ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 119-027 119-002 -0-025 -0.1% 121-000
High 119-047 119-065 0-018 0.0% 121-215
Low 118-235 118-220 -0-015 0.0% 119-145
Close 119-002 118-270 -0-052 -0.1% 119-162
Range 0-132 0-165 0-033 24.5% 2-070
ATR 0-135 0-137 0-002 1.6% 0-000
Volume 977,376 988,228 10,852 1.1% 5,419,738
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 120-147 120-053 119-041
R3 119-302 119-208 118-315
R2 119-137 119-137 118-300
R1 119-043 119-043 118-285 119-008
PP 118-292 118-292 118-292 118-274
S1 118-198 118-198 118-255 118-163
S2 118-127 118-127 118-240
S3 117-282 118-033 118-225
S4 117-117 117-188 118-179
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
5 119-253 118-220 1-033 0.9% 0-152 0.4% 14% False True 912,856
10 121-215 118-220 2-315 2.5% 0-182 0.5% 5% False True 1,037,208
20 121-215 118-220 2-315 2.5% 0-131 0.3% 5% False True 821,758
40 121-270 118-220 3-050 2.7% 0-105 0.3% 5% False True 681,483
60 121-270 118-220 3-050 2.7% 0-107 0.3% 5% False True 690,371
80 122-055 118-220 3-155 2.9% 0-106 0.3% 4% False True 535,898
100 122-162 118-220 3-262 3.2% 0-094 0.2% 4% False True 428,841
120 122-162 118-220 3-262 3.2% 0-078 0.2% 4% False True 357,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-126
2.618 120-177
1.618 120-012
1.000 119-230
0.618 119-167
HIGH 119-065
0.618 119-002
0.500 118-302
0.382 118-283
LOW 118-220
0.618 118-118
1.000 118-055
1.618 117-273
2.618 117-108
4.250 116-159
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 118-302 119-005
PP 118-292 118-307
S1 118-281 118-288

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

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