ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 120-265 120-298 0-033 0.1% 121-175
High 120-310 120-298 -0-013 0.0% 121-175
Low 120-220 120-198 -0-022 -0.1% 120-220
Close 120-278 120-218 -0-060 -0.2% 120-278
Range 0-090 0-100 0-010 11.1% 0-275
ATR 0-095 0-095 0-000 0.4% 0-000
Volume 736,483 101,498 -634,985 -86.2% 3,024,648
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-218 121-158 120-273
R3 121-118 121-058 120-245
R2 121-018 121-018 120-236
R1 120-278 120-278 120-227 120-258
PP 120-238 120-238 120-238 120-228
S1 120-178 120-178 120-208 120-158
S2 120-138 120-138 120-199
S3 120-038 120-078 120-190
S4 119-258 119-298 120-163
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 123-196 123-032 121-109
R3 122-241 122-077 121-033
R2 121-286 121-286 121-008
R1 121-122 121-122 120-303 121-066
PP 121-011 121-011 121-011 120-303
S1 120-167 120-167 120-252 120-111
S2 120-056 120-056 120-227
S3 119-101 119-212 120-202
S4 118-146 118-257 120-126
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-120 120-198 0-242 0.6% 0-092 0.2% 8% False True 527,514
10 121-270 120-198 1-073 1.0% 0-090 0.2% 5% False True 572,078
20 121-270 120-198 1-073 1.0% 0-095 0.2% 5% False True 542,841
40 121-270 120-198 1-073 1.0% 0-100 0.3% 5% False True 550,692
60 122-055 120-198 1-178 1.3% 0-099 0.3% 4% False True 368,747
80 122-162 120-198 1-285 1.6% 0-077 0.2% 3% False True 276,584
100 122-162 119-278 2-205 2.2% 0-062 0.2% 31% False False 221,267
120 122-162 119-260 2-222 2.2% 0-052 0.1% 32% False False 184,389
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-083
2.618 121-239
1.618 121-139
1.000 121-078
0.618 121-039
HIGH 120-298
0.618 120-259
0.500 120-248
0.382 120-236
LOW 120-198
0.618 120-136
1.000 120-098
1.618 120-036
2.618 119-256
4.250 119-093
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 120-248 120-268
PP 120-238 120-251
S1 120-228 120-234

Download as Excel Spreadsheet

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

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