ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 118-093 117-198 -0-215 -0.6% 118-198
High 118-127 117-198 -0-250 -0.7% 118-233
Low 117-170 117-065 -0-105 -0.3% 118-053
Close 117-250 117-135 -0-115 -0.3% 118-090
Range 0-277 0-133 -0-145 -52.2% 0-180
ATR 0-129 0-133 0-004 3.1% 0-000
Volume 7,773 9,772 1,999 25.7% 133,000
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-210 118-145 117-208
R3 118-078 118-013 117-171
R2 117-265 117-265 117-159
R1 117-200 117-200 117-147 117-166
PP 117-133 117-133 117-133 117-116
S1 117-067 117-067 117-123 117-034
S2 117-000 117-000 117-111
S3 116-187 116-255 117-099
S4 116-055 116-122 117-062
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 120-025 119-238 118-189
R3 119-165 119-058 118-140
R2 118-305 118-305 118-123
R1 118-198 118-198 118-107 118-161
PP 118-125 118-125 118-125 118-107
S1 118-018 118-018 118-074 117-301
S2 117-265 117-265 118-057
S3 117-085 117-158 118-041
S4 116-225 116-298 117-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-180 117-065 1-115 1.2% 0-141 0.4% 16% False True 12,712
10 118-233 117-065 1-168 1.3% 0-123 0.3% 14% False True 23,404
20 119-065 117-065 2-000 1.7% 0-124 0.3% 11% False True 574,839
40 121-215 117-065 4-150 3.8% 0-125 0.3% 5% False True 685,759
60 121-270 117-065 4-205 4.0% 0-110 0.3% 5% False True 638,172
80 121-270 117-065 4-205 4.0% 0-110 0.3% 5% False True 660,362
100 122-055 117-065 4-310 4.2% 0-110 0.3% 4% False True 533,813
120 122-162 117-065 5-098 4.5% 0-097 0.3% 4% False True 444,939
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 0-020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119-121
2.618 118-224
1.618 118-092
1.000 118-010
0.618 117-279
HIGH 117-198
0.618 117-147
0.500 117-131
0.382 117-116
LOW 117-065
0.618 116-303
1.000 116-252
1.618 116-171
2.618 116-038
4.250 115-142
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 117-134 117-260
PP 117-133 117-218
S1 117-131 117-177

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

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