ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 120-158 120-150 -0-007 0.0% 120-207
High 120-213 120-153 -0-060 -0.2% 120-265
Low 120-150 120-060 -0-090 -0.2% 120-147
Close 120-160 120-093 -0-067 -0.2% 120-235
Range 0-062 0-093 0-030 48.0% 0-118
ATR 0-056 0-059 0-003 5.7% 0-000
Volume 1,622 20,025 18,403 1,134.6% 9,008
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 121-059 121-008 120-143
R3 120-287 120-236 120-118
R2 120-194 120-194 120-109
R1 120-143 120-143 120-101 120-123
PP 120-102 120-102 120-102 120-091
S1 120-051 120-051 120-084 120-030
S2 120-009 120-009 120-076
S3 119-237 119-278 120-067
S4 119-144 119-186 120-042
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
5 120-255 120-060 0-195 0.5% 0-064 0.2% 17% False True 5,898
10 120-265 120-060 0-205 0.5% 0-063 0.2% 16% False True 3,670
20 121-067 120-060 1-007 0.9% 0-055 0.1% 10% False True 1,919
40 121-135 120-060 1-075 1.0% 0-028 0.1% 8% False True 959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 43 trading days
Fibonacci Retracements and Extensions
4.250 121-226
2.618 121-075
1.618 120-302
1.000 120-245
0.618 120-210
HIGH 120-153
0.618 120-117
0.500 120-106
0.382 120-095
LOW 120-060
0.618 120-003
1.000 119-287
1.618 119-230
2.618 119-138
4.250 118-307
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 120-106 120-141
PP 120-102 120-125
S1 120-097 120-109

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

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