ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 120-300 120-300 0-000 0.0% 120-190
High 121-030 120-300 -0-050 -0.1% 121-073
Low 120-293 120-227 -0-065 -0.2% 120-105
Close 120-315 120-240 -0-075 -0.2% 120-262
Range 0-058 0-073 0-015 26.1% 0-288
ATR 0-074 0-075 0-001 1.3% 0-000
Volume 21,362 35,646 14,284 66.9% 88,726
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 121-153 121-109 120-280
R3 121-081 121-037 120-260
R2 121-008 121-008 120-253
R1 120-284 120-284 120-247 120-270
PP 120-256 120-256 120-256 120-249
S1 120-212 120-212 120-233 120-197
S2 120-183 120-183 120-227
S3 120-111 120-139 120-220
S4 120-038 120-067 120-200
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
5 121-073 120-227 0-165 0.4% 0-074 0.2% 8% False True 27,493
10 121-073 120-105 0-288 0.7% 0-076 0.2% 47% False False 18,302
20 121-073 119-287 1-105 1.1% 0-062 0.2% 64% False False 12,101
40 121-078 119-180 1-218 1.4% 0-035 0.1% 71% False False 6,670
60 121-078 119-035 2-042 1.8% 0-024 0.1% 77% False False 4,447
80 121-082 119-035 2-047 1.8% 0-018 0.0% 76% False False 3,335
100 121-082 117-067 4-015 3.4% 0-014 0.0% 87% False False 2,668
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-288
2.618 121-170
1.618 121-097
1.000 121-053
0.618 121-025
HIGH 120-300
0.618 120-272
0.500 120-264
0.382 120-255
LOW 120-227
0.618 120-183
1.000 120-155
1.618 120-110
2.618 120-038
4.250 119-239
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 120-264 120-289
PP 120-256 120-273
S1 120-248 120-256

Download as Excel Spreadsheet

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

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