ECBOT 5 Year T-Note Future March 2017


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 116-255 117-010 0-075 0.2% 117-200
High 117-030 117-027 -0-003 0.0% 117-270
Low 116-247 116-258 0-010 0.0% 116-175
Close 117-005 116-302 -0-022 -0.1% 116-253
Range 0-103 0-090 -0-013 -12.2% 1-095
ATR 0-133 0-130 -0-003 -2.3% 0-000
Volume 540,793 425,162 -115,631 -21.4% 4,747,352
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-252 117-207 117-032
R3 117-162 117-117 117-007
R2 117-072 117-072 116-319
R1 117-027 117-027 116-311 117-005
PP 116-302 116-302 116-302 116-291
S1 116-258 116-258 116-294 116-235
S2 116-213 116-213 116-286
S3 116-123 116-168 116-278
S4 116-033 116-078 116-253
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 120-304 120-053 117-161
R3 119-209 118-278 117-047
R2 118-114 118-114 117-009
R1 117-183 117-183 116-291 117-101
PP 117-019 117-019 117-019 116-298
S1 116-088 116-088 116-214 116-006
S2 115-244 115-244 116-176
S3 114-149 114-313 116-138
S4 113-054 113-218 116-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-260 116-175 1-085 1.1% 0-145 0.4% 31% False False 821,917
10 118-038 116-175 1-182 1.3% 0-125 0.3% 25% False False 770,316
20 118-105 116-175 1-250 1.5% 0-125 0.3% 22% False False 851,707
40 121-110 116-175 4-255 4.1% 0-131 0.4% 8% False False 455,399
60 121-135 116-175 4-280 4.2% 0-102 0.3% 8% False False 303,805
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 0-026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 118-090
2.618 117-263
1.618 117-173
1.000 117-117
0.618 117-083
HIGH 117-027
0.618 116-313
0.500 116-302
0.382 116-292
LOW 116-258
0.618 116-202
1.000 116-168
1.618 116-112
2.618 116-022
4.250 115-195
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 116-302 116-294
PP 116-302 116-286
S1 116-302 116-278

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

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