ECBOT 5 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Dec-2016
Day Change Summary
Previous Current
22-Dec-2016 23-Dec-2016 Change Change % Previous Week
Open 117-215 117-213 -0-002 0.0% 117-145
High 117-235 117-238 0-002 0.0% 117-240
Low 117-175 117-198 0-022 0.1% 117-145
Close 117-215 117-222 0-007 0.0% 117-222
Range 0-060 0-040 -0-020 -33.3% 0-095
ATR 0-115 0-109 -0-005 -4.6% 0-000
Volume 3,041 246 -2,795 -91.9% 12,477
Daily Pivots for day following 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-019 118-001 117-244
R3 117-299 117-281 117-233
R2 117-259 117-259 117-230
R1 117-241 117-241 117-226 117-250
PP 117-219 117-219 117-219 117-224
S1 117-201 117-201 117-219 117-210
S2 117-179 117-179 117-215
S3 117-139 117-161 117-211
S4 117-099 117-121 117-200
Weekly Pivots for week ending 23-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-168 118-130 117-275
R3 118-073 118-035 117-249
R2 117-298 117-298 117-240
R1 117-260 117-260 117-231 117-279
PP 117-202 117-202 117-202 117-212
S1 117-165 117-165 117-214 117-184
S2 117-107 117-107 117-205
S3 117-012 117-070 117-196
S4 116-237 116-295 117-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-240 117-145 0-095 0.3% 0-065 0.2% 82% False False 2,495
10 118-135 117-065 1-070 1.0% 0-101 0.3% 40% False False 5,854
20 118-233 117-065 1-168 1.3% 0-104 0.3% 32% False False 163,648
40 121-215 117-065 4-150 3.8% 0-125 0.3% 11% False False 606,000
60 121-270 117-065 4-205 3.9% 0-109 0.3% 11% False False 586,907
80 121-270 117-065 4-205 3.9% 0-108 0.3% 11% False False 579,968
100 122-055 117-065 4-310 4.2% 0-107 0.3% 10% False False 533,823
120 122-162 117-065 5-098 4.5% 0-101 0.3% 9% False False 445,074
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-022
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 118-088
2.618 118-022
1.618 117-302
1.000 117-278
0.618 117-262
HIGH 117-238
0.618 117-222
0.500 117-218
0.382 117-213
LOW 117-198
0.618 117-173
1.000 117-158
1.618 117-133
2.618 117-093
4.250 117-028
Fisher Pivots for day following 23-Dec-2016
Pivot 1 day 3 day
R1 117-221 117-217
PP 117-219 117-213
S1 117-218 117-208

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

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