ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 120-150 120-093 -0-058 -0.1% 120-198
High 120-153 120-140 -0-013 0.0% 120-255
Low 120-060 120-045 -0-015 0.0% 120-045
Close 120-093 120-122 0-030 0.1% 120-122
Range 0-093 0-095 0-002 2.7% 0-210
ATR 0-059 0-061 0-003 4.4% 0-000
Volume 20,025 2,518 -17,507 -87.4% 30,026
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-068 121-030 120-175
R3 120-293 120-255 120-149
R2 120-198 120-198 120-140
R1 120-160 120-160 120-131 120-179
PP 120-102 120-102 120-102 120-112
S1 120-065 120-065 120-114 120-084
S2 120-007 120-007 120-105
S3 119-232 119-290 120-096
S4 119-137 119-195 120-070
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-131 122-017 120-238
R3 121-241 121-127 120-180
R2 121-031 121-031 120-161
R1 120-237 120-237 120-142 120-189
PP 120-141 120-141 120-141 120-117
S1 120-027 120-027 120-103 119-299
S2 119-251 119-251 120-084
S3 119-041 119-137 120-065
S4 118-151 118-247 120-007
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-255 120-045 0-210 0.5% 0-076 0.2% 37% False True 6,005
10 120-265 120-045 0-220 0.6% 0-065 0.2% 35% False True 3,903
20 121-013 120-045 0-288 0.7% 0-060 0.2% 27% False True 2,044
40 121-135 120-045 1-090 1.1% 0-030 0.1% 19% False True 1,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 121-224
2.618 121-069
1.618 120-294
1.000 120-235
0.618 120-199
HIGH 120-140
0.618 120-104
0.500 120-092
0.382 120-081
LOW 120-045
0.618 119-306
1.000 119-270
1.618 119-211
2.618 119-116
4.250 118-281
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 120-112 120-129
PP 120-102 120-127
S1 120-092 120-125

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

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