ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 120-067 119-318 -0-070 -0.2% 120-260
High 120-067 120-015 -0-052 -0.1% 120-262
Low 120-018 119-287 -0-050 -0.1% 120-030
Close 120-018 119-298 -0-040 -0.1% 120-040
Range 0-050 0-048 -0-002 -4.9% 0-232
ATR 0-061 0-060 -0-001 -1.3% 0-000
Volume 4,658 3,170 -1,488 -31.9% 25,272
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 120-129 120-101 120-004
R3 120-082 120-053 119-311
R2 120-034 120-034 119-306
R1 120-006 120-006 119-302 119-316
PP 119-307 119-307 119-307 119-302
S1 119-278 119-278 119-293 119-269
S2 119-259 119-259 119-289
S3 119-212 119-231 119-284
S4 119-164 119-183 119-271
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
5 120-222 119-287 0-255 0.7% 0-056 0.1% 4% False True 4,640
10 120-293 119-287 1-005 0.8% 0-039 0.1% 3% False True 4,599
20 121-078 119-287 1-110 1.1% 0-024 0.1% 2% False True 3,090
40 121-078 119-035 2-042 1.8% 0-012 0.0% 38% False False 1,545
60 121-082 119-035 2-047 1.8% 0-008 0.0% 38% False False 1,030
80 121-082 117-115 3-287 3.3% 0-006 0.0% 66% False False 772
100 121-082 117-067 4-015 3.4% 0-005 0.0% 67% False False 618
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 0-006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-217
2.618 120-139
1.618 120-092
1.000 120-063
0.618 120-044
HIGH 120-015
0.618 119-317
0.500 119-311
0.382 119-306
LOW 119-287
0.618 119-258
1.000 119-240
1.618 119-211
2.618 119-163
4.250 119-086
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 119-311 120-017
PP 119-307 120-004
S1 119-302 119-311

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

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