ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 121-038 120-318 -0-040 -0.1% 121-153
High 121-062 121-018 -0-045 -0.1% 121-270
Low 120-287 120-253 -0-035 -0.1% 121-138
Close 120-310 120-258 -0-053 -0.1% 121-165
Range 0-095 0-085 -0-010 -10.5% 0-133
ATR 0-096 0-095 -0-001 -0.8% 0-000
Volume 547,763 612,521 64,758 11.8% 3,019,615
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-217 121-162 120-304
R3 121-132 121-077 120-281
R2 121-047 121-047 120-273
R1 120-313 120-313 120-265 120-298
PP 120-283 120-283 120-283 120-275
S1 120-228 120-228 120-250 120-213
S2 120-198 120-198 120-242
S3 120-113 120-143 120-234
S4 120-028 120-058 120-211
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
5 121-270 120-253 1-018 0.9% 0-092 0.2% 1% False True 618,860
10 121-270 120-253 1-018 0.9% 0-084 0.2% 1% False True 566,394
20 121-270 120-253 1-018 0.9% 0-095 0.2% 1% False True 559,008
40 121-300 120-253 1-047 1.0% 0-104 0.3% 1% False True 530,526
60 122-055 120-253 1-122 1.1% 0-099 0.3% 1% False True 354,812
80 122-162 120-253 1-230 1.4% 0-075 0.2% 1% False True 266,109
100 122-162 119-260 2-222 2.2% 0-060 0.2% 37% False False 212,887
120 122-162 119-260 2-222 2.2% 0-050 0.1% 37% False False 177,406
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
4.250 122-059
2.618 121-240
1.618 121-155
1.000 121-102
0.618 121-070
HIGH 121-018
0.618 120-305
0.500 120-295
0.382 120-285
LOW 120-253
0.618 120-200
1.000 120-168
1.618 120-115
2.618 120-030
4.250 119-211
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 120-295 121-026
PP 120-283 120-317
S1 120-270 120-287

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

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