ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Nov-2016
Day Change Summary
Previous Current
22-Nov-2016 23-Nov-2016 Change Change % Previous Week
Open 118-215 118-205 -0-010 0.0% 119-167
High 118-253 118-233 -0-020 -0.1% 119-167
Low 118-158 118-038 -0-120 -0.3% 118-147
Close 118-205 118-110 -0-095 -0.3% 118-185
Range 0-095 0-195 0-100 105.3% 1-020
ATR 0-132 0-136 0-005 3.4% 0-000
Volume 1,513,862 2,263,453 749,591 49.5% 5,544,005
Daily Pivots for day following 23-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-072 119-286 118-217
R3 119-197 119-091 118-164
R2 119-002 119-002 118-146
R1 118-216 118-216 118-128 118-171
PP 118-127 118-127 118-127 118-104
S1 118-021 118-021 118-092 117-296
S2 117-252 117-252 118-074
S3 117-057 117-146 118-056
S4 116-182 116-271 118-003
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
5 119-065 118-038 1-027 0.9% 0-139 0.4% 21% False True 1,432,653
10 120-105 118-038 2-067 1.9% 0-152 0.4% 10% False True 1,232,755
20 121-215 118-038 3-178 3.0% 0-145 0.4% 6% False True 1,034,234
40 121-270 118-038 3-233 3.1% 0-111 0.3% 6% False True 787,855
60 121-270 118-038 3-233 3.1% 0-108 0.3% 6% False True 714,746
80 122-055 118-038 4-018 3.4% 0-107 0.3% 6% False True 612,932
100 122-162 118-038 4-125 3.7% 0-099 0.3% 5% False True 490,591
120 122-162 118-038 4-125 3.7% 0-082 0.2% 5% False True 408,826
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-101
2.618 120-103
1.618 119-228
1.000 119-108
0.618 119-033
HIGH 118-233
0.618 118-158
0.500 118-135
0.382 118-112
LOW 118-038
0.618 117-237
1.000 117-162
1.618 117-042
2.618 116-167
4.250 115-169
Fisher Pivots for day following 23-Nov-2016
Pivot 1 day 3 day
R1 118-135 118-145
PP 118-127 118-133
S1 118-118 118-122

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

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