ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 120-198 120-167 -0-030 -0.1% 120-207
High 120-255 120-222 -0-033 -0.1% 120-265
Low 120-187 120-162 -0-025 -0.1% 120-147
Close 120-200 120-200 0-000 0.0% 120-235
Range 0-068 0-060 -0-008 -11.1% 0-118
ATR 0-055 0-055 0-000 0.7% 0-000
Volume 1,477 4,384 2,907 196.8% 9,008
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-055 121-027 120-233
R3 120-315 120-287 120-216
R2 120-255 120-255 120-211
R1 120-227 120-227 120-206 120-241
PP 120-195 120-195 120-195 120-202
S1 120-167 120-167 120-194 120-181
S2 120-135 120-135 120-189
S3 120-075 120-107 120-184
S4 120-015 120-047 120-167
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
5 120-265 120-162 0-102 0.3% 0-054 0.1% 37% False True 2,634
10 120-265 120-078 0-187 0.5% 0-058 0.2% 65% False False 1,594
20 121-135 120-078 1-058 1.0% 0-048 0.1% 32% False False 836
40 121-135 120-078 1-058 1.0% 0-024 0.1% 32% False False 418
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 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-157
2.618 121-060
1.618 121-000
1.000 120-282
0.618 120-260
HIGH 120-222
0.618 120-200
0.500 120-192
0.382 120-185
LOW 120-162
0.618 120-125
1.000 120-102
1.618 120-065
2.618 120-005
4.250 119-227
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 120-197 120-209
PP 120-195 120-206
S1 120-192 120-203

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

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