ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 09-Nov-2016
Day Change Summary
Previous Current
08-Nov-2016 09-Nov-2016 Change Change % Previous Week
Open 120-300 120-230 -0-070 -0.2% 120-245
High 120-315 121-215 0-220 0.6% 121-087
Low 120-198 119-287 -0-230 -0.6% 120-190
Close 120-227 120-007 -0-220 -0.6% 121-058
Range 0-118 1-248 1-130 383.0% 0-217
ATR 0-089 0-123 0-034 38.6% 0-000
Volume 702,730 2,385,290 1,682,560 239.4% 3,307,377
Daily Pivots for day following 09-Nov-2016
Classic Woodie Camarilla DeMark
R4 125-273 124-228 121-000
R3 124-025 122-300 120-164
R2 122-098 122-098 120-112
R1 121-053 121-053 120-060 120-271
PP 120-170 120-170 120-170 120-119
S1 119-125 119-125 119-275 119-024
S2 118-242 118-242 119-223
S3 116-315 117-197 119-171
S4 115-067 115-270 119-015
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
5 121-215 119-287 1-248 1.5% 0-186 0.5% 7% True True 958,700
10 121-215 119-287 1-248 1.5% 0-138 0.4% 7% True True 835,713
20 121-215 119-287 1-248 1.5% 0-103 0.3% 7% True True 673,427
40 121-270 119-287 1-303 1.6% 0-095 0.2% 6% False True 605,596
60 121-270 119-287 1-303 1.6% 0-099 0.3% 6% False True 609,593
80 122-055 119-287 2-088 1.9% 0-100 0.3% 5% False True 459,107
100 122-162 119-287 2-195 2.2% 0-084 0.2% 5% False True 367,316
120 122-162 119-278 2-205 2.2% 0-070 0.2% 6% False False 306,096
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 164 trading days
Fibonacci Retracements and Extensions
4.250 129-067
2.618 126-101
1.618 124-173
1.000 123-143
0.618 122-246
HIGH 121-215
0.618 120-318
0.500 120-251
0.382 120-184
LOW 119-287
0.618 118-257
1.000 118-040
1.618 117-009
2.618 115-082
4.250 112-116
Fisher Pivots for day following 09-Nov-2016
Pivot 1 day 3 day
R1 120-251 120-251
PP 120-170 120-170
S1 120-089 120-089

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

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