ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 121-135 121-067 -0-068 -0.2% 121-098
High 121-135 121-067 -0-068 -0.2% 121-135
Low 121-135 121-067 -0-068 -0.2% 121-067
Close 121-135 121-067 -0-068 -0.2% 121-067
Range
ATR 0-033 0-036 0-002 7.3% 0-000
Volume
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-067 121-067 121-067
R3 121-067 121-067 121-067
R2 121-067 121-067 121-067
R1 121-067 121-067 121-067 121-067
PP 121-067 121-067 121-067 121-067
S1 121-067 121-067 121-067 121-067
S2 121-067 121-067 121-067
S3 121-067 121-067 121-067
S4 121-067 121-067 121-067
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-293 121-248 121-105
R3 121-225 121-180 121-086
R2 121-158 121-158 121-080
R1 121-113 121-113 121-074 121-101
PP 121-090 121-090 121-090 121-084
S1 121-045 121-045 121-061 121-034
S2 121-022 121-022 121-055
S3 120-275 120-297 121-049
S4 120-207 120-230 121-030
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-135 121-067 0-068 0.2% 0-000 0.0% 0% False True
10 121-135 120-282 0-173 0.4% 0-000 0.0% 61% False False
20 121-135 120-195 0-260 0.7% 0-000 0.0% 74% False 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
4.250 121-067
2.618 121-067
1.618 121-067
1.000 121-067
0.618 121-067
HIGH 121-067
0.618 121-067
0.500 121-067
0.382 121-067
LOW 121-067
0.618 121-067
1.000 121-067
1.618 121-067
2.618 121-067
4.250 121-067
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 121-067 121-101
PP 121-067 121-090
S1 121-067 121-079

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

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