ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	120-260	120-190	-0-070	-0.2%	121-022
High	120-265	120-255	-0-010	0.0%	121-042
Low	120-173	120-158	-0-015	0.0%	120-158
Close	120-205	120-235	0-030	0.1%	120-235
Range	0-092	0-098	0-005	5.4%	0-205
ATR	0-080	0-081	0-001	1.5%	0-000
Volume	794,367	691,411	-102,956	-13.0%	3,037,898

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-188	121-149	120-289
R3	121-091	121-052	120-262
R2	120-313	120-313	120-253
R1	120-274	120-274	120-244	120-294
PP	120-216	120-216	120-216	120-226
S1	120-177	120-177	120-226	120-196
S2	120-118	120-118	120-217
S3	120-021	120-079	120-208
S4	119-243	119-302	120-181

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-227	122-116	121-028
R3	122-022	121-231	120-291
R2	121-137	121-137	120-273
R1	121-026	121-026	120-254	120-299
PP	120-252	120-252	120-252	120-228
S1	120-141	120-141	120-216	120-094
S2	120-047	120-047	120-197
S3	119-162	119-256	120-179
S4	118-277	119-051	120-122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-042	120-158	0-205	0.5%	0-080	0.2%	38%	False	True	607,579
10	121-055	120-158	0-218	0.6%	0-072	0.2%	36%	False	True	540,362
20	121-175	120-158	1-018	0.9%	0-076	0.2%	23%	False	True	542,984
40	121-270	120-158	1-113	1.1%	0-090	0.2%	18%	False	True	554,626
60	122-040	120-158	1-202	1.4%	0-095	0.2%	15%	False	True	497,183
80	122-162	120-158	2-005	1.7%	0-090	0.2%	12%	False	True	373,253
100	122-162	120-158	2-005	1.7%	0-072	0.2%	12%	False	True	298,602
120	122-162	119-260	2-222	2.2%	0-060	0.2%	34%	False	False	248,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 14 trading days

Fibonacci Retracements and Extensions
4.250	122-029
2.618	121-190
1.618	121-093
1.000	121-033
0.618	120-315
HIGH	120-255
0.618	120-218
0.500	120-206
0.382	120-195
LOW	120-158
0.618	120-097
1.000	120-060
1.618	120-000
2.618	119-222
4.250	119-063

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	120-225	120-239
PP	120-216	120-238
S1	120-206	120-236

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols