ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 121-115 121-153 0-038 0.1% 121-075
High 121-150 121-222 0-072 0.2% 121-150
Low 121-100 121-138 0-038 0.1% 120-282
Close 121-147 121-195 0-048 0.1% 121-147
Range 0-050 0-085 0-035 69.9% 0-188
ATR 0-102 0-101 -0-001 -1.2% 0-000
Volume 356,167 424,972 68,805 19.3% 2,275,056
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-120 122-082 121-242
R3 122-035 121-317 121-218
R2 121-270 121-270 121-211
R1 121-233 121-233 121-203 121-251
PP 121-185 121-185 121-185 121-194
S1 121-148 121-148 121-187 121-166
S2 121-100 121-100 121-179
S3 121-015 121-063 121-172
S4 120-250 120-298 121-148
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-009 122-266 121-251
R3 122-142 122-078 121-199
R2 121-274 121-274 121-182
R1 121-211 121-211 121-165 121-243
PP 121-087 121-087 121-087 121-103
S1 121-023 121-023 121-130 121-055
S2 120-219 120-219 121-113
S3 120-032 120-156 121-096
S4 119-164 119-288 121-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-222 120-282 0-260 0.7% 0-083 0.2% 89% True False 484,787
10 121-222 120-265 0-278 0.7% 0-100 0.3% 90% True False 513,604
20 121-225 120-265 0-280 0.7% 0-104 0.3% 89% False False 597,941
40 122-055 120-265 1-110 1.1% 0-104 0.3% 58% False False 409,775
60 122-162 120-265 1-218 1.4% 0-088 0.2% 47% False False 273,432
80 122-162 120-238 1-245 1.5% 0-066 0.2% 49% False False 205,074
100 122-162 119-260 2-222 2.2% 0-053 0.1% 67% False False 164,059
120 122-162 119-260 2-222 2.2% 0-044 0.1% 67% False False 136,716
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-264
2.618 122-125
1.618 122-040
1.000 121-307
0.618 121-275
HIGH 121-222
0.618 121-190
0.500 121-180
0.382 121-170
LOW 121-138
0.618 121-085
1.000 121-053
1.618 121-000
2.618 120-235
4.250 120-096
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 121-190 121-179
PP 121-185 121-163
S1 121-180 121-146

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

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