ECBOT 5 Year T-Note Future March 2017


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 117-010 116-318 -0-013 0.0% 117-200
High 117-027 117-033 0-005 0.0% 117-270
Low 116-258 116-287 0-030 0.1% 116-175
Close 116-302 117-013 0-030 0.1% 116-253
Range 0-090 0-065 -0-025 -27.7% 1-095
ATR 0-130 0-126 -0-005 -3.6% 0-000
Volume 425,162 353,404 -71,758 -16.9% 4,747,352
Daily Pivots for day following 21-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-199 117-171 117-048
R3 117-134 117-106 117-030
R2 117-069 117-069 117-024
R1 117-041 117-041 117-018 117-055
PP 117-004 117-004 117-004 117-011
S1 116-296 116-296 117-007 116-310
S2 116-259 116-259 117-001
S3 116-194 116-231 116-315
S4 116-129 116-166 116-297
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
5 117-033 116-175 0-178 0.5% 0-099 0.3% 89% True False 683,299
10 118-038 116-175 1-182 1.3% 0-123 0.3% 31% False False 759,741
20 118-082 116-175 1-227 1.5% 0-124 0.3% 29% False False 834,160
40 121-110 116-175 4-255 4.1% 0-131 0.4% 10% False False 464,125
60 121-135 116-175 4-280 4.2% 0-103 0.3% 10% False False 309,695
80 121-135 116-175 4-280 4.2% 0-078 0.2% 10% False False 232,271
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117-309
2.618 117-203
1.618 117-138
1.000 117-098
0.618 117-073
HIGH 117-033
0.618 117-008
0.500 117-000
0.382 116-312
LOW 116-287
0.618 116-247
1.000 116-222
1.618 116-182
2.618 116-117
4.250 116-011
Fisher Pivots for day following 21-Dec-2016
Pivot 1 day 3 day
R1 117-008 117-002
PP 117-004 116-311
S1 117-000 116-300

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

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