ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 12-Oct-2016
Day Change Summary
Previous Current
11-Oct-2016 12-Oct-2016 Change Change % Previous Week
Open 120-222 120-235 0-013 0.0% 121-175
High 120-260 120-242 -0-018 0.0% 121-175
Low 120-207 120-178 -0-030 -0.1% 120-220
Close 120-238 120-225 -0-013 0.0% 120-278
Range 0-053 0-065 0-012 23.8% 0-275
ATR 0-092 0-090 -0-002 -2.1% 0-000
Volume 564,014 572,333 8,319 1.5% 3,024,648
Daily Pivots for day following 12-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-090 121-062 120-261
R3 121-025 120-317 120-243
R2 120-280 120-280 120-237
R1 120-252 120-252 120-231 120-234
PP 120-215 120-215 120-215 120-206
S1 120-187 120-187 120-219 120-169
S2 120-150 120-150 120-213
S3 120-085 120-123 120-207
S4 120-020 120-058 120-189
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
5 121-018 120-178 0-160 0.4% 0-079 0.2% 30% False True 517,369
10 121-270 120-178 1-093 1.1% 0-086 0.2% 12% False True 571,810
20 121-270 120-178 1-093 1.1% 0-087 0.2% 12% False True 537,766
40 121-270 120-178 1-093 1.1% 0-097 0.3% 12% False True 577,677
60 122-055 120-178 1-198 1.3% 0-099 0.3% 9% False True 387,667
80 122-162 120-178 1-305 1.6% 0-079 0.2% 8% False True 290,788
100 122-162 119-278 2-205 2.2% 0-063 0.2% 32% False False 232,630
120 122-162 119-260 2-222 2.2% 0-053 0.1% 33% False False 193,859
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-199
2.618 121-093
1.618 121-028
1.000 120-307
0.618 120-283
HIGH 120-242
0.618 120-218
0.500 120-210
0.382 120-202
LOW 120-178
0.618 120-137
1.000 120-113
1.618 120-072
2.618 120-007
4.250 119-221
Fisher Pivots for day following 12-Oct-2016
Pivot 1 day 3 day
R1 120-220 120-238
PP 120-215 120-233
S1 120-210 120-229

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

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