ECBOT 5 Year T-Note Future March 2017

Trading Metrics calculated at close of trading on 27-Dec-2016

Day Change Summary
	Previous	Current
	23-Dec-2016	27-Dec-2016	Change	Change %	Previous Week
Open	117-002	117-025	0-022	0.1%	116-255
High	117-042	117-030	-0-012	0.0%	117-042
Low	116-305	116-300	-0-005	0.0%	116-247
Close	117-025	116-315	-0-030	-0.1%	117-025
Range	0-058	0-050	-0-007	-13.0%	0-115
ATR	0-117	0-112	-0-005	-4.1%	0-000
Volume	197,053	178,714	-18,339	-9.3%	1,913,718

Daily Pivots for day following 27-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	117-152	117-123	117-023
R3	117-102	117-073	117-009
R2	117-052	117-052	117-004
R1	117-023	117-023	117-000	117-013
PP	117-002	117-002	117-002	116-316
S1	116-293	116-293	116-310	116-282
S2	116-272	116-272	116-306
S3	116-222	116-243	116-301
S4	116-172	116-193	116-287

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	118-023	117-299	117-088
R3	117-228	117-184	117-057
R2	117-113	117-113	117-046
R1	117-069	117-069	117-036	117-091
PP	116-318	116-318	116-318	117-009
S1	116-274	116-274	117-014	116-296
S2	116-203	116-203	117-004
S3	116-088	116-159	116-313
S4	115-293	116-044	116-282

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	117-042	116-258	0-105	0.3%	0-067	0.2%	55%	False	False	310,327
10	117-270	116-175	1-095	1.1%	0-106	0.3%	34%	False	False	602,500
20	118-070	116-175	1-215	1.4%	0-113	0.3%	26%	False	False	703,890
40	121-110	116-175	4-255	4.1%	0-130	0.3%	9%	False	False	482,848
60	121-110	116-175	4-255	4.1%	0-106	0.3%	9%	False	False	322,580
80	121-135	116-175	4-280	4.2%	0-080	0.2%	9%	False	False	241,935

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-021
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	117-243
2.618	117-161
1.618	117-111
1.000	117-080
0.618	117-061
HIGH	117-030
0.618	117-011
0.500	117-005
0.382	116-319
LOW	116-300
0.618	116-269
1.000	116-250
1.618	116-219
2.618	116-169
4.250	116-087

Fisher Pivots for day following 27-Dec-2016
Pivot	1 day	3 day
R1	117-005	117-002
PP	117-002	117-000
S1	116-318	116-318

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols