ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 120-307 121-035 0-048 0.1% 120-298
High 121-040 121-055 0-015 0.0% 121-005
Low 120-287 120-313 0-025 0.1% 120-178
Close 121-022 121-022 0-000 0.0% 120-265
Range 0-073 0-062 -0-010 -13.8% 0-147
ATR 0-088 0-086 -0-002 -2.1% 0-000
Volume 558,375 489,717 -68,658 -12.3% 2,431,410
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-211 121-179 121-057
R3 121-148 121-117 121-040
R2 121-086 121-086 121-034
R1 121-054 121-054 121-028 121-039
PP 121-023 121-023 121-023 121-016
S1 120-312 120-312 121-017 120-296
S2 120-281 120-281 121-011
S3 120-218 120-249 121-005
S4 120-156 120-187 120-308
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
5 121-055 120-238 0-138 0.4% 0-075 0.2% 76% True False 539,849
10 121-055 120-178 0-198 0.5% 0-077 0.2% 84% True False 528,609
20 121-270 120-178 1-093 1.1% 0-080 0.2% 40% False False 542,999
40 121-270 120-178 1-093 1.1% 0-095 0.2% 40% False False 634,965
60 122-055 120-178 1-198 1.3% 0-099 0.3% 32% False False 432,516
80 122-162 120-178 1-305 1.6% 0-083 0.2% 26% False False 324,529
100 122-162 119-295 2-187 2.1% 0-067 0.2% 44% False False 259,623
120 122-162 119-260 2-222 2.2% 0-056 0.1% 47% False False 216,352
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-019
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-001
2.618 121-219
1.618 121-156
1.000 121-118
0.618 121-094
HIGH 121-055
0.618 121-031
0.500 121-024
0.382 121-016
LOW 120-313
0.618 120-274
1.000 120-250
1.618 120-211
2.618 120-149
4.250 120-047
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 121-024 121-011
PP 121-023 121-000
S1 121-023 120-309

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

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