ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 07-Nov-2016
Day Change Summary
Previous Current
04-Nov-2016 07-Nov-2016 Change Change % Previous Week
Open 121-020 121-000 -0-020 -0.1% 120-245
High 121-082 121-002 -0-080 -0.2% 121-087
Low 120-315 120-267 -0-048 -0.1% 120-190
Close 121-058 120-300 -0-078 -0.2% 121-058
Range 0-087 0-055 -0-032 -37.1% 0-217
ATR 0-085 0-086 0-002 2.2% 0-000
Volume 655,589 475,955 -179,634 -27.4% 3,307,377
Daily Pivots for day following 07-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-142 121-116 121-010
R3 121-087 121-061 120-315
R2 121-032 121-032 120-310
R1 121-006 121-006 120-305 120-311
PP 120-297 120-297 120-297 120-289
S1 120-271 120-271 120-295 120-256
S2 120-242 120-242 120-290
S3 120-187 120-216 120-285
S4 120-132 120-161 120-270
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% 0-093 0.2% 51% False False 640,513
10 121-087 120-158 0-250 0.6% 0-083 0.2% 57% False False 640,800
20 121-087 120-158 0-250 0.6% 0-075 0.2% 57% False False 575,843
40 121-270 120-158 1-113 1.1% 0-085 0.2% 33% False False 559,342
60 121-270 120-158 1-113 1.1% 0-092 0.2% 33% False False 559,076
80 122-055 120-158 1-218 1.4% 0-093 0.2% 27% False False 420,521
100 122-162 120-158 2-005 1.7% 0-077 0.2% 22% False False 336,436
120 122-162 119-278 2-205 2.2% 0-064 0.2% 41% False False 280,363
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-236
2.618 121-147
1.618 121-091
1.000 121-058
0.618 121-036
HIGH 121-002
0.618 120-301
0.500 120-295
0.382 120-289
LOW 120-267
0.618 120-233
1.000 120-212
1.618 120-178
2.618 120-123
4.250 120-034
Fisher Pivots for day following 07-Nov-2016
Pivot 1 day 3 day
R1 120-298 121-017
PP 120-297 121-005
S1 120-295 120-312

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

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