ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 118-150 118-215 0-065 0.2% 119-167
High 118-233 118-253 0-020 0.1% 119-167
Low 118-135 118-158 0-022 0.1% 118-147
Close 118-170 118-205 0-035 0.1% 118-185
Range 0-098 0-095 -0-002 -2.6% 1-020
ATR 0-135 0-132 -0-003 -2.1% 0-000
Volume 1,150,472 1,513,862 363,390 31.6% 5,544,005
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-170 119-123 118-257
R3 119-075 119-028 118-231
R2 118-300 118-300 118-222
R1 118-253 118-253 118-214 118-229
PP 118-205 118-205 118-205 118-193
S1 118-157 118-157 118-196 118-134
S2 118-110 118-110 118-188
S3 118-015 118-062 118-179
S4 117-240 117-287 118-153
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 122-013 121-119 119-052
R3 120-313 120-099 118-278
R2 119-293 119-293 118-247
R1 119-079 119-079 118-216 119-016
PP 118-273 118-273 118-273 118-242
S1 118-059 118-059 118-154 117-316
S2 117-253 117-253 118-123
S3 116-233 117-039 118-091
S4 115-213 116-019 117-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-065 118-135 0-250 0.7% 0-127 0.3% 28% False False 1,175,437
10 121-215 118-135 3-080 2.7% 0-189 0.5% 7% False False 1,244,939
20 121-215 118-135 3-080 2.7% 0-139 0.4% 7% False False 950,424
40 121-270 118-135 3-135 2.9% 0-108 0.3% 6% False False 743,575
60 121-270 118-135 3-135 2.9% 0-106 0.3% 6% False False 690,742
80 122-055 118-135 3-240 3.2% 0-106 0.3% 6% False False 584,739
100 122-162 118-135 4-027 3.4% 0-097 0.3% 5% False False 467,957
120 122-162 118-135 4-027 3.4% 0-081 0.2% 5% False False 389,964
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 0-064
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 120-016
2.618 119-181
1.618 119-086
1.000 119-028
0.618 118-311
HIGH 118-253
0.618 118-216
0.500 118-205
0.382 118-194
LOW 118-158
0.618 118-099
1.000 118-062
1.618 118-004
2.618 117-229
4.250 117-074
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 118-205 118-213
PP 118-205 118-210
S1 118-205 118-207

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

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