ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 120-313 121-022 0-030 0.1% 120-262
High 121-022 121-042 0-020 0.1% 121-055
Low 120-298 120-287 -0-010 0.0% 120-242
Close 121-018 120-305 -0-033 -0.1% 121-018
Range 0-045 0-075 0-030 66.7% 0-133
ATR 0-081 0-081 0-000 -0.6% 0-000
Volume 373,410 413,229 39,819 10.7% 2,365,728
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-223 121-179 121-026
R3 121-148 121-104 121-006
R2 121-073 121-073 120-319
R1 121-029 121-029 120-312 121-014
PP 120-318 120-318 120-318 120-311
S1 120-274 120-274 120-298 120-259
S2 120-243 120-243 120-291
S3 120-168 120-199 120-284
S4 120-093 120-124 120-264
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 122-076 122-019 121-090
R3 121-263 121-207 121-054
R2 121-131 121-131 121-042
R1 121-074 121-074 121-030 121-103
PP 120-318 120-318 120-318 121-013
S1 120-262 120-262 121-005 120-290
S2 120-186 120-186 120-313
S3 120-053 120-129 120-301
S4 119-241 119-317 120-265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-055 120-287 0-088 0.2% 0-062 0.2% 20% False True 464,273
10 121-055 120-178 0-198 0.5% 0-067 0.2% 65% False False 510,886
20 121-270 120-178 1-093 1.1% 0-078 0.2% 31% False False 541,482
40 121-270 120-178 1-093 1.1% 0-091 0.2% 31% False False 569,712
60 122-055 120-178 1-198 1.3% 0-095 0.2% 25% False False 453,677
80 122-162 120-178 1-305 1.6% 0-086 0.2% 20% False False 340,445
100 122-162 120-178 1-305 1.6% 0-069 0.2% 20% False False 272,356
120 122-162 119-260 2-222 2.2% 0-057 0.1% 42% False False 226,963
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-041
2.618 121-239
1.618 121-164
1.000 121-118
0.618 121-089
HIGH 121-042
0.618 121-014
0.500 121-005
0.382 120-316
LOW 120-287
0.618 120-241
1.000 120-212
1.618 120-166
2.618 120-091
4.250 119-289
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 121-005 121-007
PP 120-318 121-000
S1 120-312 120-312

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

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