ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Nov-2016
Day Change Summary
Previous Current
07-Nov-2016 08-Nov-2016 Change Change % Previous Week
Open 121-000 120-300 -0-020 -0.1% 120-245
High 121-002 120-315 -0-007 0.0% 121-087
Low 120-267 120-198 -0-070 -0.2% 120-190
Close 120-300 120-227 -0-073 -0.2% 121-058
Range 0-055 0-118 0-062 113.6% 0-217
ATR 0-086 0-089 0-002 2.6% 0-000
Volume 475,955 702,730 226,775 47.6% 3,307,377
Daily Pivots for day following 08-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-279 121-211 120-292
R3 121-162 121-093 120-260
R2 121-044 121-044 120-249
R1 120-296 120-296 120-238 120-271
PP 120-247 120-247 120-247 120-234
S1 120-178 120-178 120-217 120-154
S2 120-129 120-129 120-206
S3 120-012 120-061 120-195
S4 119-214 119-263 120-163
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 123-017 122-255 121-177
R3 122-120 122-037 121-117
R2 121-222 121-222 121-097
R1 121-140 121-140 121-077 121-181
PP 121-005 121-005 121-005 121-026
S1 120-243 120-243 121-038 120-284
S2 120-108 120-108 121-018
S3 119-210 120-025 120-318
S4 118-313 119-128 120-258
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-087 120-198 0-210 0.5% 0-092 0.2% 14% False True 628,444
10 121-087 120-158 0-250 0.6% 0-088 0.2% 28% False False 655,909
20 121-087 120-158 0-250 0.6% 0-078 0.2% 28% False False 582,779
40 121-270 120-158 1-113 1.1% 0-084 0.2% 16% False False 559,737
60 121-270 120-158 1-113 1.1% 0-092 0.2% 16% False False 570,395
80 122-055 120-158 1-218 1.4% 0-094 0.2% 13% False False 429,298
100 122-162 120-158 2-005 1.7% 0-078 0.2% 11% False False 343,463
120 122-162 119-278 2-205 2.2% 0-065 0.2% 32% False False 286,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 122-174
2.618 121-303
1.618 121-185
1.000 121-113
0.618 121-068
HIGH 120-315
0.618 120-270
0.500 120-256
0.382 120-242
LOW 120-198
0.618 120-125
1.000 120-080
1.618 120-007
2.618 119-210
4.250 119-018
Fisher Pivots for day following 08-Nov-2016
Pivot 1 day 3 day
R1 120-256 120-300
PP 120-247 120-276
S1 120-237 120-252

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

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