ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 10-Oct-2016

Day Change Summary
	Previous	Current
	07-Oct-2016	10-Oct-2016	Change	Change %	Previous Week
Open	120-160	120-105	-0-055	-0.1%	121-013
High	120-205	120-182	-0-022	-0.1%	121-013
Low	120-138	120-098	-0-040	-0.1%	120-138
Close	120-173	120-113	-0-060	-0.2%	120-173
Range	0-067	0-085	0-018	25.9%	0-195
ATR	0-048	0-050	0-003	5.6%	0-000
Volume	107	1	-106	-99.1%	688

Daily Pivots for day following 10-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-066	121-014	120-159
R3	120-301	120-249	120-136
R2	120-216	120-216	120-128
R1	120-164	120-164	120-120	120-190
PP	120-131	120-131	120-131	120-144
S1	120-079	120-079	120-105	120-105
S2	120-046	120-046	120-097
S3	119-281	119-314	120-089
S4	119-196	119-229	120-066

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	122-159	122-041	120-280
R3	121-284	121-166	120-226
R2	121-089	121-089	120-208
R1	120-291	120-291	120-190	120-253
PP	120-214	120-214	120-214	120-195
S1	120-096	120-096	120-155	120-058
S2	120-019	120-019	120-137
S3	119-144	119-221	120-119
S4	118-269	119-026	120-065

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-280	120-098	0-182	0.5%	0-065	0.2%	8%	False	True	137
10	121-135	120-098	1-038	0.9%	0-033	0.1%	4%	False	True	68
20	121-135	120-098	1-038	0.9%	0-016	0.0%	4%	False	True	34

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	0-006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	121-224
2.618	121-085
1.618	121-000
1.000	120-267
0.618	120-235
HIGH	120-182
0.618	120-150
0.500	120-140
0.382	120-130
LOW	120-098
0.618	120-045
1.000	120-013
1.618	119-280
2.618	119-195
4.250	119-056

Fisher Pivots for day following 10-Oct-2016
Pivot	1 day	3 day
R1	120-140	120-166
PP	120-131	120-148
S1	120-122	120-130

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols