ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 06-Dec-2016
Day Change Summary
Previous Current
05-Dec-2016 06-Dec-2016 Change Change % Previous Week
Open 118-020 117-265 -0-075 -0.2% 117-290
High 118-070 117-295 -0-095 -0.3% 118-045
Low 117-193 117-253 0-060 0.2% 117-118
Close 117-262 117-273 0-010 0.0% 117-293
Range 0-198 0-042 -0-155 -78.5% 0-247
ATR 0-135 0-129 -0-007 -4.9% 0-000
Volume 783,635 474,727 -308,908 -39.4% 5,233,316
Daily Pivots for day following 06-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-081 118-059 117-296
R3 118-038 118-017 117-284
R2 117-316 117-316 117-280
R1 117-294 117-294 117-276 117-305
PP 117-273 117-273 117-273 117-279
S1 117-252 117-252 117-269 117-263
S2 117-231 117-231 117-265
S3 117-188 117-209 117-261
S4 117-146 117-167 117-249
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% 0-134 0.4% 57% False False 866,732
10 118-105 117-118 0-307 0.8% 0-125 0.3% 50% False False 933,099
20 121-110 117-118 3-313 3.4% 0-161 0.4% 12% False False 520,726
40 121-110 117-118 3-313 3.4% 0-114 0.3% 12% False False 263,112
60 121-135 117-118 4-018 3.4% 0-081 0.2% 12% False False 175,419
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 118-156
2.618 118-086
1.618 118-044
1.000 118-018
0.618 118-001
HIGH 117-295
0.618 117-279
0.500 117-274
0.382 117-269
LOW 117-253
0.618 117-226
1.000 117-210
1.618 117-184
2.618 117-141
4.250 117-072
Fisher Pivots for day following 06-Dec-2016
Pivot 1 day 3 day
R1 117-274 117-280
PP 117-273 117-278
S1 117-273 117-275

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

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