ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	120-105	120-105	0-000	0.0%	121-013
High	120-147	120-127	-0-020	-0.1%	121-013
Low	120-105	120-078	-0-027	-0.1%	120-138
Close	120-130	120-118	-0-013	0.0%	120-173
Range	0-042	0-050	0-007	17.6%	0-195
ATR	0-050	0-050	0-000	0.4%	0-000
Volume	103	366	263	255.3%	688

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	120-257	120-237	120-145
R3	120-207	120-187	120-131
R2	120-157	120-157	120-127
R1	120-137	120-137	120-122	120-147
PP	120-107	120-107	120-107	120-112
S1	120-088	120-088	120-113	120-098
S2	120-058	120-058	120-108
S3	120-008	120-038	120-104
S4	119-278	119-308	120-090

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	120-235	120-078	0-158	0.4%	0-065	0.2%	25%	False	True	135
10	121-135	120-078	1-058	1.0%	0-042	0.1%	11%	False	True	115
20	121-135	120-078	1-058	1.0%	0-021	0.1%	11%	False	True	57

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	0-009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-020
2.618	120-258
1.618	120-208
1.000	120-177
0.618	120-158
HIGH	120-127
0.618	120-108
0.500	120-102
0.382	120-097
LOW	120-078
0.618	120-047
1.000	120-028
1.618	119-317
2.618	119-267
4.250	119-185

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	120-113	120-130
PP	120-107	120-126
S1	120-102	120-122

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