ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Dec-2016
Day Change Summary
Previous Current
20-Dec-2016 21-Dec-2016 Change Change % Previous Week
Open 117-182 117-207 0-025 0.1% 118-050
High 117-227 117-240 0-013 0.0% 118-135
Low 117-153 117-182 0-030 0.1% 117-065
Close 117-195 117-220 0-025 0.1% 117-142
Range 0-075 0-058 -0-017 -23.3% 1-070
ATR 0-124 0-119 -0-005 -3.8% 0-000
Volume 208 6,580 6,372 3,063.5% 46,064
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-067 118-041 117-252
R3 118-009 117-303 117-236
R2 117-272 117-272 117-231
R1 117-246 117-246 117-225 117-259
PP 117-214 117-214 117-214 117-221
S1 117-188 117-188 117-215 117-201
S2 117-157 117-157 117-209
S3 117-099 117-131 117-204
S4 117-042 117-073 117-188
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
5 117-240 117-065 0-175 0.5% 0-090 0.2% 89% True False 4,537
10 118-202 117-065 1-138 1.2% 0-112 0.3% 34% False False 9,420
20 118-233 117-065 1-168 1.3% 0-115 0.3% 32% False False 330,494
40 121-215 117-065 4-150 3.8% 0-127 0.3% 11% False False 640,459
60 121-270 117-065 4-205 3.9% 0-110 0.3% 10% False False 605,881
80 121-270 117-065 4-205 3.9% 0-108 0.3% 10% False False 600,680
100 122-055 117-065 4-310 4.2% 0-108 0.3% 10% False False 533,890
120 122-162 117-065 5-098 4.5% 0-100 0.3% 9% False False 445,046
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 118-164
2.618 118-071
1.618 118-013
1.000 117-298
0.618 117-276
HIGH 117-240
0.618 117-218
0.500 117-211
0.382 117-204
LOW 117-182
0.618 117-147
1.000 117-125
1.618 117-089
2.618 117-032
4.250 116-258
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 117-217 117-211
PP 117-214 117-202
S1 117-211 117-192

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

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