ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 07-Dec-2016
Day Change Summary
Previous Current
06-Dec-2016 07-Dec-2016 Change Change % Previous Week
Open 118-130 118-130 0-000 0.0% 118-125
High 118-145 118-202 0-058 0.2% 118-205
Low 118-107 118-122 0-015 0.0% 117-295
Close 118-125 118-193 0-068 0.2% 118-145
Range 0-038 0-080 0-042 113.3% 0-230
ATR 0-127 0-124 -0-003 -2.6% 0-000
Volume 37,428 11,061 -26,367 -70.4% 3,081,432
Daily Pivots for day following 07-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-093 119-063 118-237
R3 119-013 118-303 118-215
R2 118-253 118-253 118-207
R1 118-223 118-223 118-200 118-238
PP 118-173 118-173 118-173 118-180
S1 118-143 118-143 118-185 118-158
S2 118-093 118-093 118-178
S3 118-013 118-063 118-171
S4 117-253 117-303 118-149
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 120-158 120-062 118-271
R3 119-248 119-152 118-208
R2 119-018 119-018 118-187
R1 118-242 118-242 118-166 118-290
PP 118-108 118-108 118-108 118-132
S1 118-012 118-012 118-124 118-060
S2 117-198 117-198 118-103
S3 116-288 117-102 118-082
S4 116-058 116-192 118-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-233 117-295 0-258 0.7% 0-111 0.3% 84% False False 44,585
10 118-233 117-295 0-258 0.7% 0-118 0.3% 84% False False 651,567
20 121-215 117-295 3-240 3.2% 0-153 0.4% 18% False False 948,253
40 121-215 117-295 3-240 3.2% 0-116 0.3% 18% False False 765,516
60 121-270 117-295 3-295 3.3% 0-107 0.3% 17% False False 689,242
80 121-270 117-295 3-295 3.3% 0-108 0.3% 17% False False 664,859
100 122-055 117-295 4-080 3.6% 0-106 0.3% 16% False False 533,089
120 122-162 117-295 4-187 3.9% 0-091 0.2% 15% False False 444,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-222
2.618 119-092
1.618 119-012
1.000 118-282
0.618 118-252
HIGH 118-202
0.618 118-172
0.500 118-162
0.382 118-153
LOW 118-122
0.618 118-073
1.000 118-042
1.618 117-313
2.618 117-233
4.250 117-102
Fisher Pivots for day following 07-Dec-2016
Pivot 1 day 3 day
R1 118-183 118-176
PP 118-173 118-159
S1 118-162 118-143

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

View Archives - Comment on this page... - Back to Index of Symbols