ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 18-Oct-2016
Day Change Summary
Previous Current
17-Oct-2016 18-Oct-2016 Change Change % Previous Week
Open 120-207 120-240 0-033 0.1% 120-105
High 120-220 120-247 0-027 0.1% 120-215
Low 120-147 120-190 0-043 0.1% 120-078
Close 120-210 120-240 0-030 0.1% 120-160
Range 0-073 0-057 -0-015 -20.7% 0-138
ATR 0-055 0-055 0-000 0.3% 0-000
Volume 603 1,092 489 81.1% 1,177
Daily Pivots for day following 18-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-078 121-057 120-272
R3 121-021 120-319 120-256
R2 120-283 120-283 120-251
R1 120-262 120-262 120-245 120-269
PP 120-226 120-226 120-226 120-229
S1 120-204 120-204 120-235 120-211
S2 120-168 120-168 120-229
S3 120-111 120-147 120-224
S4 120-053 120-089 120-208
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
5 120-247 120-078 0-170 0.4% 0-062 0.2% 96% True False 553
10 120-280 120-078 0-202 0.5% 0-068 0.2% 80% False False 318
20 121-135 120-078 1-058 1.0% 0-034 0.1% 43% False False 178
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 0-011
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-172
2.618 121-078
1.618 121-020
1.000 120-305
0.618 120-283
HIGH 120-247
0.618 120-226
0.500 120-219
0.382 120-212
LOW 120-190
0.618 120-154
1.000 120-133
1.618 120-097
2.618 120-040
4.250 119-266
Fisher Pivots for day following 18-Oct-2016
Pivot 1 day 3 day
R1 120-233 120-224
PP 120-226 120-208
S1 120-219 120-192

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

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