ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 117-145 117-182 0-038 0.1% 118-050
High 117-238 117-227 -0-010 0.0% 118-135
Low 117-145 117-153 0-008 0.0% 117-065
Close 117-213 117-195 -0-018 0.0% 117-142
Range 0-093 0-075 -0-018 -19.0% 1-070
ATR 0-127 0-124 -0-004 -2.9% 0-000
Volume 2,402 208 -2,194 -91.3% 46,064
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-097 118-061 117-236
R3 118-022 117-306 117-216
R2 117-267 117-267 117-209
R1 117-231 117-231 117-202 117-249
PP 117-192 117-192 117-192 117-201
S1 117-156 117-156 117-188 117-174
S2 117-117 117-117 117-181
S3 117-042 117-081 117-174
S4 116-287 117-006 117-154
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
5 118-127 117-065 1-062 1.0% 0-134 0.4% 34% False False 4,775
10 118-202 117-065 1-138 1.2% 0-114 0.3% 28% False False 9,869
20 118-253 117-065 1-188 1.3% 0-117 0.3% 26% False False 405,858
40 121-215 117-065 4-150 3.8% 0-127 0.3% 9% False False 654,085
60 121-270 117-065 4-205 3.9% 0-111 0.3% 9% False False 616,551
80 121-270 117-065 4-205 3.9% 0-109 0.3% 9% False False 611,899
100 122-055 117-065 4-310 4.2% 0-108 0.3% 8% False False 533,841
120 122-162 117-065 5-098 4.5% 0-099 0.3% 8% False False 444,991
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 118-226
2.618 118-104
1.618 118-029
1.000 117-302
0.618 117-274
HIGH 117-227
0.618 117-199
0.500 117-190
0.382 117-181
LOW 117-153
0.618 117-106
1.000 117-078
1.618 117-031
2.618 116-276
4.250 116-154
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 117-193 117-186
PP 117-192 117-178
S1 117-190 117-169

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

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