ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 120-305 120-258 -0-047 -0.1% 120-190
High 121-073 121-007 -0-065 -0.2% 121-073
Low 120-260 120-255 -0-005 0.0% 120-105
Close 120-262 120-315 0-053 0.1% 120-262
Range 0-133 0-072 -0-060 -45.3% 0-288
ATR 0-079 0-079 0-000 -0.6% 0-000
Volume 44,181 17,292 -26,889 -60.9% 88,726
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 121-197 121-168 121-035
R3 121-124 121-096 121-015
R2 121-052 121-052 121-008
R1 121-023 121-023 121-002 121-037
PP 120-299 120-299 120-299 120-306
S1 120-271 120-271 120-308 120-285
S2 120-227 120-227 120-302
S3 120-154 120-198 120-295
S4 120-082 120-126 120-275
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 123-156 123-017 121-101
R3 122-188 122-049 121-022
R2 121-221 121-221 120-315
R1 121-082 121-082 120-289 121-151
PP 120-253 120-253 120-253 120-288
S1 120-114 120-114 120-236 120-184
S2 119-286 119-286 120-210
S3 118-318 119-147 120-183
S4 118-031 118-179 120-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-073 120-180 0-213 0.5% 0-090 0.2% 64% False False 20,294
10 121-073 119-287 1-105 1.1% 0-082 0.2% 82% False False 13,218
20 121-073 119-287 1-105 1.1% 0-058 0.2% 82% False False 8,848
40 121-078 119-035 2-042 1.8% 0-031 0.1% 88% False False 4,770
60 121-078 119-035 2-042 1.8% 0-021 0.1% 88% False False 3,180
80 121-082 118-278 2-125 2.0% 0-016 0.0% 89% False False 2,385
100 121-082 117-067 4-015 3.3% 0-013 0.0% 93% False False 1,908
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 True
Bull Hook False
Stretch 0-016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 121-316
2.618 121-197
1.618 121-125
1.000 121-080
0.618 121-052
HIGH 121-007
0.618 120-300
0.500 120-291
0.382 120-283
LOW 120-255
0.618 120-210
1.000 120-183
1.618 120-138
2.618 120-065
4.250 119-267
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 120-307 120-311
PP 120-299 120-307
S1 120-291 120-303

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

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