ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 119-317 120-047 0-050 0.1% 119-275
High 120-065 120-290 0-225 0.6% 120-290
Low 119-305 120-030 0-045 0.1% 119-235
Close 120-042 120-260 0-218 0.6% 120-260
Range 0-080 0-260 0-180 225.0% 1-055
ATR 0-091 0-103 0-012 13.2% 0-000
Volume 563,439 1,083,751 520,312 92.3% 3,290,285
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 123-013 122-237 121-083
R3 122-073 121-297 121-012
R2 121-133 121-133 120-308
R1 121-037 121-037 120-284 121-085
PP 120-193 120-193 120-193 120-218
S1 120-097 120-097 120-236 120-145
S2 119-253 119-253 120-212
S3 118-313 119-157 120-188
S4 118-053 118-217 120-117
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 124-000 123-185 121-146
R3 122-265 122-130 121-043
R2 121-210 121-210 121-009
R1 121-075 121-075 120-294 121-142
PP 120-155 120-155 120-155 120-189
S1 120-020 120-020 120-226 120-088
S2 119-100 119-100 120-191
S3 118-045 118-285 120-157
S4 116-310 117-230 120-054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 120-290 119-235 1-055 1.0% 0-137 0.4% 92% True False 807,549
10 120-290 119-235 1-055 1.0% 0-108 0.3% 92% True False 776,458
20 121-073 119-235 1-158 1.2% 0-101 0.3% 72% False False 413,830
40 121-073 119-235 1-158 1.2% 0-075 0.2% 72% False False 209,812
60 121-078 119-035 2-042 1.8% 0-051 0.1% 80% False False 140,099
80 121-082 119-035 2-047 1.8% 0-038 0.1% 79% False False 105,074
100 121-082 118-238 2-165 2.1% 0-031 0.1% 82% False False 84,059
120 121-082 117-067 4-015 3.3% 0-026 0.1% 89% False False 70,049
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-019
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 124-115
2.618 123-011
1.618 122-071
1.000 121-230
0.618 121-131
HIGH 120-290
0.618 120-191
0.500 120-160
0.382 120-129
LOW 120-030
0.618 119-189
1.000 119-090
1.618 118-249
2.618 117-309
4.250 116-205
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 120-227 120-218
PP 120-193 120-177
S1 120-160 120-135

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

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