ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 121-167 121-153 -0-015 0.0% 121-233
High 121-187 121-167 -0-020 -0.1% 121-253
Low 121-142 121-100 -0-042 -0.1% 121-093
Close 121-160 121-122 -0-038 -0.1% 121-122
Range 0-045 0-067 0-022 50.0% 0-160
ATR 0-097 0-095 -0-002 -2.2% 0-000
Volume 898,172 1,683,369 785,197 87.4% 190,575
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-012 121-295 121-160
R3 121-265 121-227 121-141
R2 121-197 121-197 121-135
R1 121-160 121-160 121-129 121-145
PP 121-130 121-130 121-130 121-122
S1 121-093 121-093 121-116 121-078
S2 121-063 121-063 121-110
S3 120-315 121-025 121-104
S4 120-248 120-278 121-085
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 122-316 122-219 121-210
R3 122-156 122-059 121-166
R2 121-316 121-316 121-152
R1 121-219 121-219 121-137 121-188
PP 121-156 121-156 121-156 121-140
S1 121-059 121-059 121-108 121-028
S2 120-316 120-316 121-093
S3 120-156 120-219 121-078
S4 119-316 120-059 121-034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-210 121-060 0-150 0.4% 0-082 0.2% 42% False False 581,952
10 121-300 121-060 0-240 0.6% 0-101 0.3% 26% False False 307,206
20 122-055 121-060 0-315 0.8% 0-104 0.3% 20% False False 156,588
40 122-162 121-060 1-102 1.1% 0-075 0.2% 15% False False 78,631
60 122-162 120-027 2-135 2.0% 0-050 0.1% 54% False False 52,420
80 122-162 119-260 2-222 2.2% 0-038 0.1% 58% False False 39,315
100 122-162 119-260 2-222 2.2% 0-030 0.1% 58% False False 31,452
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-134
2.618 122-024
1.618 121-277
1.000 121-235
0.618 121-209
HIGH 121-167
0.618 121-142
0.500 121-134
0.382 121-126
LOW 121-100
0.618 121-058
1.000 121-033
1.618 120-311
2.618 120-243
4.250 120-133
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 121-134 121-146
PP 121-130 121-138
S1 121-126 121-130

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

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