ECBOT 5 Year T-Note Future March 2017


Trading Metrics calculated at close of trading on 30-Dec-2016
Day Change Summary
Previous Current
29-Dec-2016 30-Dec-2016 Change Change % Previous Week
Open 117-087 117-160 0-073 0.2% 117-025
High 117-182 117-220 0-038 0.1% 117-220
Low 117-080 117-135 0-055 0.1% 116-295
Close 117-160 117-213 0-053 0.1% 117-213
Range 0-102 0-085 -0-018 -17.1% 0-245
ATR 0-112 0-110 -0-002 -1.7% 0-000
Volume 533,686 449,313 -84,373 -15.8% 1,683,164
Daily Pivots for day following 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 118-124 118-093 117-259
R3 118-039 118-008 117-236
R2 117-274 117-274 117-228
R1 117-243 117-243 117-220 117-259
PP 117-189 117-189 117-189 117-197
S1 117-158 117-158 117-205 117-174
S2 117-104 117-104 117-197
S3 117-019 117-073 117-189
S4 116-254 116-308 117-166
Weekly Pivots for week ending 30-Dec-2016
Classic Woodie Camarilla DeMark
R4 119-231 119-147 118-027
R3 118-306 118-222 117-280
R2 118-061 118-061 117-257
R1 117-297 117-297 117-235 118-019
PP 117-136 117-136 117-136 117-157
S1 117-052 117-052 117-190 117-094
S2 116-211 116-211 117-168
S3 115-286 116-127 117-145
S4 115-041 115-202 117-078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-220 116-295 0-245 0.7% 0-081 0.2% 97% True False 376,043
10 117-220 116-205 1-015 0.9% 0-084 0.2% 98% True False 444,098
20 118-070 116-175 1-215 1.4% 0-109 0.3% 67% False False 623,327
40 121-110 116-175 4-255 4.1% 0-131 0.3% 23% False False 520,033
60 121-110 116-175 4-255 4.1% 0-110 0.3% 23% False False 347,646
80 121-135 116-175 4-280 4.1% 0-084 0.2% 23% False False 260,740
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 0-014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 118-261
2.618 118-123
1.618 118-038
1.000 117-305
0.618 117-273
HIGH 117-220
0.618 117-188
0.500 117-178
0.382 117-167
LOW 117-135
0.618 117-082
1.000 117-050
1.618 116-317
2.618 116-232
4.250 116-094
Fisher Pivots for day following 30-Dec-2016
Pivot 1 day 3 day
R1 117-201 117-174
PP 117-189 117-136
S1 117-178 117-098

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

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