ECBOT 5 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 118-202 118-110 -0-092 -0.2% 118-130
High 118-217 118-172 -0-045 -0.1% 119-110
Low 118-050 118-105 0-055 0.1% 118-105
Close 118-122 118-132 0-010 0.0% 119-082
Range 0-167 0-067 -0-100 -59.9% 1-005
ATR 0-119 0-115 -0-004 -3.1% 0-000
Volume 692,915 612,799 -80,116 -11.6% 3,086,240
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 119-017 118-302 118-169
R3 118-270 118-235 118-150
R2 118-203 118-203 118-144
R1 118-168 118-168 118-138 118-186
PP 118-136 118-136 118-136 118-145
S1 118-101 118-101 118-126 118-118
S2 118-069 118-069 118-120
S3 118-002 118-034 118-114
S4 117-255 117-287 118-095
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 122-007 121-210 119-261
R3 121-002 120-205 119-171
R2 119-317 119-317 119-142
R1 119-200 119-200 119-112 119-258
PP 118-312 118-312 118-312 119-022
S1 118-195 118-195 119-052 118-254
S2 117-307 117-307 119-022
S3 116-302 117-190 118-313
S4 115-297 116-185 118-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-110 118-050 1-060 1.0% 0-145 0.4% 22% False False 669,679
10 119-110 118-035 1-075 1.0% 0-127 0.3% 25% False False 650,396
20 119-110 118-035 1-075 1.0% 0-114 0.3% 25% False False 658,592
40 120-107 117-302 2-125 2.0% 0-104 0.3% 20% False False 332,393
60 120-245 117-302 2-262 2.4% 0-087 0.2% 17% False False 221,760
80 120-245 117-302 2-262 2.4% 0-065 0.2% 17% False False 166,320
100 120-245 117-302 2-262 2.4% 0-052 0.1% 17% False False 133,056
120 120-245 117-302 2-262 2.4% 0-043 0.1% 17% False False 110,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 119-137
2.618 119-027
1.618 118-280
1.000 118-239
0.618 118-213
HIGH 118-172
0.618 118-146
0.500 118-138
0.382 118-131
LOW 118-105
0.618 118-064
1.000 118-038
1.618 117-317
2.618 117-250
4.250 117-140
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 118-138 118-176
PP 118-136 118-161
S1 118-134 118-147

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

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