ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 14-Nov-2016
Day Change Summary
Previous Current
11-Nov-2016 14-Nov-2016 Change Change % Previous Week
Open 119-202 119-167 -0-035 -0.1% 121-000
High 119-253 119-167 -0-085 -0.2% 121-215
Low 119-145 118-262 -0-202 -0.5% 119-145
Close 119-162 119-055 -0-107 -0.3% 119-162
Range 0-108 0-225 0-117 109.3% 2-070
ATR 0-129 0-136 0-007 5.4% 0-000
Volume 267,528 1,294,808 1,027,280 384.0% 5,419,738
Daily Pivots for day following 14-Nov-2016
Classic Woodie Camarilla DeMark
R4 121-090 120-297 119-179
R3 120-185 120-072 119-117
R2 119-280 119-280 119-096
R1 119-167 119-167 119-076 119-111
PP 119-055 119-055 119-055 119-027
S1 118-263 118-263 119-034 118-206
S2 118-150 118-150 119-014
S3 117-245 118-038 118-313
S4 117-020 117-133 118-251
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 126-278 125-130 120-233
R3 124-208 123-060 120-038
R2 122-138 122-138 119-293
R1 120-310 120-310 119-228 120-189
PP 120-067 120-067 120-067 120-007
S1 118-240 118-240 119-097 118-119
S2 117-317 117-317 119-032
S3 115-247 116-170 118-287
S4 113-177 114-100 118-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-215 118-262 2-273 2.4% 0-249 0.7% 12% False True 1,247,718
10 121-215 118-262 2-273 2.4% 0-171 0.4% 12% False True 944,115
20 121-215 118-262 2-273 2.4% 0-120 0.3% 12% False True 748,397
40 121-270 118-262 3-008 2.5% 0-102 0.3% 12% False True 647,504
60 121-270 118-262 3-008 2.5% 0-104 0.3% 12% False True 659,876
80 122-055 118-262 3-113 2.8% 0-104 0.3% 10% False True 498,438
100 122-162 118-262 3-220 3.1% 0-089 0.2% 10% False True 398,822
120 122-162 118-262 3-220 3.1% 0-074 0.2% 10% False True 332,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-053
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-164
2.618 121-117
1.618 120-212
1.000 120-072
0.618 119-307
HIGH 119-167
0.618 119-082
0.500 119-055
0.382 119-028
LOW 118-262
0.618 118-123
1.000 118-038
1.618 117-218
2.618 116-313
4.250 115-266
Fisher Pivots for day following 14-Nov-2016
Pivot 1 day 3 day
R1 119-055 119-184
PP 119-055 119-141
S1 119-055 119-098

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

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