ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 120-240 120-250 0-010 0.0% 120-105
High 120-247 120-265 0-018 0.0% 120-215
Low 120-190 120-213 0-022 0.1% 120-078
Close 120-240 120-240 0-000 0.0% 120-160
Range 0-057 0-052 -0-005 -8.7% 0-138
ATR 0-055 0-055 0-000 -0.4% 0-000
Volume 1,092 589 -503 -46.1% 1,177
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-077 121-051 120-269
R3 121-024 120-318 120-254
R2 120-292 120-292 120-250
R1 120-266 120-266 120-245 120-252
PP 120-239 120-239 120-239 120-233
S1 120-213 120-213 120-235 120-200
S2 120-187 120-187 120-230
S3 120-134 120-161 120-226
S4 120-082 120-108 120-211
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
5 120-265 120-138 0-127 0.3% 0-063 0.2% 80% True False 598
10 120-265 120-078 0-187 0.5% 0-064 0.2% 87% True False 366
20 121-135 120-078 1-058 1.0% 0-037 0.1% 43% False False 207
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-009
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-168
2.618 121-082
1.618 121-030
1.000 120-317
0.618 120-297
HIGH 120-265
0.618 120-245
0.500 120-239
0.382 120-233
LOW 120-213
0.618 120-180
1.000 120-160
1.618 120-128
2.618 120-075
4.250 119-309
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 120-240 120-229
PP 120-239 120-217
S1 120-239 120-206

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

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