ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 120-015 120-110 0-095 0.2% 120-260
High 120-100 120-175 0-075 0.2% 120-262
Low 120-015 120-082 0-067 0.2% 120-030
Close 120-080 120-142 0-062 0.2% 120-040
Range 0-085 0-093 0-008 8.8% 0-232
ATR 0-065 0-067 0-002 3.4% 0-000
Volume 12,140 9,843 -2,297 -18.9% 25,272
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 121-091 121-049 120-193
R3 120-318 120-277 120-168
R2 120-226 120-226 120-159
R1 120-184 120-184 120-151 120-205
PP 120-133 120-133 120-133 120-144
S1 120-092 120-092 120-134 120-112
S2 120-041 120-041 120-126
S3 119-268 119-319 120-117
S4 119-176 119-227 120-092
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
5 120-175 119-287 0-208 0.5% 0-060 0.2% 84% True False 7,214
10 120-293 119-287 1-005 0.8% 0-048 0.1% 54% False False 5,901
20 121-078 119-287 1-110 1.1% 0-033 0.1% 41% False False 4,189
40 121-078 119-035 2-042 1.8% 0-016 0.0% 63% False False 2,094
60 121-082 119-035 2-047 1.8% 0-011 0.0% 62% False False 1,396
80 121-082 117-210 3-192 3.0% 0-008 0.0% 77% False False 1,047
100 121-082 117-067 4-015 3.4% 0-007 0.0% 80% False False 837
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 0-009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 121-248
2.618 121-097
1.618 121-005
1.000 120-268
0.618 120-232
HIGH 120-175
0.618 120-140
0.500 120-129
0.382 120-118
LOW 120-082
0.618 120-025
1.000 119-310
1.618 119-253
2.618 119-160
4.250 119-009
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 120-138 120-119
PP 120-133 120-095
S1 120-129 120-071

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

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