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.

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