ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 121-210 121-225 0-015 0.0% 121-075
High 121-260 121-253 -0-007 0.0% 121-150
Low 121-162 121-193 0-030 0.1% 120-282
Close 121-225 121-213 -0-012 0.0% 121-147
Range 0-098 0-060 -0-038 -38.5% 0-188
ATR 0-101 0-098 -0-003 -2.9% 0-000
Volume 646,774 492,260 -154,514 -23.9% 2,275,056
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-079 122-046 121-246
R3 122-019 121-306 121-229
R2 121-279 121-279 121-224
R1 121-246 121-246 121-218 121-233
PP 121-219 121-219 121-219 121-213
S1 121-186 121-186 121-207 121-173
S2 121-159 121-159 121-202
S3 121-099 121-126 121-196
S4 121-039 121-066 121-180
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
5 121-260 121-070 0-190 0.5% 0-074 0.2% 75% False False 488,528
10 121-260 120-282 0-298 0.8% 0-088 0.2% 84% False False 503,721
20 121-260 120-265 0-315 0.8% 0-102 0.3% 85% False False 568,528
40 122-055 120-265 1-110 1.1% 0-104 0.3% 62% False False 438,009
60 122-162 120-265 1-218 1.4% 0-091 0.2% 50% False False 292,416
80 122-162 120-253 1-230 1.4% 0-068 0.2% 51% False False 219,312
100 122-162 119-260 2-222 2.2% 0-054 0.1% 69% False False 175,449
120 122-162 119-260 2-222 2.2% 0-045 0.1% 69% False False 146,208
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-188
2.618 122-090
1.618 122-030
1.000 121-313
0.618 121-290
HIGH 121-253
0.618 121-230
0.500 121-223
0.382 121-215
LOW 121-193
0.618 121-155
1.000 121-133
1.618 121-095
2.618 121-035
4.250 120-258
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 121-223 121-208
PP 121-219 121-203
S1 121-216 121-199

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

View Archives - Comment on this page... - Back to Index of Symbols