ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 121-040 121-070 0-030 0.1% 121-005
High 121-098 121-100 0-002 0.0% 121-173
Low 121-030 120-282 -0-068 -0.2% 120-265
Close 121-065 121-062 -0-002 0.0% 121-055
Range 0-067 0-138 0-070 103.7% 0-228
ATR 0-105 0-108 0-002 2.2% 0-000
Volume 404,023 716,309 312,286 77.3% 3,001,249
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-134 122-076 121-138
R3 121-317 121-258 121-100
R2 121-179 121-179 121-088
R1 121-121 121-121 121-075 121-081
PP 121-042 121-042 121-042 121-022
S1 120-303 120-303 121-050 120-264
S2 120-224 120-224 121-037
S3 120-087 120-166 121-025
S4 119-269 120-028 120-307
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-100 122-305 121-180
R3 122-193 122-078 121-118
R2 121-285 121-285 121-097
R1 121-170 121-170 121-076 121-228
PP 121-058 121-058 121-058 121-086
S1 120-262 120-262 121-034 121-000
S2 120-150 120-150 121-013
S3 119-242 120-035 120-312
S4 119-015 119-127 120-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-173 120-282 0-210 0.5% 0-103 0.3% 48% False True 518,915
10 121-202 120-265 0-258 0.7% 0-112 0.3% 46% False False 569,364
20 121-225 120-265 0-280 0.7% 0-109 0.3% 42% False False 726,932
40 122-055 120-265 1-110 1.1% 0-109 0.3% 27% False False 377,275
60 122-162 120-265 1-218 1.4% 0-085 0.2% 22% False False 251,705
80 122-162 119-295 2-187 2.1% 0-063 0.2% 49% False False 188,779
100 122-162 119-260 2-222 2.2% 0-051 0.1% 51% False False 151,023
120 122-162 119-260 2-222 2.2% 0-042 0.1% 51% False False 125,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-044
2.618 122-140
1.618 122-002
1.000 121-238
0.618 121-185
HIGH 121-100
0.618 121-047
0.500 121-031
0.382 121-015
LOW 120-282
0.618 120-198
1.000 120-145
1.618 120-060
2.618 119-243
4.250 119-018
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 121-052 121-052
PP 121-042 121-042
S1 121-031 121-031

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

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