ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 119-002 118-222 -0-100 -0.3% 119-167
High 119-065 118-290 -0-095 -0.2% 119-167
Low 118-220 118-147 -0-073 -0.2% 118-147
Close 118-270 118-185 -0-085 -0.2% 118-185
Range 0-165 0-143 -0-022 -13.6% 1-020
ATR 0-137 0-137 0-000 0.3% 0-000
Volume 988,228 1,247,251 259,023 26.2% 5,544,005
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 119-315 119-233 118-263
R3 119-173 119-090 118-224
R2 119-030 119-030 118-211
R1 118-268 118-268 118-198 118-238
PP 118-207 118-207 118-207 118-192
S1 118-125 118-125 118-172 118-095
S2 118-065 118-065 118-159
S3 117-242 117-302 118-146
S4 117-100 117-160 118-107
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 122-013 121-119 119-052
R3 120-313 120-099 118-278
R2 119-293 119-293 118-247
R1 119-079 119-079 118-216 119-016
PP 118-273 118-273 118-273 118-242
S1 118-059 118-059 118-154 117-316
S2 117-253 117-253 118-123
S3 116-233 117-039 118-091
S4 115-213 116-019 117-318
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-167 118-147 1-020 0.9% 0-159 0.4% 11% False True 1,108,801
10 121-215 118-147 3-068 2.7% 0-187 0.5% 4% False True 1,096,374
20 121-215 118-147 3-068 2.7% 0-136 0.4% 4% False True 865,450
40 121-270 118-147 3-123 2.9% 0-108 0.3% 3% False True 703,760
60 121-270 118-147 3-123 2.9% 0-108 0.3% 3% False True 683,102
80 122-055 118-147 3-228 3.1% 0-107 0.3% 3% False True 551,473
100 122-162 118-147 4-015 3.4% 0-095 0.3% 3% False True 441,313
120 122-162 118-147 4-015 3.4% 0-079 0.2% 3% False True 367,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-256
2.618 120-023
1.618 119-201
1.000 119-113
0.618 119-058
HIGH 118-290
0.618 118-236
0.500 118-219
0.382 118-202
LOW 118-147
0.618 118-059
1.000 118-005
1.618 117-237
2.618 117-094
4.250 116-182
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 118-219 118-266
PP 118-207 118-239
S1 118-196 118-212

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

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