ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 120-298 120-222 -0-075 -0.2% 121-175
High 120-298 120-260 -0-038 -0.1% 121-175
Low 120-198 120-207 0-010 0.0% 120-220
Close 120-218 120-238 0-020 0.1% 120-278
Range 0-100 0-053 -0-047 -47.5% 0-275
ATR 0-095 0-092 -0-003 -3.2% 0-000
Volume 101,498 564,014 462,516 455.7% 3,024,648
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-073 121-048 120-266
R3 121-020 120-315 120-252
R2 120-288 120-288 120-247
R1 120-263 120-263 120-242 120-275
PP 120-235 120-235 120-235 120-241
S1 120-210 120-210 120-233 120-222
S2 120-182 120-182 120-228
S3 120-130 120-157 120-223
S4 120-077 120-105 120-209
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
5 121-062 120-198 0-185 0.5% 0-085 0.2% 22% False False 512,455
10 121-270 120-198 1-073 1.0% 0-085 0.2% 10% False False 563,802
20 121-270 120-198 1-073 1.0% 0-089 0.2% 10% False False 536,696
40 121-270 120-198 1-073 1.0% 0-100 0.3% 10% False False 564,202
60 122-055 120-198 1-178 1.3% 0-099 0.3% 8% False False 378,137
80 122-162 120-198 1-285 1.6% 0-078 0.2% 7% False False 283,634
100 122-162 119-278 2-205 2.2% 0-062 0.2% 33% False False 226,907
120 122-162 119-260 2-222 2.2% 0-052 0.1% 34% False False 189,089
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 121-163
2.618 121-077
1.618 121-025
1.000 120-313
0.618 120-292
HIGH 120-260
0.618 120-240
0.500 120-234
0.382 120-228
LOW 120-207
0.618 120-175
1.000 120-155
1.618 120-123
2.618 120-070
4.250 119-304
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 120-236 120-254
PP 120-235 120-248
S1 120-234 120-243

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

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