ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 118-107 118-125 0-018 0.0% 118-150
High 118-115 118-187 0-072 0.2% 118-253
Low 117-313 118-113 0-120 0.3% 117-313
Close 118-098 118-165 0-067 0.2% 118-098
Range 0-122 0-075 -0-048 -38.8% 0-260
ATR 0-135 0-132 -0-003 -2.4% 0-000
Volume 1,076,744 1,629,301 552,557 51.3% 6,004,531
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-060 119-027 118-206
R3 118-305 118-272 118-186
R2 118-230 118-230 118-179
R1 118-197 118-197 118-172 118-214
PP 118-155 118-155 118-155 118-163
S1 118-123 118-123 118-158 118-139
S2 118-080 118-080 118-151
S3 118-005 118-048 118-144
S4 117-250 117-293 118-124
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
5 118-253 117-313 0-260 0.7% 0-117 0.3% 66% False False 1,526,766
10 119-167 117-313 1-175 1.3% 0-138 0.4% 35% False False 1,317,783
20 121-215 117-313 3-222 3.1% 0-145 0.4% 15% False False 1,095,247
40 121-215 117-313 3-222 3.1% 0-111 0.3% 15% False False 819,115
60 121-270 117-313 3-278 3.3% 0-108 0.3% 14% False False 734,833
80 122-040 117-313 4-047 3.5% 0-108 0.3% 13% False False 646,699
100 122-162 117-313 4-170 3.8% 0-101 0.3% 12% False False 517,652
120 122-162 117-313 4-170 3.8% 0-084 0.2% 12% False False 431,376
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 0-028
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 119-186
2.618 119-064
1.618 118-309
1.000 118-262
0.618 118-234
HIGH 118-187
0.618 118-159
0.500 118-150
0.382 118-141
LOW 118-113
0.618 118-066
1.000 118-038
1.618 117-311
2.618 117-236
4.250 117-114
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 118-160 118-147
PP 118-155 118-130
S1 118-150 118-113

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

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