ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 121-070 121-082 0-012 0.0% 121-005
High 121-100 121-147 0-047 0.1% 121-173
Low 120-282 121-070 0-108 0.3% 120-265
Close 121-062 121-105 0-042 0.1% 121-055
Range 0-138 0-077 -0-060 -43.7% 0-228
ATR 0-108 0-106 -0-002 -1.5% 0-000
Volume 716,309 522,467 -193,842 -27.1% 3,001,249
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 122-020 121-300 121-148
R3 121-262 121-222 121-126
R2 121-185 121-185 121-119
R1 121-145 121-145 121-112 121-165
PP 121-107 121-107 121-107 121-117
S1 121-068 121-068 121-098 121-088
S2 121-030 121-030 121-091
S3 120-273 120-310 121-084
S4 120-195 120-233 121-062
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
5 121-150 120-282 0-188 0.5% 0-090 0.2% 76% False False 481,039
10 121-173 120-265 0-228 0.6% 0-105 0.3% 70% False False 551,622
20 121-225 120-265 0-280 0.7% 0-111 0.3% 57% False False 708,146
40 122-055 120-265 1-110 1.1% 0-107 0.3% 37% False False 390,313
60 122-162 120-265 1-218 1.4% 0-086 0.2% 30% False False 260,413
80 122-162 119-295 2-187 2.1% 0-064 0.2% 54% False False 195,310
100 122-162 119-260 2-222 2.2% 0-052 0.1% 56% False False 156,248
120 122-162 119-260 2-222 2.2% 0-043 0.1% 56% False False 130,206
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-157
2.618 122-030
1.618 121-273
1.000 121-225
0.618 121-195
HIGH 121-147
0.618 121-118
0.500 121-109
0.382 121-100
LOW 121-070
0.618 121-022
1.000 120-313
1.618 120-265
2.618 120-187
4.250 120-061
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 121-109 121-088
PP 121-107 121-072
S1 121-106 121-055

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

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