ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 120-018 120-033 0-015 0.0% 120-310
High 120-038 120-055 0-018 0.0% 120-318
Low 119-300 119-313 0-013 0.0% 119-258
Close 120-018 120-022 0-005 0.0% 120-018
Range 0-058 0-062 0-005 8.7% 1-060
ATR 0-087 0-086 -0-002 -2.0% 0-000
Volume 89,125 452,851 363,726 408.1% 441,021
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 120-211 120-179 120-057
R3 120-148 120-117 120-040
R2 120-086 120-086 120-034
R1 120-054 120-054 120-028 120-039
PP 120-023 120-023 120-023 120-016
S1 119-312 119-312 120-017 119-296
S2 119-281 119-281 120-011
S3 119-218 119-249 120-005
S4 119-156 119-187 119-308
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 123-271 123-044 120-227
R3 122-211 121-304 120-122
R2 121-151 121-151 120-087
R1 120-244 120-244 120-052 120-168
PP 120-091 120-091 120-091 120-053
S1 119-184 119-184 119-303 119-108
S2 119-031 119-031 119-268
S3 117-291 118-124 119-233
S4 116-231 117-064 119-129
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-218 119-258 0-280 0.7% 0-100 0.3% 30% False False 175,444
10 121-030 119-258 1-093 1.1% 0-086 0.2% 21% False False 99,253
20 121-073 119-258 1-135 1.2% 0-084 0.2% 19% False False 56,236
40 121-078 119-258 1-140 1.2% 0-053 0.1% 18% False False 29,584
60 121-078 119-035 2-042 1.8% 0-035 0.1% 45% False False 19,722
80 121-082 119-035 2-047 1.8% 0-026 0.1% 45% False False 14,792
100 121-082 117-070 4-012 3.4% 0-021 0.1% 71% False False 11,833
120 121-082 117-067 4-015 3.4% 0-018 0.0% 71% False False 9,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-001
2.618 120-219
1.618 120-156
1.000 120-118
0.618 120-094
HIGH 120-055
0.618 120-031
0.500 120-024
0.382 120-016
LOW 119-313
0.618 119-274
1.000 119-250
1.618 119-211
2.618 119-149
4.250 119-047
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 120-024 120-014
PP 120-023 120-005
S1 120-023 119-316

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

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