ECBOT 5 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 121-175 121-125 -0-050 -0.1% 122-137
High 121-185 121-205 0-020 0.1% 122-137
Low 121-097 121-075 -0-022 -0.1% 121-102
Close 121-122 121-187 0-065 0.2% 121-117
Range 0-088 0-130 0-042 47.7% 1-035
ATR 0-124 0-125 0-000 0.3% 0-000
Volume 408,906 676,332 267,426 65.4% 2,998,524
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 122-226 122-176 121-258
R3 122-096 122-046 121-223
R2 121-286 121-286 121-211
R1 121-236 121-236 121-199 121-261
PP 121-156 121-156 121-156 121-168
S1 121-106 121-106 121-175 121-131
S2 121-026 121-026 121-163
S3 120-216 120-296 121-151
S4 120-086 120-166 121-116
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 125-010 124-099 121-312
R3 123-295 123-064 121-215
R2 122-260 122-260 121-182
R1 122-029 122-029 121-150 121-287
PP 121-225 121-225 121-225 121-194
S1 120-314 120-314 121-084 120-252
S2 120-190 120-190 121-052
S3 119-155 119-279 121-019
S4 118-120 118-244 120-242
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-240 121-075 0-165 0.4% 0-104 0.3% 68% False True 501,323
10 122-170 121-075 1-095 1.1% 0-119 0.3% 27% False True 553,366
20 122-285 120-260 2-025 1.7% 0-150 0.4% 37% False False 612,302
40 122-285 119-235 3-050 2.6% 0-124 0.3% 59% False False 666,830
60 122-285 119-235 3-050 2.6% 0-112 0.3% 59% False False 475,563
80 122-285 119-235 3-050 2.6% 0-090 0.2% 59% False False 357,445
100 122-285 119-035 3-250 3.1% 0-072 0.2% 65% False False 285,956
120 122-285 119-035 3-250 3.1% 0-060 0.2% 65% False False 238,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 123-118
2.618 122-225
1.618 122-095
1.000 122-015
0.618 121-285
HIGH 121-205
0.618 121-155
0.500 121-140
0.382 121-125
LOW 121-075
0.618 120-315
1.000 120-265
1.618 120-185
2.618 120-055
4.250 119-162
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 121-171 121-173
PP 121-156 121-159
S1 121-140 121-145

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

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