ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 29-Sep-2016

Day Change Summary
	Previous	Current
	28-Sep-2016	29-Sep-2016	Change	Change %	Previous Week
Open	121-225	121-202	-0-022	-0.1%	121-075
High	121-253	121-253	0-000	0.0%	121-150
Low	121-193	121-162	-0-030	-0.1%	120-282
Close	121-213	121-233	0-020	0.1%	121-147
Range	0-060	0-090	0-030	50.0%	0-188
ATR	0-098	0-097	-0-001	-0.6%	0-000
Volume	492,260	649,473	157,213	31.9%	2,275,056

Daily Pivots for day following 29-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-166	122-129	121-282
R3	122-076	122-039	121-257
R2	121-306	121-306	121-249
R1	121-269	121-269	121-241	121-288
PP	121-216	121-216	121-216	121-225
S1	121-179	121-179	121-224	121-198
S2	121-126	121-126	121-216
S3	121-036	121-089	121-208
S4	120-266	120-319	121-183

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	121-100	0-160	0.4%	0-077	0.2%	83%	False	False	513,929
10	121-260	120-282	0-298	0.8%	0-084	0.2%	91%	False	False	497,484
20	121-260	120-265	0-315	0.8%	0-103	0.3%	91%	False	False	559,151
40	122-055	120-265	1-110	1.1%	0-104	0.3%	67%	False	False	454,198
60	122-162	120-265	1-218	1.4%	0-092	0.2%	53%	False	False	303,240
80	122-162	120-253	1-230	1.4%	0-069	0.2%	55%	False	False	227,430
100	122-162	119-260	2-222	2.2%	0-055	0.1%	71%	False	False	181,944
120	122-162	119-260	2-222	2.2%	0-046	0.1%	71%	False	False	151,620

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	122-315
2.618	122-168
1.618	122-078
1.000	122-023
0.618	121-308
HIGH	121-253
0.618	121-218
0.500	121-208
0.382	121-197
LOW	121-162
0.618	121-107
1.000	121-072
1.618	121-017
2.618	120-247
4.250	120-100

Fisher Pivots for day following 29-Sep-2016
Pivot	1 day	3 day
R1	121-224	121-225
PP	121-216	121-218
S1	121-208	121-211

Download as Excel Spreadsheet

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

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