ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Nov-2016
Day Change Summary
Previous Current
14-Nov-2016 15-Nov-2016 Change Change % Previous Week
Open 119-167 119-010 -0-157 -0.4% 121-000
High 119-167 119-110 -0-057 -0.2% 121-215
Low 118-262 118-300 0-038 0.1% 119-145
Close 119-055 119-007 -0-048 -0.1% 119-162
Range 0-225 0-130 -0-095 -42.2% 2-070
ATR 0-136 0-135 0-000 -0.3% 0-000
Volume 1,294,808 1,036,342 -258,466 -20.0% 5,419,738
Daily Pivots for day following 15-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-103 120-025 119-079
R3 119-293 119-215 119-043
R2 119-163 119-163 119-031
R1 119-085 119-085 119-019 119-059
PP 119-033 119-033 119-033 119-019
S1 118-275 118-275 118-316 118-249
S2 118-222 118-222 118-304
S3 118-092 118-145 118-292
S4 117-282 118-015 118-256
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% 0-252 0.7% 7% False False 1,314,440
10 121-215 118-262 2-273 2.4% 0-172 0.5% 7% False False 971,442
20 121-215 118-262 2-273 2.4% 0-122 0.3% 7% False False 772,296
40 121-270 118-262 3-008 2.5% 0-103 0.3% 7% False False 663,312
60 121-270 118-262 3-008 2.5% 0-104 0.3% 7% False False 675,692
80 122-055 118-262 3-113 2.8% 0-105 0.3% 6% False False 511,381
100 122-162 118-262 3-220 3.1% 0-091 0.2% 6% False False 409,185
120 122-162 118-262 3-220 3.1% 0-076 0.2% 6% False False 340,987
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-023
2.618 120-130
1.618 120-000
1.000 119-240
0.618 119-190
HIGH 119-110
0.618 119-060
0.500 119-045
0.382 119-030
LOW 118-300
0.618 118-220
1.000 118-170
1.618 118-090
2.618 117-280
4.250 117-067
Fisher Pivots for day following 15-Nov-2016
Pivot 1 day 3 day
R1 119-045 119-098
PP 119-033 119-067
S1 119-020 119-037

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

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