ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 01-Nov-2016
Day Change Summary
Previous Current
31-Oct-2016 01-Nov-2016 Change Change % Previous Week
Open 120-245 120-262 0-018 0.0% 121-022
High 120-270 120-313 0-042 0.1% 121-042
Low 120-227 120-190 -0-037 -0.1% 120-158
Close 120-255 120-300 0-045 0.1% 120-235
Range 0-043 0-122 0-080 188.0% 0-205
ATR 0-079 0-082 0-003 4.0% 0-000
Volume 580,767 763,071 182,304 31.4% 3,037,898
Daily Pivots for day following 01-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-315 121-270 121-047
R3 121-193 121-147 121-014
R2 121-070 121-070 121-002
R1 121-025 121-025 120-311 121-048
PP 120-268 120-268 120-268 120-279
S1 120-223 120-223 120-289 120-245
S2 120-145 120-145 120-278
S3 120-023 120-100 120-266
S4 119-220 119-298 120-233
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
5 121-000 120-158 0-162 0.4% 0-084 0.2% 88% False False 683,373
10 121-055 120-158 0-218 0.6% 0-073 0.2% 66% False False 573,149
20 121-062 120-158 0-225 0.6% 0-076 0.2% 63% False False 553,782
40 121-270 120-158 1-113 1.1% 0-086 0.2% 33% False False 554,490
60 121-300 120-158 1-142 1.2% 0-094 0.2% 31% False False 519,244
80 122-055 120-158 1-218 1.4% 0-091 0.2% 27% False False 390,051
100 122-162 120-158 2-005 1.7% 0-073 0.2% 22% False False 312,041
120 122-162 119-260 2-222 2.2% 0-061 0.2% 42% False False 260,034
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 122-193
2.618 121-313
1.618 121-191
1.000 121-115
0.618 121-068
HIGH 120-313
0.618 120-266
0.500 120-251
0.382 120-237
LOW 120-190
0.618 120-114
1.000 120-068
1.618 119-312
2.618 119-189
4.250 118-309
Fisher Pivots for day following 01-Nov-2016
Pivot 1 day 3 day
R1 120-284 120-278
PP 120-268 120-257
S1 120-251 120-235

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

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