ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 25-May-2016
Day Change Summary
Previous Current
24-May-2016 25-May-2016 Change Change % Previous Week
Open 120-032 119-287 -0-065 -0.2% 120-310
High 120-042 120-017 -0-025 -0.1% 120-318
Low 119-272 119-255 -0-017 0.0% 119-258
Close 119-310 119-292 -0-018 0.0% 120-018
Range 0-090 0-082 -0-008 -8.9% 1-060
ATR 0-086 0-086 0-000 -0.3% 0-000
Volume 739,064 1,149,969 410,905 55.6% 441,021
Daily Pivots for day following 25-May-2016
Classic Woodie Camarilla DeMark
R4 120-221 120-178 120-017
R3 120-139 120-096 119-315
R2 120-057 120-057 119-307
R1 120-014 120-014 119-300 120-036
PP 119-295 119-295 119-295 119-305
S1 119-252 119-252 119-284 119-274
S2 119-213 119-213 119-277
S3 119-131 119-170 119-269
S4 119-049 119-088 119-247
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
5 120-055 119-255 0-120 0.3% 0-078 0.2% 31% False True 517,370
10 120-318 119-255 1-063 1.0% 0-094 0.2% 10% False True 284,122
20 121-073 119-255 1-138 1.2% 0-086 0.2% 8% False True 149,922
40 121-078 119-255 1-143 1.2% 0-057 0.1% 8% False True 76,810
60 121-078 119-035 2-042 1.8% 0-038 0.1% 38% False False 51,206
80 121-082 119-035 2-047 1.8% 0-029 0.1% 37% False False 38,405
100 121-082 117-165 3-238 3.1% 0-023 0.1% 64% False False 30,724
120 121-082 117-067 4-015 3.4% 0-019 0.0% 67% False False 25,603
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 False
Bull Hook False
Stretch 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-046
2.618 120-232
1.618 120-150
1.000 120-099
0.618 120-068
HIGH 120-017
0.618 119-306
0.500 119-296
0.382 119-286
LOW 119-255
0.618 119-204
1.000 119-173
1.618 119-122
2.618 119-040
4.250 118-226
Fisher Pivots for day following 25-May-2016
Pivot 1 day 3 day
R1 119-296 119-315
PP 119-295 119-307
S1 119-293 119-300

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

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