ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 20-Oct-2016
Day Change Summary
Previous Current
19-Oct-2016 20-Oct-2016 Change Change % Previous Week
Open 121-035 121-033 -0-002 0.0% 120-298
High 121-055 121-047 -0-008 0.0% 121-005
Low 120-313 120-310 -0-002 0.0% 120-178
Close 121-022 121-010 -0-012 0.0% 120-265
Range 0-062 0-057 -0-005 -8.0% 0-147
ATR 0-086 0-084 -0-002 -2.4% 0-000
Volume 489,717 486,634 -3,083 -0.6% 2,431,410
Daily Pivots for day following 20-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-188 121-157 121-042
R3 121-131 121-099 121-026
R2 121-073 121-073 121-021
R1 121-042 121-042 121-015 121-029
PP 121-016 121-016 121-016 121-009
S1 120-304 120-304 121-005 120-291
S2 120-278 120-278 120-319
S3 120-221 120-247 120-314
S4 120-163 120-189 120-298
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
5 121-055 120-240 0-135 0.3% 0-072 0.2% 67% False False 523,697
10 121-055 120-178 0-198 0.5% 0-074 0.2% 77% False False 516,021
20 121-270 120-178 1-093 1.1% 0-079 0.2% 37% False False 541,207
40 121-270 120-178 1-093 1.1% 0-095 0.2% 37% False False 624,677
60 122-055 120-178 1-198 1.3% 0-098 0.3% 29% False False 440,611
80 122-162 120-178 1-305 1.6% 0-084 0.2% 24% False False 330,612
100 122-162 119-295 2-187 2.1% 0-067 0.2% 43% False False 264,489
120 122-162 119-260 2-222 2.2% 0-056 0.1% 45% False False 220,408
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-292
2.618 121-198
1.618 121-140
1.000 121-105
0.618 121-083
HIGH 121-047
0.618 121-026
0.500 121-019
0.382 121-012
LOW 120-310
0.618 120-274
1.000 120-253
1.618 120-217
2.618 120-160
4.250 120-066
Fisher Pivots for day following 20-Oct-2016
Pivot 1 day 3 day
R1 121-019 121-011
PP 121-016 121-011
S1 121-013 121-010

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

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