ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 02-Jun-2016
Day Change Summary
Previous Current
01-Jun-2016 02-Jun-2016 Change Change % Previous Week
Open 120-010 119-317 -0-013 0.0% 120-033
High 120-070 120-065 -0-005 0.0% 120-070
Low 119-300 119-305 0-005 0.0% 119-255
Close 119-310 120-042 0-052 0.1% 120-035
Range 0-090 0-080 -0-010 -11.1% 0-135
ATR 0-092 0-091 -0-001 -1.0% 0-000
Volume 696,165 563,439 -132,726 -19.1% 4,385,175
Daily Pivots for day following 02-Jun-2016
Classic Woodie Camarilla DeMark
R4 120-271 120-236 120-086
R3 120-191 120-156 120-064
R2 120-111 120-111 120-057
R1 120-076 120-076 120-049 120-094
PP 120-031 120-031 120-031 120-039
S1 119-316 119-316 120-035 120-014
S2 119-271 119-271 120-027
S3 119-191 119-236 120-020
S4 119-111 119-156 119-318
Weekly Pivots for week ending 27-May-2016
Classic Woodie Camarilla DeMark
R4 121-098 121-042 120-109
R3 120-283 120-227 120-072
R2 120-148 120-148 120-060
R1 120-092 120-092 120-047 120-120
PP 120-013 120-013 120-013 120-028
S1 119-277 119-277 120-023 119-305
S2 119-198 119-198 120-010
S3 119-063 119-142 119-318
S4 118-248 119-007 119-281
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-070 119-235 0-155 0.4% 0-106 0.3% 82% False False 849,965
10 120-070 119-235 0-155 0.4% 0-092 0.2% 82% False False 683,667
20 121-073 119-235 1-158 1.2% 0-093 0.2% 27% False False 360,767
40 121-078 119-235 1-163 1.3% 0-069 0.2% 26% False False 182,795
60 121-078 119-035 2-042 1.8% 0-047 0.1% 48% False False 122,037
80 121-082 119-035 2-047 1.8% 0-035 0.1% 48% False False 91,527
100 121-082 118-175 2-227 2.3% 0-028 0.1% 58% False False 73,222
120 121-082 117-067 4-015 3.4% 0-023 0.1% 72% False False 61,018
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 121-085
2.618 120-274
1.618 120-194
1.000 120-145
0.618 120-114
HIGH 120-065
0.618 120-034
0.500 120-025
0.382 120-016
LOW 119-305
0.618 119-256
1.000 119-225
1.618 119-176
2.618 119-096
4.250 118-285
Fisher Pivots for day following 02-Jun-2016
Pivot 1 day 3 day
R1 120-036 120-026
PP 120-031 120-009
S1 120-025 119-312

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

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