ECBOT 5 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 20-Sep-2016

Day Change Summary
	Previous	Current
	19-Sep-2016	20-Sep-2016	Change	Change %	Previous Week
Open	121-075	121-040	-0-035	-0.1%	121-005
High	121-098	121-098	0-000	0.0%	121-173
Low	121-030	121-030	0-000	0.0%	120-265
Close	121-060	121-065	0-005	0.0%	121-055
Range	0-067	0-067	0-000	0.0%	0-228
ATR	0-108	0-105	-0-003	-2.7%	0-000
Volume	276,090	404,023	127,933	46.3%	3,001,249

Daily Pivots for day following 20-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	121-267	121-233	121-102
R3	121-199	121-166	121-084
R2	121-132	121-132	121-077
R1	121-098	121-098	121-071	121-115
PP	121-064	121-064	121-064	121-073
S1	121-031	121-031	121-059	121-048
S2	120-317	120-317	121-053
S3	120-249	120-283	121-046
S4	120-182	120-216	121-028

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	123-100	122-305	121-180
R3	122-193	122-078	121-118
R2	121-285	121-285	121-097
R1	121-170	121-170	121-076	121-228
PP	121-058	121-058	121-058	121-086
S1	120-262	120-262	121-034	121-000
S2	120-150	120-150	121-013
S3	119-242	120-035	120-312
S4	119-015	119-127	120-250

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	121-173	120-302	0-190	0.5%	0-096	0.2%	43%	False	False	485,840
10	121-225	120-265	0-280	0.7%	0-103	0.3%	43%	False	False	536,155
20	121-225	120-265	0-280	0.7%	0-105	0.3%	43%	False	False	700,451
40	122-055	120-265	1-110	1.1%	0-107	0.3%	28%	False	False	359,450
60	122-162	120-265	1-218	1.4%	0-082	0.2%	22%	False	False	239,767
80	122-162	119-295	2-187	2.1%	0-062	0.2%	50%	False	False	179,825
100	122-162	119-260	2-222	2.2%	0-049	0.1%	52%	False	False	143,860
120	122-162	119-260	2-222	2.2%	0-041	0.1%	52%	False	False	119,883

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-023

Fibonacci Retracements and Extensions
4.250	122-064
2.618	121-274
1.618	121-207
1.000	121-165
0.618	121-139
HIGH	121-098
0.618	121-072
0.500	121-064
0.382	121-056
LOW	121-030
0.618	120-308
1.000	120-283
1.618	120-241
2.618	120-173
4.250	120-063

Fisher Pivots for day following 20-Sep-2016
Pivot	1 day	3 day
R1	121-065	121-090
PP	121-064	121-082
S1	121-064	121-073

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols