ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 118-205 118-107 -0-098 -0.3% 118-150
High 118-233 118-115 -0-118 -0.3% 118-253
Low 118-038 117-313 -0-045 -0.1% 117-313
Close 118-110 118-098 -0-013 0.0% 118-098
Range 0-195 0-122 -0-073 -37.2% 0-260
ATR 0-136 0-135 -0-001 -0.7% 0-000
Volume 2,263,453 1,076,744 -1,186,709 -52.4% 6,004,531
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-116 119-069 118-165
R3 118-313 118-267 118-131
R2 118-191 118-191 118-120
R1 118-144 118-144 118-109 118-106
PP 118-068 118-068 118-068 118-049
S1 118-022 118-022 118-086 117-304
S2 117-266 117-266 118-075
S3 117-143 117-219 118-064
S4 117-021 117-097 118-030
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-254 120-116 118-241
R3 119-314 119-176 118-169
R2 119-054 119-054 118-145
R1 118-236 118-236 118-121 118-175
PP 118-114 118-114 118-114 118-084
S1 117-296 117-296 118-074 117-235
S2 117-174 117-174 118-050
S3 116-234 117-036 118-026
S4 115-294 116-096 117-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-290 117-313 0-298 0.8% 0-131 0.3% 35% False True 1,450,356
10 119-253 117-313 1-260 1.5% 0-141 0.4% 18% False True 1,181,606
20 121-215 117-313 3-222 3.1% 0-147 0.4% 9% False True 1,048,353
40 121-270 117-313 3-278 3.3% 0-112 0.3% 8% False True 798,536
60 121-270 117-313 3-278 3.3% 0-109 0.3% 8% False True 718,741
80 122-055 117-313 4-062 3.5% 0-108 0.3% 8% False True 626,367
100 122-162 117-313 4-170 3.8% 0-100 0.3% 7% False True 501,359
120 122-162 117-313 4-170 3.8% 0-083 0.2% 7% False True 417,799
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-316
2.618 119-116
1.618 118-313
1.000 118-238
0.618 118-191
HIGH 118-115
0.618 118-068
0.500 118-054
0.382 118-039
LOW 117-313
0.618 117-237
1.000 117-190
1.618 117-114
2.618 116-312
4.250 116-112
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 118-083 118-123
PP 118-068 118-114
S1 118-054 118-106

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

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