ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 119-318 120-015 0-018 0.0% 120-260
High 120-015 120-100 0-085 0.2% 120-262
Low 119-287 120-015 0-048 0.1% 120-030
Close 119-298 120-080 0-102 0.3% 120-040
Range 0-048 0-085 0-037 78.9% 0-232
ATR 0-060 0-065 0-004 7.4% 0-000
Volume 3,170 12,140 8,970 283.0% 25,272
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-000 120-285 120-127
R3 120-235 120-200 120-103
R2 120-150 120-150 120-096
R1 120-115 120-115 120-088 120-132
PP 120-065 120-065 120-065 120-074
S1 120-030 120-030 120-072 120-048
S2 119-300 119-300 120-064
S3 119-215 119-265 120-057
S4 119-130 119-180 120-033
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
5 120-100 119-287 0-133 0.3% 0-048 0.1% 85% True False 6,362
10 120-293 119-287 1-005 0.8% 0-043 0.1% 35% False False 5,756
20 121-078 119-287 1-110 1.1% 0-028 0.1% 26% False False 3,697
40 121-078 119-035 2-042 1.8% 0-014 0.0% 53% False False 1,848
60 121-082 119-035 2-047 1.8% 0-009 0.0% 53% False False 1,232
80 121-082 117-165 3-238 3.1% 0-007 0.0% 73% False False 924
100 121-082 117-067 4-015 3.4% 0-006 0.0% 75% False False 739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 121-141
2.618 121-003
1.618 120-238
1.000 120-185
0.618 120-153
HIGH 120-100
0.618 120-068
0.500 120-058
0.382 120-047
LOW 120-015
0.618 119-282
1.000 119-250
1.618 119-197
2.618 119-112
4.250 118-294
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 120-073 120-065
PP 120-065 120-049
S1 120-058 120-034

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

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