ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 120-262 120-282 0-020 0.1% 121-022
High 120-313 121-060 0-067 0.2% 121-042
Low 120-190 120-282 0-092 0.2% 120-158
Close 120-300 121-020 0-040 0.1% 120-235
Range 0-122 0-098 -0-025 -20.4% 0-205
ATR 0-082 0-083 0-001 1.4% 0-000
Volume 763,071 734,012 -29,059 -3.8% 3,037,898
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-307 121-261 121-074
R3 121-209 121-163 121-047
R2 121-112 121-112 121-038
R1 121-066 121-066 121-029 121-089
PP 121-014 121-014 121-014 121-026
S1 120-288 120-288 121-011 120-311
S2 120-237 120-237 121-002
S3 120-139 120-191 120-313
S4 120-042 120-093 120-286
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
5 121-060 120-158 0-222 0.6% 0-091 0.2% 82% True False 712,725
10 121-060 120-158 0-222 0.6% 0-076 0.2% 82% True False 597,579
20 121-060 120-158 0-222 0.6% 0-077 0.2% 82% True False 563,094
40 121-270 120-158 1-113 1.1% 0-087 0.2% 42% False False 563,235
60 121-300 120-158 1-142 1.2% 0-094 0.2% 39% False False 531,260
80 122-055 120-158 1-218 1.4% 0-093 0.2% 34% False False 399,226
100 122-162 120-158 2-005 1.7% 0-074 0.2% 28% False False 319,381
120 122-162 119-260 2-222 2.2% 0-062 0.2% 46% False False 266,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-154
2.618 121-315
1.618 121-218
1.000 121-158
0.618 121-120
HIGH 121-060
0.618 121-023
0.500 121-011
0.382 121-000
LOW 120-282
0.618 120-222
1.000 120-185
1.618 120-125
2.618 120-027
4.250 119-188
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 121-017 121-002
PP 121-014 120-303
S1 121-011 120-285

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

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