ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 120-262 120-270 0-008 0.0% 119-275
High 120-292 121-005 0-033 0.1% 120-290
Low 120-247 120-265 0-018 0.0% 119-235
Close 120-267 120-300 0-033 0.1% 120-260
Range 0-045 0-060 0-015 33.3% 1-055
ATR 0-096 0-093 -0-003 -2.7% 0-000
Volume 432,778 599,761 166,983 38.6% 3,290,285
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 121-157 121-128 121-013
R3 121-097 121-068 120-316
R2 121-037 121-037 120-311
R1 121-008 121-008 120-306 121-022
PP 120-297 120-297 120-297 120-304
S1 120-268 120-268 120-294 120-282
S2 120-237 120-237 120-289
S3 120-177 120-208 120-284
S4 120-117 120-148 120-267
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
5 121-005 120-030 0-295 0.8% 0-104 0.3% 92% True False 637,035
10 121-005 119-235 1-090 1.1% 0-105 0.3% 94% True False 743,500
20 121-005 119-235 1-090 1.1% 0-100 0.3% 94% True False 513,811
40 121-073 119-235 1-158 1.2% 0-080 0.2% 81% False False 262,275
60 121-078 119-180 1-218 1.4% 0-056 0.1% 82% False False 175,123
80 121-078 119-035 2-042 1.8% 0-042 0.1% 86% False False 131,342
100 121-082 119-035 2-047 1.8% 0-033 0.1% 85% False False 105,074
120 121-082 117-067 4-015 3.3% 0-028 0.1% 92% False False 87,561
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-260
2.618 121-162
1.618 121-102
1.000 121-065
0.618 121-042
HIGH 121-005
0.618 120-302
0.500 120-295
0.382 120-288
LOW 120-265
0.618 120-228
1.000 120-205
1.618 120-168
2.618 120-108
4.250 120-010
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 120-298 120-291
PP 120-297 120-282
S1 120-295 120-274

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

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