ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 121-015 121-020 0-005 0.0% 120-245
High 121-087 121-082 -0-005 0.0% 121-087
Low 120-305 120-315 0-010 0.0% 120-190
Close 121-022 121-058 0-035 0.1% 121-058
Range 0-102 0-087 -0-015 -14.6% 0-217
ATR 0-084 0-085 0-000 0.3% 0-000
Volume 573,938 655,589 81,651 14.2% 3,307,377
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-307 121-270 121-106
R3 121-220 121-182 121-082
R2 121-132 121-132 121-074
R1 121-095 121-095 121-066 121-114
PP 121-045 121-045 121-045 121-054
S1 121-008 121-008 121-049 121-026
S2 120-278 120-278 121-041
S3 120-190 120-240 121-033
S4 120-103 120-153 121-009
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 123-017 122-255 121-177
R3 122-120 122-037 121-117
R2 121-222 121-222 121-097
R1 121-140 121-140 121-077 121-181
PP 121-005 121-005 121-005 121-026
S1 120-243 120-243 121-038 120-284
S2 120-108 120-108 121-018
S3 119-210 120-025 120-318
S4 118-313 119-128 120-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-087 120-190 0-217 0.6% 0-091 0.2% 86% False False 661,475
10 121-087 120-158 0-250 0.6% 0-085 0.2% 88% False False 634,527
20 121-087 120-158 0-250 0.6% 0-077 0.2% 88% False False 557,120
40 121-270 120-158 1-113 1.1% 0-086 0.2% 51% False False 561,574
60 121-300 120-158 1-142 1.2% 0-094 0.2% 48% False False 551,574
80 122-055 120-158 1-218 1.4% 0-094 0.2% 41% False False 414,575
100 122-162 120-158 2-005 1.7% 0-076 0.2% 34% False False 331,676
120 122-162 119-260 2-222 2.2% 0-064 0.2% 51% False False 276,397
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 122-134
2.618 121-312
1.618 121-224
1.000 121-170
0.618 121-137
HIGH 121-082
0.618 121-049
0.500 121-039
0.382 121-028
LOW 120-315
0.618 120-261
1.000 120-228
1.618 120-173
2.618 120-086
4.250 119-263
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 121-051 121-047
PP 121-045 121-036
S1 121-039 121-025

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

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