ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 31-Oct-2016
Day Change Summary
Previous Current
28-Oct-2016 31-Oct-2016 Change Change % Previous Week
Open 120-093 120-140 0-047 0.1% 120-198
High 120-140 120-158 0-018 0.0% 120-255
Low 120-045 120-127 0-082 0.2% 120-045
Close 120-122 120-142 0-020 0.1% 120-122
Range 0-095 0-030 -0-065 -68.4% 0-210
ATR 0-061 0-059 -0-002 -3.1% 0-000
Volume 2,518 2,976 458 18.2% 30,026
Daily Pivots for day following 31-Oct-2016
Classic Woodie Camarilla DeMark
R4 120-233 120-218 120-159
R3 120-203 120-188 120-151
R2 120-173 120-173 120-148
R1 120-158 120-158 120-145 120-165
PP 120-142 120-142 120-142 120-146
S1 120-127 120-127 120-140 120-135
S2 120-112 120-112 120-137
S3 120-082 120-097 120-134
S4 120-052 120-067 120-126
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
5 120-222 120-045 0-178 0.5% 0-068 0.2% 55% False False 6,305
10 120-265 120-045 0-220 0.6% 0-061 0.2% 44% False False 4,140
20 120-280 120-045 0-235 0.6% 0-062 0.2% 41% False False 2,193
40 121-135 120-045 1-090 1.1% 0-031 0.1% 24% False False 1,096
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 False
Bull Hook False
Stretch 0-012
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 120-285
2.618 120-236
1.618 120-206
1.000 120-188
0.618 120-176
HIGH 120-158
0.618 120-146
0.500 120-142
0.382 120-139
LOW 120-127
0.618 120-109
1.000 120-097
1.618 120-079
2.618 120-049
4.250 120-000
Fisher Pivots for day following 31-Oct-2016
Pivot 1 day 3 day
R1 120-142 120-129
PP 120-142 120-115
S1 120-142 120-101

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

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