ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 120-255 120-232 -0-023 -0.1% 119-275
High 120-270 120-295 0-025 0.1% 120-290
Low 120-190 120-222 0-032 0.1% 119-235
Close 120-252 120-272 0-020 0.1% 120-260
Range 0-080 0-073 -0-007 -8.8% 1-055
ATR 0-102 0-100 -0-002 -2.0% 0-000
Volume 665,889 402,997 -262,892 -39.5% 3,290,285
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-162 121-130 120-312
R3 121-089 121-057 120-292
R2 121-016 121-016 120-285
R1 120-304 120-304 120-279 121-000
PP 120-263 120-263 120-263 120-271
S1 120-231 120-231 120-265 120-247
S2 120-190 120-190 120-259
S3 120-117 120-158 120-252
S4 120-044 120-085 120-232
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
5 120-295 119-300 0-315 0.8% 0-117 0.3% 93% True False 682,448
10 120-295 119-235 1-060 1.0% 0-111 0.3% 94% True False 829,149
20 121-030 119-235 1-115 1.1% 0-099 0.3% 82% False False 464,201
40 121-073 119-235 1-158 1.2% 0-079 0.2% 75% False False 236,524
60 121-078 119-035 2-042 1.8% 0-054 0.1% 82% False False 157,914
80 121-078 119-035 2-042 1.8% 0-040 0.1% 82% False False 118,435
100 121-082 118-278 2-125 2.0% 0-032 0.1% 83% False False 94,748
120 121-082 117-067 4-015 3.3% 0-027 0.1% 90% False False 78,957
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-017
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 121-285
2.618 121-166
1.618 121-093
1.000 121-048
0.618 121-020
HIGH 120-295
0.618 120-267
0.500 120-258
0.382 120-250
LOW 120-222
0.618 120-177
1.000 120-149
1.618 120-104
2.618 120-031
4.250 119-232
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 120-268 120-236
PP 120-263 120-199
S1 120-258 120-162

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

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