ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 121-285 122-065 0-100 0.3% 121-290
High 122-072 122-190 0-118 0.3% 122-190
Low 121-247 122-037 0-110 0.3% 121-247
Close 122-052 122-045 -0-007 0.0% 122-045
Range 0-145 0-153 0-008 5.5% 0-263
ATR 0-137 0-138 0-001 0.9% 0-000
Volume 870,206 529,650 -340,556 -39.1% 3,098,158
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-230 123-130 122-129
R3 123-077 122-297 122-087
R2 122-244 122-244 122-073
R1 122-144 122-144 122-059 122-118
PP 122-091 122-091 122-091 122-077
S1 121-311 121-311 122-031 121-284
S2 121-258 121-258 122-017
S3 121-105 121-158 122-003
S4 120-272 121-005 121-281
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-203 124-067 122-190
R3 123-260 123-124 122-117
R2 122-317 122-317 122-093
R1 122-181 122-181 122-069 122-249
PP 122-054 122-054 122-054 122-088
S1 121-238 121-238 122-021 121-306
S2 121-111 121-111 121-317
S3 120-168 120-295 121-293
S4 119-225 120-032 121-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-190 121-247 0-263 0.7% 0-132 0.3% 45% True False 619,631
10 122-285 120-260 2-025 1.7% 0-162 0.4% 64% False False 662,502
20 122-285 120-190 2-095 1.9% 0-126 0.3% 67% False False 652,877
40 122-285 119-235 3-050 2.6% 0-114 0.3% 76% False False 533,354
60 122-285 119-235 3-050 2.6% 0-092 0.2% 76% False False 357,500
80 122-285 119-035 3-250 3.1% 0-070 0.2% 80% False False 268,293
100 122-285 119-035 3-250 3.1% 0-056 0.1% 80% False False 214,635
120 122-285 118-238 4-047 3.4% 0-047 0.1% 82% False False 178,862
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 124-200
2.618 123-271
1.618 123-118
1.000 123-023
0.618 122-285
HIGH 122-190
0.618 122-132
0.500 122-114
0.382 122-095
LOW 122-037
0.618 121-262
1.000 121-204
1.618 121-109
2.618 120-276
4.250 120-027
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 122-114 122-058
PP 122-091 122-054
S1 122-068 122-050

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

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