ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 122-142 122-110 -0-032 -0.1% 122-075
High 122-157 122-170 0-013 0.0% 122-220
Low 122-055 121-310 -0-065 -0.2% 121-310
Close 122-117 122-127 0-010 0.0% 122-127
Range 0-102 0-180 0-078 76.5% 0-230
ATR 0-135 0-139 0-003 2.4% 0-000
Volume 516,592 693,518 176,926 34.2% 2,291,979
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 123-316 123-241 122-226
R3 123-136 123-061 122-176
R2 122-276 122-276 122-160
R1 122-201 122-201 122-144 122-238
PP 122-096 122-096 122-096 122-114
S1 122-021 122-021 122-110 122-058
S2 121-236 121-236 122-094
S3 121-056 121-161 122-078
S4 120-196 120-301 122-028
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 124-162 124-055 122-254
R3 123-252 123-145 122-190
R2 123-022 123-022 122-169
R1 122-235 122-235 122-148 122-288
PP 122-112 122-112 122-112 122-139
S1 122-005 122-005 122-106 122-058
S2 121-202 121-202 122-085
S3 120-292 121-095 122-064
S4 120-062 120-185 122-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-220 121-310 0-230 0.6% 0-143 0.4% 60% False True 564,325
10 122-285 120-260 2-025 1.7% 0-189 0.5% 76% False False 687,046
20 122-285 120-260 2-025 1.7% 0-141 0.4% 76% False False 662,404
40 122-285 119-235 3-050 2.6% 0-120 0.3% 84% False False 588,107
60 122-285 119-235 3-050 2.6% 0-101 0.3% 84% False False 395,651
80 122-285 119-180 3-105 2.7% 0-077 0.2% 85% False False 296,943
100 122-285 119-035 3-250 3.1% 0-062 0.2% 87% False False 237,554
120 122-285 119-035 3-250 3.1% 0-051 0.1% 87% False False 197,962
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 124-295
2.618 124-001
1.618 123-141
1.000 123-030
0.618 122-281
HIGH 122-170
0.618 122-101
0.500 122-080
0.382 122-059
LOW 121-310
0.618 121-199
1.000 121-130
1.618 121-019
2.618 120-159
4.250 119-185
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 122-111 122-120
PP 122-096 122-112
S1 122-080 122-105

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

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