ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 22-Dec-2016
Day Change Summary
Previous Current
21-Dec-2016 22-Dec-2016 Change Change % Previous Week
Open 116-318 117-022 0-025 0.1% 117-200
High 117-033 117-035 0-002 0.0% 117-270
Low 116-287 116-282 -0-005 0.0% 116-175
Close 117-013 117-007 -0-005 0.0% 116-253
Range 0-065 0-073 0-007 11.5% 1-095
ATR 0-126 0-122 -0-004 -3.0% 0-000
Volume 353,404 397,306 43,902 12.4% 4,747,352
Daily Pivots for day following 22-Dec-2016
Classic Woodie Camarilla DeMark
R4 117-219 117-186 117-047
R3 117-147 117-113 117-027
R2 117-074 117-074 117-021
R1 117-041 117-041 117-014 117-021
PP 117-002 117-002 117-002 116-312
S1 116-288 116-288 117-001 116-269
S2 116-249 116-249 116-314
S3 116-177 116-216 116-308
S4 116-104 116-143 116-288
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
5 117-035 116-205 0-150 0.4% 0-087 0.2% 82% True False 512,154
10 118-002 116-175 1-147 1.2% 0-119 0.3% 33% False False 724,448
20 118-070 116-175 1-215 1.4% 0-117 0.3% 29% False False 780,296
40 121-110 116-175 4-255 4.1% 0-132 0.4% 10% False False 474,017
60 121-135 116-175 4-280 4.2% 0-105 0.3% 10% False False 316,317
80 121-135 116-175 4-280 4.2% 0-078 0.2% 10% False False 237,238
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 118-023
2.618 117-225
1.618 117-152
1.000 117-108
0.618 117-080
HIGH 117-035
0.618 117-007
0.500 116-319
0.382 116-310
LOW 116-282
0.618 116-238
1.000 116-210
1.618 116-165
2.618 116-093
4.250 115-294
Fisher Pivots for day following 22-Dec-2016
Pivot 1 day 3 day
R1 117-005 117-000
PP 117-002 116-313
S1 116-319 116-306

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

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