ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 117-170 118-020 0-170 0.5% 117-290
High 117-315 118-070 0-075 0.2% 118-045
Low 117-170 117-193 0-022 0.1% 117-118
Close 117-293 117-262 -0-030 -0.1% 117-293
Range 0-145 0-198 0-053 36.2% 0-247
ATR 0-131 0-135 0-005 3.7% 0-000
Volume 874,103 783,635 -90,468 -10.3% 5,233,316
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-234 119-126 118-051
R3 119-037 118-248 117-317
R2 118-159 118-159 117-299
R1 118-051 118-051 117-281 118-006
PP 117-282 117-282 117-282 117-259
S1 117-173 117-173 117-244 117-129
S2 117-084 117-084 117-226
S3 116-207 116-296 117-208
S4 116-009 116-098 117-154
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 120-041 119-254 118-109
R3 119-113 119-007 118-041
R2 118-186 118-186 118-018
R1 118-079 118-079 117-315 118-132
PP 117-258 117-258 117-258 117-285
S1 117-152 117-152 117-270 117-205
S2 117-011 117-011 117-247
S3 116-083 116-224 117-224
S4 115-156 115-297 117-156
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-070 117-118 0-273 0.7% 0-143 0.4% 53% True False 954,689
10 118-105 117-118 0-307 0.8% 0-131 0.3% 47% False False 926,452
20 121-110 117-118 3-313 3.4% 0-161 0.4% 11% False False 497,352
40 121-110 117-118 3-313 3.4% 0-115 0.3% 11% False False 251,244
60 121-135 117-118 4-018 3.4% 0-081 0.2% 11% False False 167,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 120-269
2.618 119-267
1.618 119-070
1.000 118-268
0.618 118-192
HIGH 118-070
0.618 117-315
0.500 117-291
0.382 117-268
LOW 117-193
0.618 117-070
1.000 116-315
1.618 116-193
2.618 115-315
4.250 114-313
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 117-291 117-260
PP 117-282 117-257
S1 117-272 117-254

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

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