ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 117-207 117-215 0-008 0.0% 118-050
High 117-240 117-235 -0-005 0.0% 118-135
Low 117-182 117-175 -0-007 0.0% 117-065
Close 117-220 117-215 -0-005 0.0% 117-142
Range 0-058 0-060 0-002 4.3% 1-070
ATR 0-119 0-115 -0-004 -3.5% 0-000
Volume 6,580 3,041 -3,539 -53.8% 46,064
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-068 118-042 117-248
R3 118-008 117-302 117-232
R2 117-268 117-268 117-226
R1 117-242 117-242 117-221 117-245
PP 117-208 117-208 117-208 117-210
S1 117-182 117-182 117-210 117-185
S2 117-148 117-148 117-204
S3 117-088 117-122 117-199
S4 117-028 117-062 117-182
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 121-111 120-197 118-037
R3 120-041 119-127 117-250
R2 118-291 118-291 117-214
R1 118-057 118-057 117-178 117-299
PP 117-221 117-221 117-221 117-182
S1 116-307 116-307 117-107 116-229
S2 116-151 116-151 117-071
S3 115-081 115-237 117-035
S4 114-011 114-167 116-248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 117-100 0-140 0.4% 0-076 0.2% 82% False False 3,191
10 118-180 117-065 1-115 1.2% 0-108 0.3% 34% False False 7,951
20 118-233 117-065 1-168 1.3% 0-108 0.3% 31% False False 217,473
40 121-215 117-065 4-150 3.8% 0-127 0.3% 10% False False 625,853
60 121-270 117-065 4-205 3.9% 0-110 0.3% 10% False False 597,727
80 121-270 117-065 4-205 3.9% 0-108 0.3% 10% False False 590,427
100 122-055 117-065 4-310 4.2% 0-108 0.3% 9% False False 533,840
120 122-162 117-065 5-098 4.5% 0-100 0.3% 9% False False 445,072
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-170
2.618 118-072
1.618 118-012
1.000 117-295
0.618 117-272
HIGH 117-235
0.618 117-212
0.500 117-205
0.382 117-198
LOW 117-175
0.618 117-138
1.000 117-115
1.618 117-078
2.618 117-018
4.250 116-240
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 117-212 117-209
PP 117-208 117-203
S1 117-205 117-196

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

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