ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 121-227 121-175 -0-052 -0.1% 121-153
High 121-270 121-175 -0-095 -0.2% 121-270
Low 121-153 121-102 -0-050 -0.1% 121-138
Close 121-165 121-110 -0-055 -0.1% 121-165
Range 0-118 0-073 -0-045 -38.3% 0-133
ATR 0-099 0-097 -0-002 -1.9% 0-000
Volume 806,136 488,573 -317,563 -39.4% 3,019,615
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-027 121-301 121-150
R3 121-274 121-228 121-130
R2 121-202 121-202 121-123
R1 121-156 121-156 121-117 121-143
PP 121-129 121-129 121-129 121-123
S1 121-083 121-083 121-103 121-070
S2 121-057 121-057 121-097
S3 120-304 121-011 121-090
S4 120-232 120-258 121-070
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-268 122-189 121-238
R3 122-136 122-057 121-201
R2 122-003 122-003 121-189
R1 121-244 121-244 121-177 121-284
PP 121-191 121-191 121-191 121-211
S1 121-112 121-112 121-153 121-151
S2 121-058 121-058 121-141
S3 120-246 120-299 121-129
S4 120-113 120-167 121-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-270 121-102 0-168 0.4% 0-088 0.2% 4% False True 616,643
10 121-270 120-282 0-308 0.8% 0-086 0.2% 48% False False 550,715
20 121-270 120-265 1-005 0.8% 0-099 0.3% 51% False False 555,018
40 121-300 120-265 1-035 0.9% 0-101 0.3% 46% False False 486,404
60 122-055 120-265 1-110 1.1% 0-095 0.2% 38% False False 324,819
80 122-162 120-265 1-218 1.4% 0-072 0.2% 31% False False 243,614
100 122-162 119-260 2-222 2.2% 0-057 0.1% 57% False False 194,891
120 122-162 119-260 2-222 2.2% 0-048 0.1% 57% False False 162,409
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-163
2.618 122-045
1.618 121-292
1.000 121-248
0.618 121-220
HIGH 121-175
0.618 121-147
0.500 121-139
0.382 121-130
LOW 121-102
0.618 121-058
1.000 121-030
1.618 120-305
2.618 120-233
4.250 120-114
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 121-139 121-186
PP 121-129 121-161
S1 121-120 121-135

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

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