ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 14-Oct-2016
Day Change Summary
Previous Current
13-Oct-2016 14-Oct-2016 Change Change % Previous Week
Open 120-240 120-280 0-040 0.1% 120-298
High 120-307 121-005 0-018 0.0% 121-005
Low 120-238 120-240 0-002 0.0% 120-178
Close 120-300 120-265 -0-035 -0.1% 120-265
Range 0-070 0-085 0-015 21.4% 0-147
ATR 0-090 0-089 0-000 -0.4% 0-000
Volume 567,398 626,167 58,769 10.4% 2,431,410
Daily Pivots for day following 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-212 121-163 120-312
R3 121-127 121-078 120-288
R2 121-042 121-042 120-281
R1 120-313 120-313 120-273 120-295
PP 120-277 120-277 120-277 120-267
S1 120-228 120-228 120-257 120-210
S2 120-192 120-192 120-249
S3 120-107 120-143 120-242
S4 120-022 120-058 120-218
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-058 121-309 121-026
R3 121-231 121-162 120-306
R2 121-083 121-083 120-292
R1 121-014 121-014 120-279 120-295
PP 120-256 120-256 120-256 120-236
S1 120-187 120-187 120-251 120-148
S2 120-108 120-108 120-238
S3 119-281 120-039 120-224
S4 119-133 119-212 120-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-005 120-178 0-147 0.4% 0-074 0.2% 59% True False 486,282
10 121-175 120-178 0-318 0.8% 0-080 0.2% 28% False False 545,605
20 121-270 120-178 1-093 1.1% 0-083 0.2% 21% False False 537,536
40 121-270 120-178 1-093 1.1% 0-096 0.2% 21% False False 605,529
60 122-055 120-178 1-198 1.3% 0-099 0.3% 17% False False 407,538
80 122-162 120-178 1-305 1.6% 0-081 0.2% 14% False False 305,708
100 122-162 119-278 2-205 2.2% 0-065 0.2% 36% False False 244,566
120 122-162 119-260 2-222 2.2% 0-054 0.1% 38% False False 203,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-046
2.618 121-228
1.618 121-143
1.000 121-090
0.618 121-058
HIGH 121-005
0.618 120-293
0.500 120-282
0.382 120-272
LOW 120-240
0.618 120-187
1.000 120-155
1.618 120-102
2.618 120-017
4.250 119-199
Fisher Pivots for day following 14-Oct-2016
Pivot 1 day 3 day
R1 120-282 120-260
PP 120-277 120-256
S1 120-271 120-251

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

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