ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 118-198 118-130 -0-067 -0.2% 118-125
High 118-233 118-145 -0-088 -0.2% 118-205
Low 118-053 118-107 0-055 0.1% 117-295
Close 118-118 118-125 0-007 0.0% 118-145
Range 0-180 0-038 -0-142 -79.2% 0-230
ATR 0-134 0-127 -0-007 -5.1% 0-000
Volume 45,556 37,428 -8,128 -17.8% 3,081,432
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-238 118-219 118-146
R3 118-201 118-182 118-135
R2 118-163 118-163 118-132
R1 118-144 118-144 118-128 118-135
PP 118-126 118-126 118-126 118-121
S1 118-107 118-107 118-122 118-097
S2 118-088 118-088 118-118
S3 118-051 118-069 118-115
S4 118-013 118-032 118-104
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 120-158 120-062 118-271
R3 119-248 119-152 118-208
R2 119-018 119-018 118-187
R1 118-242 118-242 118-166 118-290
PP 118-108 118-108 118-108 118-132
S1 118-012 118-012 118-124 118-060
S2 117-198 117-198 118-103
S3 116-288 117-102 118-082
S4 116-058 116-192 118-019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-233 117-295 0-258 0.7% 0-123 0.3% 58% False False 102,620
10 118-253 117-295 0-278 0.7% 0-119 0.3% 54% False False 801,847
20 121-215 117-295 3-240 3.2% 0-155 0.4% 12% False False 982,836
40 121-215 117-295 3-240 3.2% 0-115 0.3% 12% False False 779,340
60 121-270 117-295 3-295 3.3% 0-108 0.3% 12% False False 700,507
80 121-270 117-295 3-295 3.3% 0-108 0.3% 12% False False 665,016
100 122-055 117-295 4-080 3.6% 0-106 0.3% 11% False False 532,984
120 122-162 117-295 4-187 3.9% 0-090 0.2% 10% False False 444,169
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 97 trading days
Fibonacci Retracements and Extensions
4.250 118-304
2.618 118-243
1.618 118-206
1.000 118-182
0.618 118-168
HIGH 118-145
0.618 118-131
0.500 118-126
0.382 118-122
LOW 118-107
0.618 118-084
1.000 118-070
1.618 118-047
2.618 118-009
4.250 117-268
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 118-126 118-133
PP 118-126 118-130
S1 118-125 118-127

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

View Archives - Comment on this page... - Back to Index of Symbols