ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 120-282 121-015 0-053 0.1% 121-022
High 121-060 121-087 0-027 0.1% 121-042
Low 120-282 120-305 0-022 0.1% 120-158
Close 121-020 121-022 0-002 0.0% 120-235
Range 0-098 0-102 0-005 5.1% 0-205
ATR 0-083 0-084 0-001 1.7% 0-000
Volume 734,012 573,938 -160,074 -21.8% 3,037,898
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 122-019 121-283 121-079
R3 121-237 121-181 121-051
R2 121-134 121-134 121-041
R1 121-078 121-078 121-032 121-106
PP 121-032 121-032 121-032 121-046
S1 120-296 120-296 121-013 121-004
S2 120-249 120-249 121-004
S3 120-147 120-193 120-314
S4 120-044 120-091 120-286
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
5 121-087 120-158 0-250 0.6% 0-093 0.2% 74% True False 668,639
10 121-087 120-158 0-250 0.6% 0-081 0.2% 74% True False 606,309
20 121-087 120-158 0-250 0.6% 0-077 0.2% 74% True False 561,165
40 121-270 120-158 1-113 1.1% 0-086 0.2% 43% False False 560,086
60 121-300 120-158 1-142 1.2% 0-095 0.2% 40% False False 540,739
80 122-055 120-158 1-218 1.4% 0-094 0.2% 34% False False 406,400
100 122-162 120-158 2-005 1.7% 0-075 0.2% 29% False False 325,120
120 122-162 119-260 2-222 2.2% 0-063 0.2% 47% False False 270,933
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-203
2.618 122-036
1.618 121-253
1.000 121-190
0.618 121-151
HIGH 121-087
0.618 121-048
0.500 121-036
0.382 121-024
LOW 120-305
0.618 120-242
1.000 120-202
1.618 120-139
2.618 120-037
4.250 119-189
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 121-036 121-008
PP 121-032 120-313
S1 121-027 120-299

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

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