ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 121-082 121-115 0-033 0.1% 121-075
High 121-147 121-150 0-003 0.0% 121-150
Low 121-070 121-100 0-030 0.1% 120-282
Close 121-105 121-147 0-042 0.1% 121-147
Range 0-077 0-050 -0-027 -35.4% 0-188
ATR 0-106 0-102 -0-004 -3.8% 0-000
Volume 522,467 356,167 -166,300 -31.8% 2,275,056
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 121-283 121-265 121-175
R3 121-233 121-215 121-161
R2 121-183 121-183 121-157
R1 121-165 121-165 121-152 121-174
PP 121-133 121-133 121-133 121-137
S1 121-115 121-115 121-143 121-124
S2 121-082 121-082 121-138
S3 121-032 121-065 121-134
S4 120-302 121-015 121-120
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 123-009 122-266 121-251
R3 122-142 122-078 121-199
R2 121-274 121-274 121-182
R1 121-211 121-211 121-165 121-243
PP 121-087 121-087 121-087 121-103
S1 121-023 121-023 121-130 121-055
S2 120-219 120-219 121-113
S3 120-032 120-156 121-096
S4 119-164 119-288 121-044
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% 0-080 0.2% 99% True False 455,011
10 121-173 120-265 0-228 0.6% 0-101 0.3% 89% False False 527,630
20 121-225 120-265 0-280 0.7% 0-110 0.3% 72% False False 641,786
40 122-055 120-265 1-110 1.1% 0-107 0.3% 47% False False 399,187
60 122-162 120-265 1-218 1.4% 0-087 0.2% 38% False False 266,349
80 122-162 120-027 2-135 2.0% 0-065 0.2% 57% False False 199,762
100 122-162 119-260 2-222 2.2% 0-052 0.1% 61% False False 159,809
120 122-162 119-260 2-222 2.2% 0-043 0.1% 61% False False 133,174
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 122-043
2.618 121-281
1.618 121-231
1.000 121-200
0.618 121-181
HIGH 121-150
0.618 121-131
0.500 121-125
0.382 121-119
LOW 121-100
0.618 121-069
1.000 121-050
1.618 121-019
2.618 120-289
4.250 120-207
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 121-140 121-117
PP 121-133 121-087
S1 121-125 121-056

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

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