ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 118-182 118-195 0-013 0.0% 118-150
High 118-205 118-202 -0-002 0.0% 118-253
Low 118-115 118-065 -0-050 -0.1% 117-313
Close 118-198 118-115 -0-082 -0.2% 118-098
Range 0-090 0-138 0-048 52.8% 0-260
ATR 0-129 0-130 0-001 0.5% 0-000
Volume 1,022,011 301,238 -720,773 -70.5% 6,004,531
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-220 119-145 118-191
R3 119-083 119-008 118-153
R2 118-265 118-265 118-140
R1 118-190 118-190 118-128 118-159
PP 118-127 118-127 118-127 118-112
S1 118-053 118-053 118-102 118-021
S2 117-310 117-310 118-090
S3 117-172 117-235 118-077
S4 117-035 117-097 118-039
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
5 118-233 117-313 0-240 0.6% 0-124 0.3% 51% False False 1,258,549
10 119-065 117-313 1-072 1.0% 0-125 0.3% 31% False False 1,216,993
20 121-215 117-313 3-222 3.1% 0-149 0.4% 10% False False 1,094,218
40 121-215 117-313 3-222 3.1% 0-112 0.3% 10% False False 824,000
60 121-270 117-313 3-278 3.3% 0-107 0.3% 10% False False 734,399
80 121-300 117-313 3-307 3.3% 0-107 0.3% 10% False False 662,987
100 122-055 117-313 4-062 3.5% 0-103 0.3% 9% False False 530,884
120 122-162 117-313 4-170 3.8% 0-086 0.2% 8% False False 442,403
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 120-147
2.618 119-242
1.618 119-105
1.000 119-020
0.618 118-287
HIGH 118-202
0.618 118-150
0.500 118-134
0.382 118-118
LOW 118-065
0.618 117-300
1.000 117-247
1.618 117-163
2.618 117-025
4.250 116-121
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 118-134 118-135
PP 118-127 118-128
S1 118-121 118-122

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

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