ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 121-153 121-210 0-058 0.1% 121-075
High 121-222 121-260 0-038 0.1% 121-150
Low 121-138 121-162 0-025 0.1% 120-282
Close 121-195 121-225 0-030 0.1% 121-147
Range 0-085 0-098 0-013 14.7% 0-188
ATR 0-101 0-101 0-000 -0.2% 0-000
Volume 424,972 646,774 221,802 52.2% 2,275,056
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-188 122-144 121-279
R3 122-091 122-047 121-252
R2 121-313 121-313 121-243
R1 121-269 121-269 121-234 121-291
PP 121-216 121-216 121-216 121-227
S1 121-172 121-172 121-216 121-194
S2 121-118 121-118 121-207
S3 121-021 121-074 121-198
S4 120-243 120-297 121-171
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
5 121-260 120-282 0-298 0.8% 0-089 0.2% 88% True False 533,337
10 121-260 120-282 0-298 0.8% 0-093 0.2% 88% True False 509,589
20 121-260 120-265 0-315 0.8% 0-103 0.3% 89% True False 585,078
40 122-055 120-265 1-110 1.1% 0-104 0.3% 65% False False 425,904
60 122-162 120-265 1-218 1.4% 0-090 0.2% 52% False False 284,212
80 122-162 120-238 1-245 1.5% 0-067 0.2% 54% False False 213,159
100 122-162 119-260 2-222 2.2% 0-054 0.1% 70% False False 170,527
120 122-162 119-260 2-222 2.2% 0-045 0.1% 70% False False 142,106
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-034
2.618 122-195
1.618 122-098
1.000 122-038
0.618 122-000
HIGH 121-260
0.618 121-223
0.500 121-211
0.382 121-200
LOW 121-162
0.618 121-102
1.000 121-065
1.618 121-005
2.618 120-227
4.250 120-068
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 121-220 121-210
PP 121-216 121-195
S1 121-211 121-180

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

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