ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 120-220 120-207 -0-013 0.0% 120-207
High 120-265 120-238 -0-027 -0.1% 120-265
Low 120-213 120-200 -0-013 0.0% 120-147
Close 120-227 120-235 0-008 0.0% 120-235
Range 0-052 0-038 -0-015 -28.5% 0-118
ATR 0-055 0-054 -0-001 -2.3% 0-000
Volume 4,739 1,985 -2,754 -58.1% 9,008
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-017 121-003 120-256
R3 120-299 120-286 120-245
R2 120-262 120-262 120-242
R1 120-248 120-248 120-238 120-255
PP 120-224 120-224 120-224 120-228
S1 120-211 120-211 120-232 120-218
S2 120-187 120-187 120-228
S3 120-149 120-173 120-225
S4 120-112 120-136 120-214
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-248 121-199 120-300
R3 121-131 121-082 120-267
R2 121-013 121-013 120-257
R1 120-284 120-284 120-246 120-309
PP 120-216 120-216 120-216 120-228
S1 120-167 120-167 120-224 120-191
S2 120-098 120-098 120-213
S3 119-301 120-049 120-203
S4 119-183 119-252 120-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-265 120-147 0-118 0.3% 0-054 0.1% 74% False False 1,801
10 120-265 120-078 0-187 0.5% 0-058 0.2% 84% False False 1,018
20 121-135 120-078 1-058 1.0% 0-041 0.1% 42% False False 543
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0-008
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 121-077
2.618 121-016
1.618 120-298
1.000 120-275
0.618 120-261
HIGH 120-238
0.618 120-223
0.500 120-219
0.382 120-214
LOW 120-200
0.618 120-177
1.000 120-162
1.618 120-139
2.618 120-102
4.250 120-041
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 120-230 120-234
PP 120-224 120-233
S1 120-219 120-232

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

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