ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 120-207 120-198 -0-010 0.0% 120-207
High 120-238 120-255 0-018 0.0% 120-265
Low 120-200 120-187 -0-013 0.0% 120-147
Close 120-235 120-200 -0-035 -0.1% 120-235
Range 0-038 0-068 0-030 80.0% 0-118
ATR 0-054 0-055 0-001 1.8% 0-000
Volume 1,985 1,477 -508 -25.6% 9,008
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-097 121-056 120-237
R3 121-029 120-308 120-219
R2 120-282 120-282 120-212
R1 120-241 120-241 120-206 120-261
PP 120-214 120-214 120-214 120-224
S1 120-173 120-173 120-194 120-194
S2 120-147 120-147 120-188
S3 120-079 120-106 120-181
S4 120-012 120-038 120-163
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
5 120-265 120-187 0-078 0.2% 0-053 0.1% 16% False True 1,976
10 120-265 120-078 0-187 0.5% 0-056 0.1% 65% False False 1,166
20 121-135 120-078 1-058 1.0% 0-045 0.1% 32% False False 617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-222
2.618 121-112
1.618 121-044
1.000 121-003
0.618 120-297
HIGH 120-255
0.618 120-229
0.500 120-221
0.382 120-213
LOW 120-187
0.618 120-146
1.000 120-120
1.618 120-078
2.618 120-011
4.250 119-221
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 120-221 120-226
PP 120-214 120-217
S1 120-207 120-209

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

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