ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 120-285 121-007 0-042 0.1% 120-282
High 120-285 121-007 0-042 0.1% 120-315
Low 120-285 121-007 0-042 0.1% 120-195
Close 120-285 121-007 0-042 0.1% 120-278
Range
ATR 0-035 0-035 0-001 1.6% 0-000
Volume
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-007 121-007 121-007
R3 121-007 121-007 121-007
R2 121-007 121-007 121-007
R1 121-007 121-007 121-007 121-007
PP 121-007 121-007 121-007 121-007
S1 121-007 121-007 121-007 121-007
S2 121-007 121-007 121-007
S3 121-007 121-007 121-007
S4 121-007 121-007 121-007
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-303 121-250 121-024
R3 121-183 121-130 120-311
R2 121-063 121-063 120-300
R1 121-010 121-010 120-289 120-296
PP 120-263 120-263 120-263 120-246
S1 120-210 120-210 120-267 120-176
S2 120-143 120-143 120-256
S3 120-023 120-090 120-245
S4 119-223 119-290 120-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-007 120-278 0-050 0.1% 0-000 0.0% 100% True False
10 121-007 120-195 0-132 0.3% 0-000 0.0% 100% True False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 121-007
2.618 121-007
1.618 121-007
1.000 121-007
0.618 121-007
HIGH 121-007
0.618 121-007
0.500 121-007
0.382 121-007
LOW 121-007
0.618 121-007
1.000 121-007
1.618 121-007
2.618 121-007
4.250 121-007
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 121-007 121-000
PP 121-007 120-313
S1 121-007 120-306

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

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