078
Close 120-195 120-160 -0-035 -0.1% 120-160
Range 0-055 0-078 0-022 40.9% 0-138
ATR 0-052 0-054 0-002 3.5% 0-000
Volume 516 191 -325 -63.0% 1,177
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-083 121-039 120-203
R3 121-006 120-282 120-181
R2 120-248 120-248 120-174
R1 120-204 120-204 120-167 120-226
PP 120-171 120-171 120-171 120-182
S1 120-127 120-127 120-153 120-149
S2 120-093 120-093 120-146
S3 120-016 120-049 120-139
S4 119-258 119-292 120-117
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-243 121-179 120-236
R3 121-106 121-042 120-198
R2 120-288 120-288 120-185
R1 120-224 120-224 120-173 120-256
PP 120-151 120-151 120-151 120-167
S1 120-087 120-087 120-147 120-119
S2 120-013 120-013 120-135
S3 119-196 119-269 120-122
S4 119-058 119-132 120-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-215 120-078 0-138 0.4% 0-062 0.2% 60% True False 235
10 121-013 120-078 0-255 0.7% 0-055 0.1% 32% False False 186
20 121-135 120-078 1-058 1.0% 0-028 0.1% 22% False False 93
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-224
2.618 121-098
1.618 121-020
1.000 120-293
0.618 120-263
HIGH 120-215
0.618 120-185
0.500 120-176
0.382 120-167
LOW 120-138
0.618 120-090
1.000 120-060
1.618 120-012
2.618 119-255
4.250 119-128
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 120-176 120-155
PP 120-171 120-151
S1 120-165 120-146

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

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