ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	120-167	120-158	-0-010	0.0%	120-207
High	120-222	120-213	-0-010	0.0%	120-265
Low	120-162	120-150	-0-012	0.0%	120-147
Close	120-200	120-160	-0-040	-0.1%	120-235
Range	0-060	0-062	0-002	4.2%	0-118
ATR	0-055	0-056	0-001	1.0%	0-000
Volume	4,384	1,622	-2,762	-63.0%	9,008

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-042	121-003	120-194
R3	120-299	120-261	120-177
R2	120-237	120-237	120-171
R1	120-198	120-198	120-166	120-218
PP	120-174	120-174	120-174	120-184
S1	120-136	120-136	120-154	120-155
S2	120-112	120-112	120-149
S3	120-049	120-073	120-143
S4	119-307	120-011	120-126

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	120-150	0-115	0.3%	0-056	0.1%	9%	False	True	2,841
10	120-265	120-138	0-127	0.3%	0-059	0.2%	18%	False	False	1,719
20	121-135	120-078	1-058	1.0%	0-051	0.1%	22%	False	False	917
40	121-135	120-078	1-058	1.0%	0-025	0.1%	22%	False	False	458

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	0-007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	121-158
2.618	121-056
1.618	120-314
1.000	120-275
0.618	120-251
HIGH	120-213
0.618	120-189
0.500	120-181
0.382	120-174
LOW	120-150
0.618	120-111
1.000	120-088
1.618	120-049
2.618	119-306
4.250	119-204

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	120-181	120-203
PP	120-174	120-188
S1	120-167	120-174

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