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

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

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