ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 17-Oct-2016
Day Change Summary
Previous Current
14-Oct-2016 17-Oct-2016 Change Change % Previous Week
Open 120-138 120-207 0-070 0.2% 120-105
High 120-215 120-220 0-005 0.0% 120-215
Low 120-138 120-147 0-010 0.0% 120-078
Close 120-160 120-210 0-050 0.1% 120-160
Range 0-078 0-073 -0-005 -6.4% 0-138
ATR 0-054 0-055 0-001 2.5% 0-000
Volume 191 603 412 215.7% 1,177
Daily Pivots for day following 17-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-090 121-063 120-250
R3 121-018 120-310 120-230
R2 120-265 120-265 120-223
R1 120-238 120-238 120-217 120-251
PP 120-193 120-193 120-193 120-199
S1 120-165 120-165 120-203 120-179
S2 120-120 120-120 120-197
S3 120-047 120-092 120-190
S4 119-295 120-020 120-170
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-243 121-179 120-236
R3 121-106 121-042 120-198
R2 120-288 120-288 120-185
R1 120-224 120-224 120-173 120-256
PP 120-151 120-151 120-151 120-167
S1 120-087 120-087 120-147 120-119
S2 120-013 120-013 120-135
S3 119-196 119-269 120-122
S4 119-058 119-132 120-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-220 120-078 0-142 0.4% 0-060 0.2% 93% True False 355
10 120-280 120-078 0-202 0.5% 0-062 0.2% 65% False False 246
20 121-135 120-078 1-058 1.0% 0-031 0.1% 35% False False 123
Crabel Price Patterns
NR True
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 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-208
2.618 121-090
1.618 121-017
1.000 120-293
0.618 120-265
HIGH 120-220
0.618 120-192
0.500 120-184
0.382 120-175
LOW 120-147
0.618 120-103
1.000 120-075
1.618 120-030
2.618 119-278
4.250 119-159
Fisher Pivots for day following 17-Oct-2016
Pivot 1 day 3 day
R1 120-201 120-200
PP 120-193 120-189
S1 120-184 120-179

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

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