ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 117-165 117-210 0-045 0.1% 117-178
High 117-165 117-210 0-045 0.1% 117-178
Low 117-165 117-210 0-045 0.1% 117-067
Close 117-165 117-210 0-045 0.1% 117-115
Range
ATR 0-059 0-058 -0-001 -1.7% 0-000
Volume
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 117-210 117-210 117-210
R3 117-210 117-210 117-210
R2 117-210 117-210 117-210
R1 117-210 117-210 117-210 117-210
PP 117-210 117-210 117-210 117-210
S1 117-210 117-210 117-210 117-210
S2 117-210 117-210 117-210
S3 117-210 117-210 117-210
S4 117-210 117-210 117-210
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 118-130 118-073 117-176
R3 118-020 117-283 117-145
R2 117-230 117-230 117-135
R1 117-173 117-173 117-125 117-146
PP 117-120 117-120 117-120 117-107
S1 117-062 117-062 117-105 117-036
S2 117-010 117-010 117-095
S3 116-220 116-272 117-085
S4 116-110 116-162 117-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-210 117-067 0-143 0.4% 0-000 0.0% 100% True False
10 117-245 117-067 0-178 0.5% 0-000 0.0% 80% False False
20 118-087 117-067 1-020 0.9% 0-000 0.0% 42% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 117-210
2.618 117-210
1.618 117-210
1.000 117-210
0.618 117-210
HIGH 117-210
0.618 117-210
0.500 117-210
0.382 117-210
LOW 117-210
0.618 117-210
1.000 117-210
1.618 117-210
2.618 117-210
4.250 117-210
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 117-210 117-194
PP 117-210 117-178
S1 117-210 117-163

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

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