ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 117-198 117-147 -0-050 -0.1% 118-050
High 117-198 117-193 -0-005 0.0% 118-135
Low 117-065 117-100 0-035 0.1% 117-065
Close 117-135 117-142 0-007 0.0% 117-142
Range 0-133 0-093 -0-040 -30.2% 1-070
ATR 0-133 0-130 -0-003 -2.2% 0-000
Volume 9,772 3,724 -6,048 -61.9% 46,064
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-103 118-055 117-193
R3 118-010 117-283 117-168
R2 117-238 117-238 117-159
R1 117-190 117-190 117-151 117-168
PP 117-145 117-145 117-145 117-134
S1 117-097 117-097 117-134 117-075
S2 117-052 117-052 117-126
S3 116-280 117-005 117-117
S4 116-187 116-232 117-092
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 121-111 120-197 118-037
R3 120-041 119-127 117-250
R2 118-291 118-291 117-214
R1 118-057 118-057 117-178 117-299
PP 117-221 117-221 117-221 117-182
S1 116-307 116-307 117-107 116-229
S2 116-151 116-151 117-071
S3 115-081 115-237 117-035
S4 114-011 114-167 116-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-135 117-065 1-070 1.0% 0-137 0.4% 20% False False 9,212
10 118-233 117-065 1-168 1.3% 0-119 0.3% 16% False False 17,906
20 118-290 117-065 1-225 1.5% 0-120 0.3% 14% False False 525,613
40 121-215 117-065 4-150 3.8% 0-126 0.3% 5% False False 673,686
60 121-270 117-065 4-205 4.0% 0-110 0.3% 5% False False 629,526
80 121-270 117-065 4-205 4.0% 0-110 0.3% 5% False False 649,181
100 122-055 117-065 4-310 4.2% 0-109 0.3% 5% False False 533,841
120 122-162 117-065 5-098 4.5% 0-098 0.3% 5% False False 444,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-266
2.618 118-115
1.618 118-022
1.000 117-285
0.618 117-250
HIGH 117-193
0.618 117-157
0.500 117-146
0.382 117-135
LOW 117-100
0.618 117-043
1.000 117-007
1.618 116-270
2.618 116-178
4.250 116-027
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 117-146 117-256
PP 117-145 117-218
S1 117-144 117-180

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

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