ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 25-Oct-2016

Day Change Summary
	Previous	Current
	24-Oct-2016	25-Oct-2016	Change	Change %	Previous Week
Open	120-198	120-167	-0-030	-0.1%	120-207
High	120-255	120-222	-0-033	-0.1%	120-265
Low	120-187	120-162	-0-025	-0.1%	120-147
Close	120-200	120-200	0-000	0.0%	120-235
Range	0-068	0-060	-0-008	-11.1%	0-118
ATR	0-055	0-055	0-000	0.7%	0-000
Volume	1,477	4,384	2,907	196.8%	9,008

Daily Pivots for day following 25-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-055	121-027	120-233
R3	120-315	120-287	120-216
R2	120-255	120-255	120-211
R1	120-227	120-227	120-206	120-241
PP	120-195	120-195	120-195	120-202
S1	120-167	120-167	120-194	120-181
S2	120-135	120-135	120-189
S3	120-075	120-107	120-184
S4	120-015	120-047	120-167

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-248	121-199	120-300
R3	121-131	121-082	120-267
R2	121-013	121-013	120-257
R1	120-284	120-284	120-246	120-309
PP	120-216	120-216	120-216	120-228
S1	120-167	120-167	120-224	120-191
S2	120-098	120-098	120-213
S3	119-301	120-049	120-203
S4	119-183	119-252	120-170

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	120-265	120-162	0-102	0.3%	0-054	0.1%	37%	False	True	2,634
10	120-265	120-078	0-187	0.5%	0-058	0.2%	65%	False	False	1,594
20	121-135	120-078	1-058	1.0%	0-048	0.1%	32%	False	False	836
40	121-135	120-078	1-058	1.0%	0-024	0.1%	32%	False	False	418

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	0-009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-157
2.618	121-060
1.618	121-000
1.000	120-282
0.618	120-260
HIGH	120-222
0.618	120-200
0.500	120-192
0.382	120-185
LOW	120-162
0.618	120-125
1.000	120-102
1.618	120-065
2.618	120-005
4.250	119-227

Fisher Pivots for day following 25-Oct-2016
Pivot	1 day	3 day
R1	120-197	120-209
PP	120-195	120-206
S1	120-192	120-203

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