ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 116-293 116-210 -0-082 -0.2% 117-200
High 116-307 116-310 0-003 0.0% 117-270
Low 116-175 116-205 0-030 0.1% 116-175
Close 116-247 116-253 0-005 0.0% 116-253
Range 0-132 0-105 -0-027 -20.7% 1-095
ATR 0-138 0-136 -0-002 -1.7% 0-000
Volume 1,253,033 844,105 -408,928 -32.6% 4,747,352
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-251 117-197 116-310
R3 117-146 117-092 116-281
R2 117-041 117-041 116-272
R1 116-307 116-307 116-262 117-014
PP 116-256 116-256 116-256 116-269
S1 116-202 116-202 116-243 116-229
S2 116-151 116-151 116-233
S3 116-046 116-097 116-224
S4 115-261 115-312 116-195
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 120-304 120-053 117-161
R3 119-209 118-278 117-047
R2 118-114 118-114 117-009
R1 117-183 117-183 116-291 117-101
PP 117-019 117-019 117-019 116-298
S1 116-088 116-088 116-214 116-006
S2 115-244 115-244 116-176
S3 114-149 114-313 116-138
S4 113-054 113-218 116-024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-270 116-175 1-095 1.1% 0-148 0.4% 19% False False 949,470
10 118-070 116-175 1-215 1.4% 0-130 0.3% 14% False False 799,557
20 118-142 116-175 1-287 1.6% 0-128 0.3% 13% False False 836,922
40 121-110 116-175 4-255 4.1% 0-129 0.3% 5% False False 431,337
60 121-135 116-175 4-280 4.2% 0-099 0.3% 5% False False 287,706
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-116
2.618 117-265
1.618 117-160
1.000 117-095
0.618 117-055
HIGH 116-310
0.618 116-270
0.500 116-258
0.382 116-245
LOW 116-205
0.618 116-140
1.000 116-100
1.618 116-035
2.618 115-250
4.250 115-079
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 116-258 117-058
PP 116-256 117-016
S1 116-254 116-294

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

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