ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 121-007 121-050 0-043 0.1% 120-282
High 121-007 121-050 0-043 0.1% 121-050
Low 121-007 121-050 0-043 0.1% 120-282
Close 121-007 121-050 0-043 0.1% 121-050
Range
ATR 0-035 0-036 0-001 1.5% 0-000
Volume
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-050 121-050 121-050
R3 121-050 121-050 121-050
R2 121-050 121-050 121-050
R1 121-050 121-050 121-050 121-050
PP 121-050 121-050 121-050 121-050
S1 121-050 121-050 121-050 121-050
S2 121-050 121-050 121-050
S3 121-050 121-050 121-050
S4 121-050 121-050 121-050
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-283 121-254 121-098
R3 121-196 121-167 121-074
R2 121-108 121-108 121-066
R1 121-079 121-079 121-058 121-094
PP 121-021 121-021 121-021 121-028
S1 120-312 120-312 121-042 121-006
S2 120-253 120-253 121-034
S3 120-166 120-224 121-026
S4 120-078 120-137 121-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-050 120-282 0-088 0.2% 0-000 0.0% 100% True False
10 121-050 120-195 0-175 0.5% 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
4.250 121-050
2.618 121-050
1.618 121-050
1.000 121-050
0.618 121-050
HIGH 121-050
0.618 121-050
0.500 121-050
0.382 121-050
LOW 121-050
0.618 121-050
1.000 121-050
1.618 121-050
2.618 121-050
4.250 121-050
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 121-050 121-036
PP 121-050 121-022
S1 121-050 121-008

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

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