ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 117-022 117-002 -0-020 -0.1% 116-255
High 117-035 117-042 0-007 0.0% 117-042
Low 116-282 116-305 0-022 0.1% 116-247
Close 117-007 117-025 0-018 0.0% 117-025
Range 0-073 0-058 -0-015 -20.7% 0-115
ATR 0-122 0-117 -0-005 -3.8% 0-000
Volume 397,306 197,053 -200,253 -50.4% 1,913,718
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-190 117-165 117-057
R3 117-133 117-107 117-041
R2 117-075 117-075 117-036
R1 117-050 117-050 117-030 117-062
PP 117-017 117-017 117-017 117-024
S1 116-312 116-312 117-020 117-005
S2 116-280 116-280 117-014
S3 116-222 116-255 117-009
S4 116-165 116-197 116-313
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-023 117-299 117-088
R3 117-228 117-184 117-057
R2 117-113 117-113 117-046
R1 117-069 117-069 117-036 117-091
PP 116-318 116-318 116-318 117-009
S1 116-274 116-274 117-014 116-296
S2 116-203 116-203 117-004
S3 116-088 116-159 116-313
S4 115-293 116-044 116-282
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-042 116-247 0-115 0.3% 0-078 0.2% 85% True False 382,743
10 117-270 116-175 1-095 1.1% 0-113 0.3% 41% False False 666,107
20 118-070 116-175 1-215 1.4% 0-114 0.3% 32% False False 757,130
40 121-110 116-175 4-255 4.1% 0-131 0.3% 11% False False 478,443
60 121-110 116-175 4-255 4.1% 0-106 0.3% 11% False False 319,601
80 121-135 116-175 4-280 4.2% 0-079 0.2% 11% False False 239,701
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 0-026
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 117-287
2.618 117-193
1.618 117-136
1.000 117-100
0.618 117-078
HIGH 117-042
0.618 117-021
0.500 117-014
0.382 117-007
LOW 116-305
0.618 116-269
1.000 116-247
1.618 116-212
2.618 116-154
4.250 116-061
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 117-021 117-017
PP 117-017 117-010
S1 117-014 117-002

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

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