ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 121-175 121-113 -0-062 -0.2% 121-153
High 121-175 121-120 -0-055 -0.1% 121-270
Low 121-102 121-030 -0-072 -0.2% 121-138
Close 121-110 121-042 -0-068 -0.2% 121-165
Range 0-073 0-090 0-017 24.1% 0-133
ATR 0-097 0-096 0-000 -0.5% 0-000
Volume 488,573 639,308 150,735 30.9% 3,019,615
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-014 121-278 121-092
R3 121-244 121-188 121-067
R2 121-154 121-154 121-059
R1 121-098 121-098 121-051 121-081
PP 121-064 121-064 121-064 121-056
S1 121-008 121-008 121-034 120-311
S2 120-294 120-294 121-026
S3 120-204 120-238 121-018
S4 120-114 120-148 120-313
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
5 121-270 121-030 0-240 0.6% 0-086 0.2% 5% False True 615,150
10 121-270 120-282 0-308 0.8% 0-088 0.2% 26% False False 574,243
20 121-270 120-265 1-005 0.8% 0-095 0.2% 30% False False 555,199
40 121-300 120-265 1-035 0.9% 0-102 0.3% 27% False False 501,975
60 122-055 120-265 1-110 1.1% 0-096 0.2% 23% False False 335,474
80 122-162 120-265 1-218 1.4% 0-073 0.2% 18% False False 251,605
100 122-162 119-260 2-222 2.2% 0-058 0.2% 49% False False 201,284
120 122-162 119-260 2-222 2.2% 0-048 0.1% 49% False False 167,737
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 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-182
2.618 122-036
1.618 121-266
1.000 121-210
0.618 121-176
HIGH 121-120
0.618 121-086
0.500 121-075
0.382 121-064
LOW 121-030
0.618 120-294
1.000 120-260
1.618 120-204
2.618 120-114
4.250 119-288
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 121-075 121-150
PP 121-064 121-114
S1 121-053 121-078

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

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