ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 25-Apr-2016
Day Change Summary
Previous Current
22-Apr-2016 25-Apr-2016 Change Change % Previous Week
Open 120-038 120-067 0-030 0.1% 120-260
High 120-055 120-067 0-012 0.0% 120-262
Low 120-030 120-018 -0-013 0.0% 120-030
Close 120-040 120-018 -0-022 -0.1% 120-040
Range 0-025 0-050 0-025 100.0% 0-232
ATR 0-062 0-061 -0-001 -1.4% 0-000
Volume 6,259 4,658 -1,601 -25.6% 25,272
Daily Pivots for day following 25-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-184 120-151 120-045
R3 120-134 120-101 120-031
R2 120-084 120-084 120-027
R1 120-051 120-051 120-022 120-042
PP 120-034 120-034 120-034 120-030
S1 120-001 120-001 120-013 119-313
S2 119-304 119-304 120-008
S3 119-254 119-271 120-004
S4 119-204 119-221 119-310
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 122-168 122-017 120-168
R3 121-256 121-104 120-104
R2 121-023 121-023 120-083
R1 120-192 120-192 120-061 120-151
PP 120-111 120-111 120-111 120-091
S1 119-279 119-279 120-019 119-239
S2 119-198 119-198 119-317
S3 118-286 119-047 119-296
S4 118-053 118-134 119-232
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-227 120-018 0-210 0.5% 0-049 0.1% 0% False True 5,767
10 120-293 120-018 0-275 0.7% 0-034 0.1% 0% False True 4,477
20 121-078 120-018 1-060 1.0% 0-022 0.1% 0% False True 2,932
40 121-078 119-035 2-042 1.8% 0-011 0.0% 44% False False 1,466
60 121-082 119-035 2-047 1.8% 0-007 0.0% 44% False False 977
80 121-082 117-070 4-012 3.4% 0-005 0.0% 70% False False 733
100 121-082 117-067 4-015 3.4% 0-004 0.0% 70% False False 586
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-005
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 120-280
2.618 120-198
1.618 120-148
1.000 120-117
0.618 120-098
HIGH 120-067
0.618 120-048
0.500 120-042
0.382 120-037
LOW 120-018
0.618 119-307
1.000 119-288
1.618 119-257
2.618 119-207
4.250 119-125
Fisher Pivots for day following 25-Apr-2016
Pivot 1 day 3 day
R1 120-042 120-048
PP 120-034 120-038
S1 120-026 120-028

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

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