ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 117-282 118-038 0-075 0.2% 117-290
High 118-035 118-038 0-002 0.0% 118-045
Low 117-267 117-245 -0-022 -0.1% 117-118
Close 118-022 117-318 -0-025 -0.1% 117-293
Range 0-088 0-113 0-025 28.6% 0-247
ATR 0-126 0-125 -0-001 -0.8% 0-000
Volume 459,153 750,241 291,088 63.4% 5,233,316
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-004 118-273 118-059
R3 118-212 118-161 118-028
R2 118-099 118-099 118-018
R1 118-048 118-048 118-008 118-018
PP 117-307 117-307 117-307 117-291
S1 117-256 117-256 117-307 117-225
S2 117-194 117-194 117-297
S3 117-082 117-143 117-287
S4 116-289 117-031 117-256
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
5 118-070 117-170 0-220 0.6% 0-117 0.3% 67% False False 668,371
10 118-070 117-118 0-273 0.7% 0-116 0.3% 73% False False 836,144
20 119-290 117-118 2-173 2.2% 0-135 0.4% 25% False False 578,580
40 121-110 117-118 3-313 3.4% 0-117 0.3% 16% False False 293,335
60 121-135 117-118 4-018 3.4% 0-085 0.2% 15% False False 195,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-196
2.618 119-012
1.618 118-220
1.000 118-150
0.618 118-107
HIGH 118-038
0.618 117-315
0.500 117-301
0.382 117-288
LOW 117-245
0.618 117-175
1.000 117-132
1.618 117-063
2.618 116-270
4.250 116-087
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 117-312 117-312
PP 117-307 117-307
S1 117-301 117-301

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

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