ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 118-130 118-198 0-067 0.2% 118-125
High 118-202 118-202 0-000 0.0% 118-205
Low 118-122 118-102 -0-020 -0.1% 117-295
Close 118-193 118-175 -0-018 0.0% 118-145
Range 0-080 0-100 0-020 25.0% 0-230
ATR 0-124 0-122 -0-002 -1.4% 0-000
Volume 11,061 17,733 6,672 60.3% 3,081,432
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-140 119-098 118-230
R3 119-040 118-318 118-203
R2 118-260 118-260 118-193
R1 118-218 118-218 118-184 118-189
PP 118-160 118-160 118-160 118-146
S1 118-118 118-118 118-166 118-089
S2 118-060 118-060 118-157
S3 117-280 118-018 118-148
S4 117-180 117-238 118-120
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
5 118-233 118-033 0-200 0.5% 0-105 0.3% 71% False False 34,095
10 118-233 117-295 0-258 0.7% 0-108 0.3% 78% False False 426,995
20 120-105 117-295 2-130 2.0% 0-130 0.3% 26% False False 829,875
40 121-215 117-295 3-240 3.2% 0-117 0.3% 17% False False 751,651
60 121-270 117-295 3-295 3.3% 0-107 0.3% 16% False False 680,356
80 121-270 117-295 3-295 3.3% 0-107 0.3% 16% False False 664,664
100 122-055 117-295 4-080 3.6% 0-106 0.3% 15% False False 533,260
120 122-162 117-295 4-187 3.9% 0-091 0.2% 14% False False 444,409
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-307
2.618 119-144
1.618 119-044
1.000 118-302
0.618 118-264
HIGH 118-202
0.618 118-164
0.500 118-152
0.382 118-141
LOW 118-102
0.618 118-041
1.000 118-002
1.618 117-261
2.618 117-161
4.250 116-317
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 118-168 118-168
PP 118-160 118-160
S1 118-152 118-152

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

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